计量统计软件FRONTIER下载与使用说明.docx

计量统计软件FRONTIER下载与使用说明.docx

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计量统计软件FRONTIER下载与使用说明

计量统计软件FRONTIER下载与使用说明

（新增了三个文件数据示例）

[此文件英文部分为程序作者的说明，但有些操作方面没有具体详述，方括号中我加入了注释内容－by陈光磊]

之前博客上有网友反馈运行有问题，这次新增了三个原始数据文件供参考。

这个程序是用来从各种随机前沿生产和成本获取参数的最大似然估计,以及预估均值、单个技术或成本效率。

FRONTIERVersion4.1

********************

ASTOCHASTIICFRONTIERANALYSISPROGRAM[即sfa分析模型]

by

TimCoelli[作者信息，遇到具体的问题可与之联系]

CentreforEfficiencyandProductivityAnalysis

SchoolofEconomics

UniversityofQueensland

Brisbane,QLD4072

Australia.

email:

t.coelli@economics.uq.edu.au

Web:

http:

//www.uq.edu.au/economics/cepa/

[本软件实际下载地址：

http:

//www.uq.edu.au/economics/cepa/frontier.htm]

GETTINGSTARTED:

[即将文件复制到文件夹中或由压缩包解压到自己的文件夹中，不用详看]

1.OpentheWINDOWSEXPLORERprogramonyourPC.

2.Createanewfolderonyourharddrive,forexamplecalledFRONTIER,by

usingtheFile/New/Folderoption.

3.CopyALLthefilesassociatedwithFRONTIERintothisfolder,using

theFile/Copyoptionorby"drag-and-drop".

4.IfthefilesarestoredinaFRONT41.ZIPfile,youwillthenneed

tounzip（extract）thefilesbydouble-clickingonthezipfileand

extractingthecontentsofthezipfileintotheFRONTIERfolder.

FILESUSEDBYFRONTIER[数据文件的使用方法]最后几页有原始数据文件供直接运行

FRONTIERusesthreetextfileswhenitconductsananalysis.Theseare:

-adatafile（eg.namedeg1-dta.txt）[等处理“数据文件”]

-aninstructionfile（eg.namedeg1-ins.txt）[“指令文件”]

-anoutputfile（eg.namedeg1-out.txt）[“输出文件”]

Allofthesefilesaretextfiles.Theycanbeeditedusingmanyprograms.

Forexample,NOTEPAD,WORDPAD,WORD,WORDPERFECT,etc.

WesuggestyouuseWORDPADtoviewandeditthesefiles.

[数据文件都是用“记事本”格式，方便编辑]

HOWTORUNTHEPROGRAM[具体程序运行步骤]

TopracticerunningFRONTIERdouble-clickontheFRONT41.EXEfilename.

[双击FRONT41.EXE直接运行，但建议在DOS界面运行便于查看结果，具体当面说明]

[注意一定要包含此四个文件：

front41.exe,front41.FOR,front41.000,F77L3.EER]

Theprogramwillthenaskforaninstructionfilename.Typein

eg1-ins.txt

（andhittheRETURNkey）.FRONTIERwillonlytakeafewsecondstocomplete

thissmallexample.Tolookattheoutputfile（eg1-out.txt）youthen

simplydouble-clickontheeg1-out.txtfilename.

[根据提示，输入指示文件名，并回车。

运行此范例后，可以双击eg1-out.txt查看结果]

[具体为：

开始时出现如下提示：

]

Doyouwishtotypeinstructionsattheterminal（t）

oruseaninstructionfile（f）?

[即询问是手动输入命令（即一些输入参数）还是用一个指令文件（应事先把参数都写好放在指令文件中）]

[建议把“数据文件”放在同一目录后，写好参数到一个“指令文件”也放在同目录下]

[选择后者，即输入f,然后再输入指令文件名，回车即可打开“输出文件”查看结果]

[后面讲述一些应用技巧，粗略了解一下即可]

FILENAMESINDOS[在DOS界面的文件名规范，即命令操作注意事项，基本简短即可]

FRONTIERisaDOScomputerprogram.InDOSallfilenamesmustsatisfycertain

restrictions:

-nomorethan12characters

-nomorethan3charactersaftertheperiod（"."）

-nomorethan8charactersbeforetheperiod

Thatis,thelargestpossiblefilenamehastheform:

XXXXXXXX.XXX

Sinceweusetextfiles,thefilenamewillalwayshave"txt"afterthe

period.Thatis:

XXXXXXXX.txt

[后缀用txt，便于双击直接查看]

CREATINGANEWINSTRUCTIONFILE[指令文件的建立]

Theeasiestwaytocreateanewinstruction/commandfileistoopen

anexistinginstructionfile（eg.eg1-ins.txt）usingWORDPADandthensave

itunderanewname（eg.abc2-ins.txt）.ThisisdonebyusingtheFile/SaveAs

optionsinWORDPAD.Thenyoucaneditthecontentsofthisnewfiletosuit

yournewanalysis.

CREATINGDATAFILESUSINGEXCEL[用excel建立数据文件]

ManypeoplestoretheirdatainExcelfiles.Toconstructatextfilefrom

anExcelfile,openthefileinExcelandthenusetheFile/SaveAsoptionin

Excelandsaveitasatextfile.However,besuretoremoveanycolumnnames

first-thedatafileshouldonlycontainnumbers.

[即打开原excel文件后，另存为“文本文档”类型的文件即可]

MANUAL[指导手册]

Coelli,T.（1996）'AGuidetoFRONTIERVersion4.1:

AComputer

ProgramforStochasticFrontierProductionandCostFunction

Estimation',CEPAWorkingPaper96/08,UniversityofNewEngland.

ACOPYOFTHISGUIDEISPROVIDEDINTHEFILE:

FRONT41.PDF.

ForadditionalinformationonthesemethodsseeChapters8and9inCoelli,

RaoandBattese（1998）,AnIntroductiontoEfficiencyandProductivityAnalysis,

KluwerAcademicPublishers,Boston.

LIABILITY[权责说明]

Everyefforthasbeenmadetoensurethatthissoftwareisfreeoferrors.

However,thesoftwareissuppliedwithoutanywarrantyastothe

performanceorfitnessoftheprogramforanyparticularpurpose.All

riskrelatingtotheresultsandperformanceofthisprogramisassumedby

theuser.CEPAshallnotbeliableforanydamagesresultingfromthe

useofthisproduct.

数据文件示例：

文件一：

EG1-dta.txt

1.0000001.0000002.5477252.2424103.559169

2.0000001.0000003.1898591.5353614.347655

3.0000001.0000003.0375941.6282604.497574

4.0000001.0000002.5812011.5963533.575095

5.0000001.0000002.4864062.1652753.327838

6.0000001.0000002.7268070.6391333E-014.523678

7.0000001.0000001.903152-1.3547964.584018

8.0000001.0000003.0752831.8459324.407743

9.0000001.0000002.6792390.85441533.660377

10.000001.0000002.6205300.7325046E-014.403800

11.000001.0000001.3331571.2331432.248762

12.000001.0000003.6141021.3945114.009077

13.000001.0000002.4190342.0763124.292239

14.000001.0000002.2232172.0286743.192532

15.000001.0000002.536392-1.0671144.180216

16.000001.0000002.2697520.89199804.156364

17.000001.0000002.9077202.0657234.081614

18.000001.0000002.8387281.0667784.284607

19.000001.0000003.0711180.98132914.232888

20.000001.0000002.9376791.4398354.050462

21.000001.0000002.8391950.97870204.475551

22.000001.0000002.6775910.89812683.427157

23.000001.0000003.1793451.0392164.540461

24.000001.0000001.915009-0.82325593.582435

25.000001.0000001.854421-1.1647524.546099

26.000001.0000003.4963861.1832604.561981

27.000001.0000003.2596341.9098394.385458

28.000001.0000002.8105471.4872703.909740

29.000001.0000002.3090640.45932183.094310

30.000001.0000001.880076-0.9761283E-013.656537

31.000001.0000001.2638441.8162891.671849

32.000001.0000000.5068176-0.73605470.9242589

33.000001.0000002.8198900.67039023.726777

34.000001.0000002.3110492.1003474.225212

35.000001.0000001.9550111.3999514.351000

36.000001.0000003.4592461.6152214.354296

37.000001.0000003.4751601.9368694.594150

38.000001.0000002.6790332.1288273.755135

39.000001.0000002.5061790.91749004.090019

40.000001.0000002.5402631.8855532.895083

41.000001.0000002.5556761.9669723.282827

42.000001.0000002.7626022.0844293.921736

43.000001.0000003.2036811.5884194.479403

44.000001.0000003.0238821.9053863.416119

45.000001.0000003.0543781.4338934.562618

46.000001.0000002.5251681.5153473.602886

47.000001.0000003.4754701.9772704.492136

48.000001.0000002.7456672.2576923.369191

49.000001.0000002.5962991.5832993.912383

50.000001.0000002.3251292.2313043.713475

51.000001.0000002.9920761.0629854.143944

52.000001.0000003.2935382.0900104.110743

53.000001.0000003.5786462.1582534.544985

54.000001.0000002.5469421.2316853.671530

55.000001.0000002.9130030.65128304.364728

56.000001.0000002.9883551.8208334.164756

57.000001.0000001.1844841.9724130.7045846E-01

58.000001.0000003.0614262.2331284.467332

59.000001.0000003.3004192.0584734.099995

60.000001.0000002.6465291.7265103.789132

文件二：

Eg1-ins.txt

11=ERRORCOMPONENTSMODEL,2=TEEFFECTSMODEL

eg1-dta.txtDATAFILENAME

eg1-out.txtOUTPUTFILENAME

11=PRODUCTIONFUNCTION,2=COSTFUNCTION

yLOGGEDDEPENDENTVARIABLE（Y/N）

60NUMBEROFCROSS-SECTIONS

1NUMBEROFTIMEPERIODS

60NUMBEROFOBSERVATIONSINTOTAL

2NUMBEROFREGRESSORVARIABLES（Xs）

nMU（Y/N）[ORDELTA0（Y/N）IFUSINGTEEFFECTSMODEL]

nETA（Y/N）[ORNUMBEROFTEEFFECTSREGRESSORS（Zs）]

nSTARTINGVALUES（Y/N）

IFYESTHENBETA0

BETA1TO

BETAK

SIGMASQUARED

GAMMA

MU[ORDELTA0

ETADELTA1TO

DELTAP]

NOTE:

IFYOUARESUPPLYINGSTARTINGVALUES

ANDYOUHAVERESTRICTEDMU[ORDELTA0]TOBE

ZEROTHENYOUSHOULDNOTSUPPLYASTARTING

VALUEFORTHISPARAMETER.

OutputfromtheprogramFRONTIER（Version4.1c）

instructionfile=eg1-ins.txt

datafile=eg1-dta.txt

ErrorComponentsFrontier（seeB&C1992）

Themodelisaproductionfunction

Thedependentvariableislogged

theolsestimatesare:

coefficientstandard-errort-ratio

beta00.24489834E+000.21360307E+000.11465114E+01

beta10.28049246E+000.48066617E-010.58354940E+01

beta20.53330637E+000.51498586E-010.10355748E+02

sigma-squared0.11398496E+00

loglikelihoodfunction=-0.18446849E+02

theestimatesafterthegridsearchwere:

beta00.58014216E+00

beta10.28049246E+00

beta20.53330637E+00

sigma-squared0.22067413E+00

gamma0.80000000E+00

muisrestrictedtobezero

etaisrestrictedtobezero

iteration=0funcevals=20llf=-0.17034854E+02

0.58014216E+000.28049246E+000.53330637E+000.22067413E+000.80000000E+00

gradientstep

iteration=5funcevals=42llf=-0.17027230E+02

0.56160697E+000.28108701E+000.53647803E+000.21694170E+000.79718731E+00

ptbetterthanenteringptcannotbefound

iteration=7funcevals=69llf=-0.17027229E+02

0.56161963E+000.28110205E+000.53647981E+000.21700046E+000.79720730E+00

thefinalmleestimatesare:

coefficientstandard-errort-ratio

beta00.56161963E+000.20261668E+000.27718331E+01

beta10.28110205E+000.47643365E-010.59001301E+01

beta20.53647981E+000.45251553E-010.11855501E+02

sigma-squared0.21700046E+000.63909106E-010.33954545E+01

gamma0.79720730E+000.13642399E+000.58436004E+01

muisrestrictedtobezero

etaisrestrictedtobezero

loglikelihoodfunction=-0.17027229E+02

LRtestoftheone-sidederror=0.28392402E+01

withnumberofrestrictions=1

[notethatthisstatistichasami