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做 SFA 、DEA 时候,可以参考一下。 SFA 中,模型设定 弄清楚.
In this approach, the SFA specifies a functional form for the cost, profit or the production frontier and allows for random error.
http://www.uq.edu.au/economics/cepa/index.php
之前的POST:
编者按:这几个方法在经济学中使用还算比较多,在我们管理学领域,偶尔也有文献,e.g. 银行的效率等等(见《金融研究》相关文章),最近SMJ接受了一遍 这几个方法在 管理学核心 杂志发文的情况(Chen et al.)personal website,如果 研究项目中 涉及 这些方法,可以参考借鉴。
再有,具体使用什么软体来计算呢? 目前,可以 使用 frontier软体 、 STATA、 R中的Benchmarking 、frontier 等包(install.packages("Benchmarking")),或者使用 Paul W. Wilson 的FEAR 包(R)下载链接 包。
http://frontier.r-forge.r-project.org
News about the frontier project are available at the project's R-Forge site.
frontier is an extension package for the "language and environment for statistical computing and graphics" called R.
frontier estimates stochastic frontier production and cost functions by maximum likelihood. Two specifications are available: the error components specification with time-varying efficiencies (Battese and Coelli, 1992) and a model specification in which the firm effects are directly influenced by a number of variables (Battese and Coelli, 1995).
frontier includes an improved version of the Fortran source code of Tim Coelli's software FRONTIER 4.1 and hence, provides the same features as FRONTIER 4.1. A comprehensive documentation of FRONTIER 4.1 is available in the working paper: Coelli, T.J. (1996), A Guide to FRONTIER Version 4.1: A Computer Program for Stochastic Frontier Production and Cost Function Estimation, Working Paper No. 7/96, Centre for Efficiency and Productivity Analysis (CEPA), Department of Econometrics, University of New England, Armidale, Australia. This working paper is available as the file "Front41.pdf" that is included in the archive "FRONT41-xp1.zip", which is available at http://www.uq.edu.au/economics/cepa/frontier.php. Alternatively, the this file can be downloaded fromhttps://absalon.itslearning.com/data/ku/103018/publications/coelli96.pdf. This documentation of FRONTIER 4.1 is also helpful to users of the frontier package, because this package is based on the FRONTIER 4.1 software.
Furthermore, frontier includes functions for:
writing input files for FRONTIER 4.1 (function "front41WriteInput")
reading output files of FRONTIER 4.1 (function "front41ReadOutput")
FRONTIER 4.1 is a stand-alone software, while the R package frontier is an add-on package to the software R.
FRONTIER 4.1 only runs under MS-Windows, while the R package frontier runs under all major operating systems.
Running FRONTIER 4.1 requires the preparation of an instruction file and a data file and possibly the modification of a file with settings, while the R package frontier has a much simpler user interface.
The coefficients and efficiencies estimated by the R package frontier are directly available for further calculations.
The Fortran code in FRONTIER 4.1 includes a bug that in specific circumstances can result in wrong estimates, while this bug has been fixed in the R package frontier.
The Fortran code in the R package frontier has been optimised for numerical stability so that the estimates are numerically more stable.
The user can control more details of the estimation procedure and the calculation of the efficiency estimates when using the R package frontier.
The R package frontier can calculate the marginal effects of the "z variable" on the efficiency estimates when using the efficiency effects model of Battese and Coelli (1995).
Tim Coelli has written the Fortran source code, which is the main component of this package.
Arne Henningsen has improved the Fortran code, included it into an R package, and has written the R interface.
The released version is available on CRAN
You can download the source code, binaries for MacOS X and MS-Windows, and the reference manual from http://cran.r-project.org/web/packages/frontier/.
You can install the package by typing at the R prompt (if you have internet access):
install.packages( "frontier" )The current development version is available on R-Forge
You can download the source code and binaries for MacOS X and MS-Windows from http://r-forge.r-project.org/R/?group_id=275.
You can install the package by typing at the R prompt (if you have internet access):
install.packages( "frontier", repos="http://R-Forge.R-project.org" )Under the GNU General Public License (GPL)
Please use a forum or "tracker" at the project's R-Forge site.
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