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st: Likelihood-ratio test for frontier models


From   "Monika Baron" <[email protected]>
To   [email protected]
Subject   st: Likelihood-ratio test for frontier models
Date   Tue, 16 Sep 2008 15:20:15 +0200

Hello everyone!

I'm modelling a Stochastic Cost Frontier with the command frontier.
I'm trying to find the model's best functional form by using a
Likelihood-ratio test.

My output:
********
. lrtest A B, stats

Likelihood-ratio test                                  LR chi2(6)  =     49.42
(Assumption: B nested in A)                            Prob > chi2 =    0.0000

-----------------------------------------------------------------------------
      Model |    Obs    ll(null)   ll(model)     df          AIC         BIC
-------------+---------------------------------------------------------------
          B |    439           .    548.5923     17    -1063.185    -993.748
          A |    439           .    573.3007     23    -1100.601   -1006.658
-----------------------------------------------------------------------------
              Note:  N=Obs used in calculating BIC; see [R] BIC note

*********

1. Why are there no ll(null) in the statistics?

2. What do the results imply? Which model should I choose?


Thanks
Monika
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