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Brian Mazorodze
Приєднався 2 вер 2012
Panel Stochastic Frontier Model With Endogeneity in Stata
This video illustrates how to estimate a panel stochastic frontier model in Stata when one or more variables are endogenous using the instrumental variable approach proposed by Karakaplan, Mustafa U. (2022). In this example, a Cobb-Douglas functional form is assumed using data on 42 South African industries from 1993 to 2023. Intermediate imports are added in the inefficiency specification are are presumed to be endogenous. Import penetration which proxy the level of industrial openness are treated as the instrument. Please like and subscribe to my channel (if you haven't). Kindly put your email address in the comment section if you want the dataset used in the video or do file for replication.
Переглядів: 269
Відео
Empirical Research
Рік тому
It's Sunday, back from Church? Let's interact and engage on postgraduate research based on econometric methods. Ask, respond, learn!
TFP MEASUREMENT USING THE MALMQUIST DEA
Переглядів 12 тис.5 років тому
This video demonstrates application of the Malmquist DEA using DEAP.
Stochastic Frontier Model with Cross sectional data
Переглядів 25 тис.6 років тому
The video illustrates an application of the sfcross command to 1) measure technical efficiency levels and 2) establish correlates of technical efficiency
Confidence Interval - A Rough Guide
Переглядів 1496 років тому
Interpreting a non-linear ARDL model
Переглядів 13 тис.6 років тому
Stochastic Frontier Model (SFA) in STATA
Переглядів 51 тис.6 років тому
This video demonstrates the true-fixed effects stochastic frontier model in STATA.
The Dynamic Ordinary Least Squares (DOLS)
Переглядів 10 тис.6 років тому
This video provides the basics of the dynamic ordinary least squares technique using an E-views demonstration.
Ordinary Least Squares (OLS) derivation
Переглядів 2746 років тому
This video describes the derivation of the ordinary least squares regression parameters in a bi-variate framework.
Good afternoon, sir. May i have your command STATA on Panel Stochastic Frontier Analysis for my studying needs? Thank you and the video helped me a lot for learning about econometrics!
Sir, what would be the command for input orientation?
Thank you for the excellent presentation of the NARDL model in Eeviews. I really benefit from it. I am doing a study using the same model, using Stata. Could you do a video using Stata?
Thanks. Your videos helped me a lot
Where to get the .dta working file?
Boss madii
Bho baba madii?
@@brianmazorodze4860 bho baba ndirikumbirawo help. ndino addresser sei structural break pa nardl model
@@thuto. isai dummy variable baba se exogenous variable
@@brianmazorodze4860 iribho boss regai ndi trye.
I have a small confusion, please help, the auxiliary equation for estimating inefficiency, is it not usigma(varlist_u[, noconstant]), instead of emean(varlist_m[, noconstant]) you are using, I was looking in the STATA documentation comparing to what you did here.
Greetings. Firstly let me mention that [,noconstant] is optional as you probably already know. Similar to any standard regression, it is an option that lets you decide whether you want to estimate the inefficiency specification through the the origin or not. Then secondly, usigma(varlist.....) is relevant in cases where you see the need to model heteroscedasticity i.e., if you think that the z variables (or some of them) affect both the conditional mean (emean) and the variance of the inefficiency term (usigma). If one is to look at this example, i am implicitly assuming that the z variables do not affect the variance of the inefficiency term. However, it is important to note that there are some one-step specifications in which z can only affect inefficiency through the variance (i.e., usigma). Examples include models proposed by Mustafa U. Karakaplan. Maybe you saw a class of these models i am unsure without further clarification. Cheers.
@@brianmazorodze4860 Thanks again, I really appreciate for the video, reply and clarification. Very helpful.
hi bro, where can i find the code and the software?
if the sample is of 1 bank and 48 quarters, what technique should be used and what changes should be made in data
Greetings. Your dataset seems to be quarterly time series if i understand you correctly. This technique is for a panel dataset. Do you not have data on other banks?
@@brianmazorodze4860 yes the data is quarterly. actually I have taken the entire banking sector, so which software should I use to measure efficiency?
Thank you of your clear class and I would more interesting to how to calculate the TFP components i.e TEC, TC AND SE in Stata as it did by Joshua title Estimating TFP in R using SFA METHOD
Thank you! great explanation
thank you, clear
hi can you write me ur email? i need to ask you something?
I wish you couyld share the dataset so that one can run the model practically
Hello, @Brian Mazorodze!! What is the command in stata to estimate efficiencies of cross-sectional data with the maximum likelihood estimator?
what if using panel data, do you have a tutorial? thanks in advance.
it is already on my channel
Thank you Brian, this was helpful!
Wonderful video to understand and run technical efficiency.
very useful..but can you please explain how to estimate input oriented technical efficiency using stata.. Is it only changing the orientation from output to inputs? How can solve translog production function? please explain with an example.
Thank you for the elaborate presentation, please can you demonstrate allocative and economic efficiency if possible.
Helo Brian thanks for the video, i have a question, what is the command to calculate the te? is it "Predict te, jlms ?"
Yes, and you replace jlms with bc if you want efficiency scores produced based on battese and coeli
@@brianmazorodze4860 the "Predict te, jlms" command is refered to Maximum Likelihood Estimation with Half Normal Distribution by Kumbhakar, S.C right?
Please share your mail id.
Thank you for the video. But how to do SFA when there are -ve values in data and we cannot generate its log.
You may have to consider adding a constant number that ensures you have positive values before taking logs.
i.e, if you have Y log (Y+m) where m is a constant number that ensures that all values of Y are positives.
Thank you sir. Will try that. Any possibility of contacting you sir, to clear doubts in SFA in stata?
Wonderful presentation. My question is, is it possible to measure the technical efficiency for one single service? Thank you for answering
One way is to simply estimate a semi-log model. The alternative is to transform your variable first by adding a constant that eliminates negative values before taking logs.
Dear please show as how to estimate a translog stochastic frontier production function
I think i did one a long time ago
Hello dears Some one can help me with The Dynamic Ordinary Least Squares (DOLS) command in stata? Thanks you in advance
Thank you Brian. Please explain how to use HAUSMAN TEST with sfpanel between TFE and TRE. Is there any simple way in Stata to produce result of Hausman Test?
How do I do this in stata 17.
Thank you bro Brian. can you create a video on how to interpret econometric journals?
May you kindly elaborate your request.
Great, you are one of the best
Also can I put more than one variable to measure technical inefficiency?
Thank you for explaining this. Can I get robust standard errors for the results of stochastic frontier model? That is, can I use the commands "cluster(variable name)" and "robust" for panel data and cross section data respectively?
Thank you. Very clear explanations, helped a lot.
this is fantastic. Thank you so much. I have a question, how do i check if the coefficient (e.g. on the export variable) is a specific number? can i check if it is significantly different from 0.5 as an example?
I really thank you. It may be helpful to everyone who needs to estimate the TE of cross-sectional data based.
how can I calculate the frequency distribution of efficiency ?
Thank You Doc, my supervisor
Pleasure Ruth and thanks, just remember yours will be a panel version. Good luck.
How do you compute allocative efficiency in a stochastic cost frontier ?
I am really satisfied by the videos you post and like to say may God bless you!!! I am actually using the videos as a reference 'coz I am doing my thesis on technical efficiency of coffee productivity Ethiopia, Oromia, Western Wollega, Homa district. the stata version I am using is 16 while I like to tell get problem in installing technical efficiency and yet in calculating technical efficiency
Any possibility of sharing the data so I can try it too
Can you please explain true random effects model? How is theta interpreted in tre models
thank you Brain! what amazing concepts and gives a good way to estimate technical efficiency of firms, industry and etc. I'm doing too in this area. I would like to ask for some help from now. I am using STATA version 13, when I command in the command box like this; frontier log output logx1 logx2, model(bc) dist(tn) ort(o) emean(z1 z2 z3) there is no result made to me. please what the reason behind this problem.help me.thank you with respect
this is my STATA response; sfcross logmzeyld logland loglabor lognps logurea, model(bc) dist(t) ort(o) emean( extsn crdt isfm coop offarm hhsze owship age edctn exprce) unrecognized command: sfcross r(199); . sfcross logmzeyld logland loglabor lognps logurea, model(bc) dist(h) usigm( extsn crdt isfm coop offarm hhsze owship age edctn exprce) unrecognized command: sfcross r(199);
@@abditumurih.8553 you have to install sfcross before running your regression, this is the command: ssc install sfcross
@@sandeidoleke895 thank you very much gain it#Sande .once again what the reason that the omitted value of coefficient and p-value of given variables when i regress sfcross
It is because of multicolinearity problem, some of your variables colinear.
@@sandeidoleke895 hoo thank you again. It think the dummy variables i was used is cause to this.i was use 1 and 0 for dummy varible representation for 5 varible of inefficiency varaibles,is it may be cause of multi collinearity?
It's really informative
Thank you for the great explanation. In my SFA it seems like including the inefficiency explanatory variables with -emean- leads to insignificant individual p-values for all parameters. The "Prob > chi2"-value for the overall model stays significant though. Any idea on how to solve it? Thank you in advance.
How do you compute allocative efficiency in a stochastic cost frontier ?
Hi Brian. Thank you for this video. Would it be ok for you to share the file so that I could follow along your tutorial? Many thanks
thank you sir, from mozambique
muito obrigado Domingos
How do you add more variables in the emean computation?
you just add them in a normal way William i.e. emean(z1 z2 z3)
wonderful explanation
Thank you Mannu
What is Lamda? Please response sir