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From |
erik.brouwer@nl.pwc.com |

To |
statalist@hsphsun2.harvard.edu |

Subject |
RE: st: Problems Stochastic Frontier Analysis |

Date |
Tue, 3 Feb 2004 17:43:54 +0100 |

Dear David thanks for your comment. It helps. But I have still a strange thing. If you look at the z-values. You see very high values. Above 100.000. If I estimate the same model specifications with Limdep I get normal z-values (around 3). The coefficients in Limdep and Stata are almost the same. What can explain the enormous large z-values. regards erik brouwer "David M. Drukker, StataCorp" To: statalist@hsphsun2.harvard.edu <ddrukker@stata.com> cc: Sent by: Subject: RE: st: Problems Stochastic Frontier Analysis owner-statalist@hsphsun2. harvard.edu 03/02/2004 17:01 Please respond to statalist Eric Brouwer <erik.brouwer@nl.pwc.com> wrote that he was having trouble performing Stochastic Frontier Analysis in Stata. After the estimation command . frontier lnTK lnZT, d(e) cost; that produced Stoc. frontier normal/exponential model Number of obs = 15 Wald chi2(1) = 1.115e+12 Log likelihood = 8.5130782 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ lnTK | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- lnZT | 1.244566 1.18e-06 . 0.000 1.244563 1.244568 _cons | -4.327623 .0000181 . 0.000 -4.327659 -4.327588 -------------+---------------------------------------------------------------- /lnsig2v | -39.73655 977.6138 -0.04 0.968 -1955.824 1876.351 /lnsig2u | -3.135077 .5163978 -6.07 0.000 -4.147198 -2.122956 -------------+---------------------------------------------------------------- sigma_v | 2.35e-09 1.15e-06 0 . sigma_u | .2085579 .0538494 .1257324 .3459441 sigma2 | .0434964 .0224614 -.0005272 .08752 lambda | 8.87e+07 .0538494 8.87e+07 8.87e+07 ------------------------------------------------------------------------------ Likelihood-ratio test of sigma_u=0: chibar2(01) = 7.84 Prob>=chibar2 = 0.003 Eric typed . predict lnTKhat; (option xb assumed; fitted values) . predict xb; (option xb assumed; fitted values) . predict u; (option xb assumed; fitted values) . predict te; (option xb assumed; fitted values) He then noted that LnTKhat, xb, u, and te all had the same values. The problem is that Eric has not specified the options to predict for u and te. He only gave the variables different names. If Eric were to try . frontier lnTK lnZT, d(e) cost; . predict xb, xb . predict u, u . predict te, te He should find that the new variables now contain the linear (xb) predictions, the estimates of minus the natural log of the technical efficiency via E[u_i|e_i], and estimates of the technical efficiency via E[exp(-su_i)|e_i], respectively. I would also like to suggest that Eric take a look at the manual entry for the formulas that are used in computing xb, u, and te. --David ddrukker@stata.com * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ _________________________________________________________________ The information transmitted is intended only for the person or entity to which it is addressed and may contain confidential and/or privileged material. Any review, retransmission, dissemination or other use of, or taking of any action in reliance upon, this information by persons or entities other than the intended recipient is prohibited. If you received this in error, please contact the sender and delete the material from any computer. * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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