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Re: st: Technical Efficiency with Stata sfpanel command
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Technical Efficiency with Stata sfpanel command
Date
Tue, 25 Feb 2014 00:06:59 +0000
As earlier written I don't use this kind of method, so have no
specific insights.
Given that no one else replied you could try emailing the authors
directly for support but I imagine they would want to see a copy of
your data and your code to have a chance of an informative reply.
Nick
[email protected]
On 24 February 2014 21:26, Aristeidis dadoukis <[email protected]> wrote:
> 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 <[email protected]>
>>To: "[email protected]" <[email protected]>
>>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
>>[email protected]
>>
>>
>>On 21 February 2014 14:53, Aristeidis dadoukis <[email protected]> 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:
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>>* http://www.stata.com/support/faqs/resources/statalist-faq/
>>* http://www.ats.ucla.edu/stat/stata/
>>
>>
>>
>
> *
> * For searches and help try:
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*
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