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From | Paulo Regis <pauloregis.ar@googlemail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: ereturn and sfcross |
Date | Tue, 9 Jul 2013 19:25:41 +0800 |
Dear all, I am using the new command -sfcross and I would like to know if someone with some experience with this command could tell me how to obtain some of the estimated parameters for further manipulation since it seems they are not available. Below, you can see an example. I am interested in sigma_u,sigma_v and lambda. If you check "ereturn list" after the command, you can see their standard errors are not available. How can I obtain them? For example, I would like to have them available t be used with -outreg or outreg2. Kind Regards Paulo Example: . webuse greene9 . sfcross lnv lnk lnl initial: Log likelihood = -37.029968 Iteration 0: Log likelihood = -37.029968 (not concave) Iteration 1: Log likelihood = -18.020203 (not concave) Iteration 2: Log likelihood = -7.6054699 Iteration 3: Log likelihood = 1.9182958 Iteration 4: Log likelihood = 2.8027655 Iteration 5: Log likelihood = 2.8604121 Iteration 6: Log likelihood = 2.8604897 Iteration 7: Log likelihood = 2.8604897 Stoc. frontier normal/exponential model Number of obs = 25 Wald chi2(2) = 845.68 Prob > chi2 = 0.0000 Log likelihood = 2.8605 ------------------------------------------------------------------------------ lnv | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- Frontier | lnk | .2624859 .0919988 2.85 0.004 .0821717 .4428002 lnl | .7703795 .1109569 6.94 0.000 .5529079 .9878511 _cons | 2.069242 .2356159 8.78 0.000 1.607444 2.531041 -------------+---------------------------------------------------------------- Usigma | _cons | -4.002457 .9274575 -4.32 0.000 -5.820241 -2.184674 -------------+---------------------------------------------------------------- Vsigma | _cons | -3.527598 .4486176 -7.86 0.000 -4.406873 -2.648324 -------------+---------------------------------------------------------------- sigma_u | .1351691 .0626818 2.16 0.031 .0544692 .3354317 sigma_v | .1713925 .0384448 4.46 0.000 .1104231 .2660258 lambda | .7886525 .087684 8.99 0.000 .616795 .9605101 ------------------------------------------------------------------------------ . ereturn list scalars: e(rank) = 5 e(N) = 25 e(ic) = 7 e(k) = 5 e(k_eq) = 3 e(k_dv) = 1 e(converged) = 1 e(rc) = 0 e(k_autoCns) = 0 e(ll) = 2.860489723076469 e(iterations) = 8 e(chi2) = 845.6810351779072 e(p) = 2.3051356429e-184 e(df_m) = 2 e(z) = -.634477395928109 e(p_z) = .2628846569875348 e(sigma_u) = .1351691134122321 e(sigma_v) = .1713924767932067 e(lambda) = .7886525473070807 macros: e(cmdline) : "sfcross lnv lnk lnl" e(covariates) : "lnk lnl _cons" e(cilevel) : "95" e(marginsok) : "default xb" e(title) : "Stoc. frontier normal/exponential model" e(crittype) : "Log likelihood" e(dist) : "exponential" e(function) : "production" e(depvar) : "lnv" e(cmd) : "sfcross" e(predict) : "sfcross_p" e(opt) : "moptimize" e(user) : "_cross_exp()" e(ml_method) : "lf2" e(singularHmethod) : "m-marquardt" e(technique) : "nr" e(which) : "max" e(properties) : "b V" matrices: e(b) : 1 x 5 e(V) : 5 x 5 e(ilog) : 1 x 20 e(gradient) : 1 x 5 functions: e(sample) * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/