Estimating first order autoregressive cost efficiency using "sftfe"

[Aditi Bhattacharyya]

Hi,
I am trying to estimate first order autoregressive cost efficiency using "sftfe" - a stata command introduced by Bellotti and Ilardi. I am using a panel data with n= 70 and t = 21. I have tried several model specifications for this purpose but every time I am having either of the following two types of messages. Am I doing something wrong or missing something? Can anybody kindly explain to me what is going on and how can I fix this issue? I am using the following command

sftfe y x1 x2 time, est(pde) dist(hn) dynamic usigma(z1) rescale cost

Message type 1:

Iteration 14: Criterion function = -6511.1211 (not concave)
Iteration 15: Criterion function = -6511.1211
panelsubmatrix(): 3301 subscript invalid
_sftfe_Get_SoL_and_PoSt_ReS(): - function returned error
_sftfe_sf_est_ml(): - function returned error
<istmt>: - function returned error

Message type 2:

Iteration 12: Criterion function = -9187.6225 (not concave)
numerical derivatives are approximate
flat or discontinuous region encountered

I will really appreciate any help in this regard.
Thanks,
Aditi

[Gilles Dufrenot]

HI,

I am trying to get the SFTFE package to estimate a stochastic frontier on panel in a fixed effect model. Can anyone tell me how to obtain this or send me any package or ado file, please. I would greatly appreciate.

[Shrek Deng]

HI,

I am trying to get the SFTFE package to estimate a stochastic frontier on panel in a fixed effect model. Can anyone tell me how to obtain this or send me any package or ado file, please. I would greatly appreciate.

Hi Gilles,
please refer to the below website to install. http://www.econometrics.it/stata

[Fatma Ally]

Hi,
I am trying to estimate first order autoregressive cost efficiency using "sftfe" - a stata command introduced by Bellotti and Ilardi. I am using a panel data with n= 70 and t = 21. I have tried several model specifications for this purpose but every time I am having either of the following two types of messages. Am I doing something wrong or missing something? Can anybody kindly explain to me what is going on and how can I fix this issue? I am using the following command

sftfe y x1 x2 time, est(pde) dist(hn) dynamic usigma(z1) rescale cost

Message type 1:

Iteration 14: Criterion function = -6511.1211 (not concave)
Iteration 15: Criterion function = -6511.1211
panelsubmatrix(): 3301 subscript invalid
_sftfe_Get_SoL_and_PoSt_ReS(): - function returned error
_sftfe_sf_est_ml(): - function returned error
<istmt>: - function returned error

Message type 2:

Iteration 12: Criterion function = -9187.6225 (not concave)
numerical derivatives are approximate
flat or discontinuous region encountered

I will really appreciate any help in this regard.
Thanks,
Aditi

i am currently facing the same issue, did you find a solution? can someone advise how to go about it? thank you.