[Limdep Nlogit List] SFA
S.U-Din at massey.ac.nz
Fri Sep 15 12:25:56 AEST 2017
I am looking for one-stage time varying SFA. First I tried BC92 (E64.6) with following codes:
Tc(Total Cost) is dependent variable, w1,w2 are inputs, y1,y2,y3 are outputs of bank.
These codes give me time varying cost efficiency but without any influence of z variable in hfu. Also didn't give relationship of z variables with inefficiency.
Then I tried as per your recommendation the BC95 (E63.3.2 & E63.3.4) codes as:
It gives me following error:
Iterative procedure has converged
Normal exit: 31 iterations. Status=0, F= -.1569414D+03
Error 143: Models - estimated variance matrix of estimates is singular
Same error does came after the running the BC92 codes mentioned above but it produced results but BC95 codes didn't produced any results.
Please can you advice what is wrong with my codes? I want time varying cost efficiency under influence of z(exogenous) variables and their relationship with inefficiency or efficiency.
Anyone can advise please if know any possible solution.
From: Limdep [mailto:limdep-bounces at mailman.sydney.edu.au] On Behalf Of William Greene
Sent: Tuesday, September 12, 2017 10:49 PM
To: Limdep and Nlogit Mailing List <limdep at mailman.sydney.edu.au>
Subject: Re: [Limdep Nlogit List] SFA
Salah. It is in section
E63.3.2 Battese and Coelli (1995) Formulation in the manual, with an example. Please refer to the original article for descriptive material.
On Mon, Sep 11, 2017 at 8:18 PM, U-Din, Salah via Limdep < limdep at mailman.sydney.edu.au> wrote:
> I am working on Stochastic Frontier Analysis under Battese and Coelli
> (1995) model for panel data. I didn't find the commands for BC95 in
> panel data. Given manual has only for BC92 in panel data and BC95 for
> time series only. Please can you send me some material which has
> discussed commands for
> BC95 for panel data.
> Limdep site list
> Limdep at mailman.sydney.edu.au
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Email: wgreene at stern.nyu.edu
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