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st: FW: Lambda in Frontier when using uhet
From
"Huerta, Tim" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: FW: Lambda in Frontier when using uhet
Date
Sun, 6 May 2012 20:13:34 -0500
According to Rosko - In developing a preferred model the following
decisions had
to be made: (1) should OLS or SFA be used; (2) what should be the
structural form of the cost function; (3) what theoretical distribution
should the composed error follow; and (4) should inefficiency-effects
variables be included?
It would seem that when someone is performing an SFE analysis in Stata and
variables are loaded into the uhet, the diagnostic data to answer the
first question isn't provided. In contrast when the uhet is not included,
sigma_v, sigma_u etc. are provided - allowing for the researcher to answer
q1.
Can someone tell me why including variables in the uhet causes the
information to disappear? Can someone tell me how I might test hypothesis
1, or do I need to move to LIMDEP?
-------------+-------------------------------------------------------------
---
/lnsig2v | -7.674071 .073728 -104.09 0.000 -7.818575
-7.529567
/lnsig2u | -7.653044 .1933399 -39.58 0.000 -8.031983
-7.274105
-------------+-------------------------------------------------------------
---
sigma_v | .0215574 .0007947 .0200548
.0231726
sigma_u | .0217853 .002106 .0180251
.0263298
sigma2 | .0009393 .0000673 .0008074
.0010712
lambda | 1.010569 .0027863 1.005108
1.01603
---------------------------------------------------------------------------
---
Likelihood-ratio test of sigma_u=0: chibar2(01) = 15.03 Prob>=chibar2 =
0.000
Vs…
-------------+-------------------------------------------------------------
---
lnsig2v |
_cons | -7.329417 .0372094 -196.98 0.000 -7.402346
-7.256488
-------------+-------------------------------------------------------------
---
lnsig2u |
VAR1 | 4.665001 6.030464 0.77 0.439 -7.154491
16.48449
VAR2 | -.6634111 1.468405 -0.45 0.651 -3.541432
2.21461
VAR3 | .3042444 .3897992 0.78 0.435 -.459748
1.068237
VAR4 | 21.52495 16.14052 1.33 0.182 -10.10989
53.1598
VAR5 | -.2151711 .6890228 -0.31 0.755 -1.565631
1.135289
_cons | -30.13224 16.31409 -1.85 0.065 -62.10727
1.842788
-------------+-------------------------------------------------------------
---
sigma_v | .0256116 .0004765 .0246945
.0265628
---------------------------------------------------------------------------
---
.
Thanks in advance.
Tim
--
Timothy R. Huerta, Ph.D.
Assistant Professor, Rawls College of Business, Texas Tech University
Texas Tech University
Rawls College of Business
15th and Flint
Lubbock, TX 79409
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