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2024年7月2日发(作者:)

计量统计软件FRONTIER 4.1下载与帮助说明

[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,方括号中为

注释内容,具体的程序调试成功,结果也可行]

FRONTIER Version 4.1

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

A STOCHASTIIC FRONTIER ANALYSIS PROGRAM

[即sfa分析模型,计量统计软件]

by

Tim Coelli[作者信息,遇到具体的问题可与之联系]

Centre for Efficiency and Productivity Analysis

School of Economics

University of Queensland

Brisbane, QLD 4072

Australia.

email: @

Web: /economics/cepa/

[本软件实际下载地址:/economics/cepa/ ,如

无法下载请留言索取]

GETTING 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 EXPLORER 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,

using

the File/Copy option or by "drag-and-drop".

4. If the files are stored in a file, you will then need

to 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]

FRONTIER uses three text files when it conducts an analysis. These

are:

- a data file (eg. named ) [等处理“数据文件”]

- an instruction file (eg. named )[“指令文件”]

- an output file (eg. named )[“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 file

name.

[双击直接运行,但建议在DOS界面运行便于查看结果(不然后面

会一闪界面就没了),具体当面说明]

[注意一定要包含此四个文件:

,,front41.000,]

The program will then ask for an instruction file name. Type in

(and hit the RETURN key). FRONTIER will only take a few seconds to

complete

this small example. To look at the output file () you then

simply double-click on the 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

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)

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 certain

restrictions:

- no more than 12 characters

- no more than 3 characters after the period (".")

- no more than 8 characters before the period

That is, the largest possible file name has the form:

Since we use text files, the file name will always have "txt" after

the

period. That is:

[后缀用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. ) using WORDPAD and then

save

it under a new name (eg. ). This is done by using the

File/SaveAs

options in WORDPAD. Then you can edit the contents of this new file

to suit

your 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

from

an Excel file, open the file in Excel and then use the File/SaveAs

option in

Excel and save it as a text file. However, 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 of New England.

A COPY OF THIS GUIDE IS PROVIDED IN THE FILE: .

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 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 by

the user. CEPA shall not be liable for any damages resulting from the

use of this product.

===另附我整理的PDF中部分帮助文档解释,所述的特定文件名有所不同,

彩色部分暂时无法显示=====

。。。略。。。

3.1 Files Needed[文件要求,这个在说明文档里有]

The execution of FRONTIER Version 4.1 on an IBM PC generally involves

five files:

1) The executable file

2) The start-up file FRONT41.000

3) A data file (for example, called )

4) An instruction file (for example, called )

5) An output file (for example, called ).

The start-up file, FRONT41.000, contains values for a number of key

variables such as the convergence criterion, printing flags and so on.

This text file may be edited if the user wishes to alter any values.

This file is discussed further in Appendix A. The data and

instruction files must be created by the user prior to execution. The

output file is created by FRONTIER during execution. Examples of a

data, instruction and output files are listed in Section 4.

The program requires that the data be listed in an text file and is

quite particular about the format.[程序的格式要求] The data must be

listed by observation. There must be 3+k[+p] columns[列] presented in

the following order:

1) Firm number (an integer in the range 1 to N)

2) Period number (an integer in the range 1 to T)

3) Yit

4) x1it

:

3+k) xkit

[3+k+1) z1it

:

3+k+p) zpit].

The z entries are listed in square brackets[方括号中的z] to indicate

that they are not always needed. They are only used when Model 2 is

being estimated. The observations can be listed in any order but the

columns must be in the stated order[行间可换,列序要一致]. There must

be at least one observation on each of the N firms and there must be

at least one observation in time period 1 and in time period T. If

you are using a single cross-section of data, then column 2 (the time

period column) should contain the value “1” throughout.[单个cross-

section数据,第二列都置1,如例中所示] Note that the data must be

suitably transformed if a functional form other than a linear

function is required[要把原始数据转换成本程序规范的函数形式]. The

Cobb-Douglas and Translog functional forms are the most often used

functional forms in stochastic frontier analyses. Examples involving

these two forms will be provided in Section 4.[例子中用到了两个常用的

形式]

The program can receive instructions either from a file or from a

terminal. After typing “FRONT41” to begin execution, the user is

asked whether instructions will come from a file or the terminal. The

structure of the instruction file is listed in the next section. If

the interactive (terminal) option is selected, questions will be

asked in the same order as they appear in the instruction file. [程序

提供了两种指令输入形式]: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)]

。。。。。。。

4. A FEW SHORT EXAMPLES[这里开始举例说明]

The best way to describe how to use the program is to provide some

examples. In this section we shall consider the estimation of:

1) A Cobb-Douglas production frontier using cross-sectional data and

assuming a half-normal distribution.

2) A Translog production frontier using cross-sectional data and

assuming a truncated normal distribution.

3) A Cobb-Douglas cost frontier using cross-sectional data and

assuming a half-normal distribution.

4) The Battese and Coelli (1992) specification (Model 1).

5) The Battese and Coelli (1995) specification (Model 2).

To keep the examples brief, we shall assume two production inputs in

all cases. In the cross-sectional examples we shall have 60 firms,

while in the panel data examples 15 firms and 4 time periods will be

used.[以两个不同公司数的数据为例]

4.1 A Cobb-Douglas production frontier using cross-sectional data and

assuming a half-normal distribution.

In this first example we wish to estimate the Cobb-Douglas production

frontier:(以下公式输出不全,直接查看原文档)

(7) 2ln(Li) + (Vi1ln(Ki) + 0 + ln(Qi) = - Ui),

where Qi, Ki and Li are output, capital and labour, respectively, and

Vi and Ui are assumed normal and half-normal distributed,

respectively. The text file contains 60 observations on firm-

id, time-period, Q, K and L, in that order (refer to Table 1a). Note

that the time-period column contains only 1’s because this is cross-

sectional data. To estimate (7) we first must construct a data file

which contains the logs of the the inputs and output. This can be

done using any number of computer packages. The SHAZAM program (see

White, 1993) has been used in this document. The SHAZAM instruction

file (refer Table 1b) reads in data from , obtains the

logs of the relevant variables and writes these out to the file

(refer Table 1c). This file has a similar format to the

original data file, except that the inputs and output have been

logged.

We then create an instruction file[讲述指令文件的使用] for the

FRONTIER program (named ) by first making a copy of the

file[可以根据这个文件(具体可能不是这个名字,找指令文件即可)

中的提示进行修改,然后改好文件名] which is supplied with the program.

We then edit this file (using a text editor such as DOS EDIT) and

type in the relevent information. The file is listed in Table

1d. The purpose of the majority of entries in the file should be self

explanatory, due to the comments on the right-hand side of the file.

The first line[第一行选择模式,后续开始解释每一行] allows you to

indicate whether Model 1 or 2 is required. Because of the simple form

of the model this first example (and the next two examples) it does

not matter whether “1” or “2” is entered. On the next two lines

of the file the name of the data file () and an output file

name (here we have used ) are specified. On line 4 a “1” is

entered to indicate we are estimating a production function, and on

line 5 a “y” is entered to indicate that the dependent variable has

been logged (this is used by the program to select the correct

formula for efficiency estimates). Then on the next four lines we

specify the number of firms (60); time periods (1); total number of

observations (60) and number of regressors (2). On the next three

lines we have answered no because we are assuming the half(n) to

each question. We have said no to because we have only onenormal

distribution. We have answered no to cross-section of data and hence

cannot consider time-varying efficiencies. Lastly, we have answered

no to specifying starting values because we wish them to be selected

using a grid search.

[具体运行的说明,参见上面的帮助]Finally we type FRONT41 at the DOS

prompt, select the instruction file option (f) and then type in the

name of the instruction file (). The program will then take

somewhere between a few seconds and a few minutes to estimate the

frontier model and send the output to the file you have named

(). This file is reproduced in Table 1e.

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