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| From | Aristeidis dadoukis <a_dado12@yahoo.co.uk> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | Re: st: Technical Efficiency with Stata sfpanel command |
| Date | Mon, 24 Feb 2014 21:26:34 +0000 (GMT) |
Dear Nick, Thank you for the comments. I tried the exact model specifications on Frontier 4.1 and the model produced results. This leads me to believe that I am not doing something right when using Stata. I tried retreating to a simpler model (ie removing in turn 1 input and 1 output) as you suggested, however it still did not work on Stata. It seems that no matter what I try in Stata the MLE does not converge. I would really appreciate any ideas as to where I should start looking into. Thanks and regards Aristeidis Dadoukis >________________________________ > From: Nick Cox <njcoxstata@gmail.com> >To: "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> >Sent: Friday, 21 February 2014, 15:09 >Subject: Re: st: Technical Efficiency with Stata sfpanel command > > >-sfpanel- is user-written, as you are asked to explain: > >SJ-13-4 st0315 . . . . . . . . . . . Stochastic frontier analysis using Stata > . . . . . . . . . . . F. Belotti, S. Daidone, G. Ilardi, and V. Atella > (help sfcross, sfcross_postestimation, sfpanel, > sfpanel_postestimation if installed) > Q4/13 SJ 13(4):719--758 > estimates cross-sectional and panel-data stochastic frontier > models > >The authors may (should) have good answers, but otherwise > >1. Difficulties fitting a model to your data could just stem from your >data being unsuitable for your model, and without a sight of your data >it's difficult for anyone to comment. > >2. People who do this kind of thing (not me) would surely be >interested in whether you have success with fitting this model in >other software, which does not seem to be spelled out here. > >3. The usual advice if a model doesn't fit is to retreat to trying a >simpler model, although I have no idea whether that even makes sense >in this case. > >4. Regardless of whether Battese and Coelli (1995) is utterly >standard in this field, you are asked to avoid minimal name (date) >references on Statalist. >Nick >njcoxstata@gmail.com > > >On 21 February 2014 14:53, Aristeidis dadoukis <a_dado12@yahoo.co.uk> wrote: >> Dear Statalist members, >> >> I am new to Stata, so far I was using the Frontier 4.1 software. I am interested in estimating an input oriented distance function using the Battese and Coelli (1995) model specifications, and then deriving scale efficiencies for individual banks. >> >> My model includes 3 inputs (x), 3 outputs(y) and 3 exogenous variables(z). I have prepared the data for the translog function in the same way as when using the Frontier 4.1 software (ie arithmetically mean adjusting the inputs/outputs and generating the translog terms). My sample covers 8 years and 15 obs per year. >> >> However, when using the sfpanel command the MLE does not converge. The command that I used is the following (please note that I also included the translog terms in the command) >> >> sfpanel lnx1 lnx2 lnx3 lny1 lny2 lny3, model(bc95) emean(z1, z2, z3) >> >> I would appreciate any advice on what might be wrong. >> >> Aslo, what are the steps for estimating the scale efficiencies through Stata? >> >> Thanks and regards >> Aristeidis Dadoukis >> >> >> * >> * 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/ > > >* >* 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/ > > > * * 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/