计量统计软件FRONTIER下载与使用说明.docx

1、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。FRONTIER Version 4.1*A STOCHASTIIC FRONTIER ANALYSIS PROGRAM 即sfa分析模型byTim Coelli作者信息，遇到具体的问题可与之联系Centre for Efficie

2、ncy and Productivity AnalysisSchool of EconomicsUniversity of QueenslandBrisbane, QLD 4072Australia.email: t.coellieconomics.uq.edu.auWeb: http:/www.uq.edu.au/economics/cepa/本软件实际下载地址：http:/www.uq.edu.au/economics/cepa/frontier.htmGETTING STARTED: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. Open the WINDOWS EX

3、PLORER program on your PC.2. Create a new folder on your hard drive, for example called FRONTIER, by using the File/New/Folder option.3. Copy ALL the files associated with FRONTIER into this folder, usingthe File/Copy option or by drag-and-drop.4. If the files are stored in a FRONT41.ZIP file, you w

4、ill then needto unzip (extract) the files by double-clicking on the zip file and extracting the contents of the zip file into the FRONTIER folder.FILES USED BY FRONTIER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FRONTIER uses three text files when it conducts an analysis. These are: - a data file (eg. named eg1-dta.t

5、xt) 等处理“数据文件” - an instruction file (eg. named eg1-ins.txt)“指令文件” - an output file (eg. named eg1-out.txt)“输出文件”All of these files are text files. They can be edited using many programs.For example, NOTEPAD, WORDPAD, WORD, WORD PERFECT, etc. We suggest you use WORDPAD to view and edit these files.数据

6、文件都是用“记事本”格式，方便编辑HOW TO RUN THE PROGRAM 具体程序运行步骤To practice running FRONTIER double-click on the FRONT41.EXE file name. 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 The program will then ask for an instruction file name. Type in eg1-ins.txt (an

7、d hit the RETURN key). FRONTIER will only take a few seconds to completethis small example. To look at the output file (eg1-out.txt) you thensimply double-click on the eg1-out.txt file name. 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：Do you wish to type instructions at the terminal (t

8、)or use an instruction file (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FILE NAMES IN DOS 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FRONTIER is a DOS computer program. In DOS all file names must satisfy certainres

9、trictions: - no more than 12 characters - no more than 3 characters after the period (.) - no more than 8 characters before the periodThat is, the largest possible file name has the form: XXXXXXXX.XXXSince we use text files, the file name will always have txt after the period. That is: XXXXXXXX.txt后

10、缀用txt，便于双击直接查看CREATING A NEW INSTRUCTION FILE 指令文件的建立The easiest way to create a new instruction/command file is to open an existing instruction file (eg. eg1-ins.txt) using WORDPAD and then saveit under a new name (eg. abc2-ins.txt). This is done by using the File/SaveAsoptions in WORDPAD. Then you

11、 can edit the contents of this new file to suityour new analysis.CREATING DATA FILES USING EXCEL用excel建立数据文件Many people store their data in Excel files. To construct a text file froman Excel file, open the file in Excel and then use the File/SaveAs option in Excel and save it as a text file. However

12、, be sure to remove any column names first - the data file should only contain numbers.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) A Guide to FRONTIER Version 4.1: A Computer Program for Stochastic Frontier Production and Cost Function Estimation, CEPA Working Paper 96/08, University o

13、f New England.A COPY OF THIS GUIDE IS PROVIDED IN THE FILE: FRONT41.PDF.For additional information on these methods see Chapters 8 and 9 in Coelli, Rao and Battese (1998), An Introduction to Efficiency and Productivity Analysis, Kluwer Academic Publishers, Boston. LIABILITY 权责说明Every effort has been

14、 made to ensure that this software is free of errors. However, the software is supplied without any warranty as to the performance or fitness of the program for any particular purpose. All risk relating to the results and performance of this program is assumed bythe user. CEPA shall not be liable fo

15、r any damages resulting from the use of this product.数据文件示例：文件一：EG1-dta.txt 1.000000 1.000000 2.547725 2.242410 3.559169 2.000000 1.000000 3.189859 1.535361 4.347655 3.000000 1.000000 3.037594 1.628260 4.497574 4.000000 1.000000 2.581201 1.596353 3.575095 5.000000 1.000000 2.486406 2.165275 3.327838

16、 6.000000 1.000000 2.726807 0.6391333E-01 4.523678 7.000000 1.000000 1.903152 -1.354796 4.584018 8.000000 1.000000 3.075283 1.845932 4.407743 9.000000 1.000000 2.679239 0.8544153 3.660377 10.00000 1.000000 2.620530 0.7325046E-01 4.403800 11.00000 1.000000 1.333157 1.233143 2.248762 12.00000 1.000000

17、 3.614102 1.394511 4.009077 13.00000 1.000000 2.419034 2.076312 4.292239 14.00000 1.000000 2.223217 2.028674 3.192532 15.00000 1.000000 2.536392 -1.067114 4.180216 16.00000 1.000000 2.269752 0.8919980 4.156364 17.00000 1.000000 2.907720 2.065723 4.081614 18.00000 1.000000 2.838728 1.066778 4.284607

18、19.00000 1.000000 3.071118 0.9813291 4.232888 20.00000 1.000000 2.937679 1.439835 4.050462 21.00000 1.000000 2.839195 0.9787020 4.475551 22.00000 1.000000 2.677591 0.8981268 3.427157 23.00000 1.000000 3.179345 1.039216 4.540461 24.00000 1.000000 1.915009 -0.8232559 3.582435 25.00000 1.000000 1.85442

19、1 -1.164752 4.546099 26.00000 1.000000 3.496386 1.183260 4.561981 27.00000 1.000000 3.259634 1.909839 4.385458 28.00000 1.000000 2.810547 1.487270 3.909740 29.00000 1.000000 2.309064 0.4593218 3.094310 30.00000 1.000000 1.880076 -0.9761283E-01 3.656537 31.00000 1.000000 1.263844 1.816289 1.671849 32

20、.00000 1.000000 0.5068176 -0.7360547 0.9242589 33.00000 1.000000 2.819890 0.6703902 3.726777 34.00000 1.000000 2.311049 2.100347 4.225212 35.00000 1.000000 1.955011 1.399951 4.351000 36.00000 1.000000 3.459246 1.615221 4.354296 37.00000 1.000000 3.475160 1.936869 4.594150 38.00000 1.000000 2.679033

21、2.128827 3.755135 39.00000 1.000000 2.506179 0.9174900 4.090019 40.00000 1.000000 2.540263 1.885553 2.895083 41.00000 1.000000 2.555676 1.966972 3.282827 42.00000 1.000000 2.762602 2.084429 3.921736 43.00000 1.000000 3.203681 1.588419 4.479403 44.00000 1.000000 3.023882 1.905386 3.416119 45.00000 1.

22、000000 3.054378 1.433893 4.562618 46.00000 1.000000 2.525168 1.515347 3.602886 47.00000 1.000000 3.475470 1.977270 4.492136 48.00000 1.000000 2.745667 2.257692 3.369191 49.00000 1.000000 2.596299 1.583299 3.912383 50.00000 1.000000 2.325129 2.231304 3.713475 51.00000 1.000000 2.992076 1.062985 4.143

23、944 52.00000 1.000000 3.293538 2.090010 4.110743 53.00000 1.000000 3.578646 2.158253 4.544985 54.00000 1.000000 2.546942 1.231685 3.671530 55.00000 1.000000 2.913003 0.6512830 4.364728 56.00000 1.000000 2.988355 1.820833 4.164756 57.00000 1.000000 1.184484 1.972413 0.7045846E-01 58.00000 1.000000 3.

24、061426 2.233128 4.467332 59.00000 1.000000 3.300419 2.058473 4.099995 60.00000 1.000000 2.646529 1.726510 3.789132 文件二：Eg1-ins.txt1 1=ERROR COMPONENTS MODEL, 2=TE EFFECTS MODELeg1-dta.txt DATA FILE NAMEeg1-out.txt OUTPUT FILE NAME1 1=PRODUCTION FUNCTION, 2=COST FUNCTIONy LOGGED DEPENDENT VARIABLE (Y

25、/N)60 NUMBER OF CROSS-SECTIONS1 NUMBER OF TIME PERIODS60 NUMBER OF OBSERVATIONS IN TOTAL2 NUMBER OF REGRESSOR VARIABLES (Xs) n MU (Y/N) OR DELTA0 (Y/N) IF USING TE EFFECTS MODELn ETA (Y/N) OR NUMBER OF TE EFFECTS REGRESSORS (Zs)n STARTING VALUES (Y/N) IF YES THEN BETA0 BETA1 TO BETAK SIGMA SQUARED G

26、AMMA MU OR DELTA0 ETA DELTA1 TO DELTAP NOTE: IF YOU ARE SUPPLYING STARTING VALUES AND YOU HAVE RESTRICTED MU OR DELTA0 TO BE ZERO THEN YOU SHOULD NOT SUPPLY A STARTING VALUE FOR THIS PARAMETER.Output from the program FRONTIER (Version 4.1c)instruction file = eg1-ins.txt data file = eg1-dta.txt Error

27、 Components Frontier (see B&C 1992) The model is a production function The dependent variable is loggedthe ols estimates are : coefficient standard-error t-ratio beta 0 0.24489834E+00 0.21360307E+00 0.11465114E+01 beta 1 0.28049246E+00 0.48066617E-01 0.58354940E+01 beta 2 0.53330637E+00 0.51498586E-

28、01 0.10355748E+02 sigma-squared 0.11398496E+00log likelihood function = -0.18446849E+02the estimates after the grid search were : beta 0 0.58014216E+00 beta 1 0.28049246E+00 beta 2 0.53330637E+00 sigma-squared 0.22067413E+00 gamma 0.80000000E+00 mu is restricted to be zero eta is restricted to be ze

29、ro iteration = 0 func evals = 20 llf = -0.17034854E+02 0.58014216E+00 0.28049246E+00 0.53330637E+00 0.22067413E+00 0.80000000E+00 gradient step iteration = 5 func evals = 42 llf = -0.17027230E+02 0.56160697E+00 0.28108701E+00 0.53647803E+00 0.21694170E+00 0.79718731E+00 pt better than entering pt ca

30、nnot be found iteration = 7 func evals = 69 llf = -0.17027229E+02 0.56161963E+00 0.28110205E+00 0.53647981E+00 0.21700046E+00 0.79720730E+00the final mle estimates are : coefficient standard-error t-ratio beta 0 0.56161963E+00 0.20261668E+00 0.27718331E+01 beta 1 0.28110205E+00 0.47643365E-01 0.5900

31、1301E+01 beta 2 0.53647981E+00 0.45251553E-01 0.11855501E+02 sigma-squared 0.21700046E+00 0.63909106E-01 0.33954545E+01 gamma 0.79720730E+00 0.13642399E+00 0.58436004E+01 mu is restricted to be zero eta is restricted to be zerolog likelihood function = -0.17027229E+02LR test of the one-sided error = 0.28392402E+01with number of restrictions = 1 note that this statistic has a mi