Stochastic Frontier Models
/*--------------------------------------------------------------
SAS Sample Library
Name: qliex07.sas
Description: Example program from SAS/ETS User's Guide,
The QLIM Procedure
Title: Stochastic Frontier Models
Product: SAS/ETS Software
Keys: limited dependent variables
PROC: QLIM
Notes:
--------------------------------------------------------------*/
title1 'Stochastic Frontier Production Model';
data airlines;
input TS FIRM NI LQ LF LM LE LL LP;
datalines;
1 1 15 -0.0484 0.2473 0.2335 0.2294 0.2246 0.2124
1 1 15 -0.0133 0.2603 0.2492 0.241 0.2216 0.1069
2 1 15 0.088 0.2666 0.3273 0.3365 0.2039 0.0865
3 1 15 0.1619 0.3019 0.4573 0.3532 0.2346 0.0242
4 1 15 0.1486 0.1502 0.4167 0.3039 0.2179 0.0548
5 1 15 0.1602 0.1697 0.3519 0.2215 0.2341 0.0561
6 1 15 0.255 0.211 0.4399 0.2008 0.2086 0.1508
7 1 15 0.3298 0.2464 0.4899 0.2243 0.2773 0.2297
8 1 15 0.4779 0.2716 0.554 0.2518 0.2777 0.4238
9 1 15 0.6018 0.321 0.5914 0.314 0.2957 0.5184
10 1 15 0.4357 0.2232 0.5688 0.4127 0.3035 1.0321
11 1 15 0.4239 0.1045 0.4925 0.4021 0.1967 0.8129
12 1 15 0.5069 0.1232 0.5485 0.4509 0.1275 0.803
13 1 15 0.6001 0.1766 0.6765 0.4701 0.1949 0.7824
14 1 15 0.6609 0.2651 0.7925 0.4657 0.2341 0.7722
15 2 13 -1.3762 -0.9166 -0.9337 -1.1168 -1.0955 -1.5155
1 2 13 -1.4136 -1.0401 -0.9645 -1.2386 -1.1365 -1.4109
2 2 13 -1.3829 -0.9755 -0.9196 -1.2599 -1.0978 -1.5019
3 2 13 -1.2169 -0.9402 -0.894 -1.2146 -1.0435 -1.3642
4 2 13 -1.1221 -0.9165 -0.7476 -1.1269 -0.9862 -1.2585
5 2 13 -1.0928 -0.8856 -0.7244 -1.0946 -0.9857 -1.2561
6 2 13 -1.0051 -0.8723 -0.7485 -1.04 -1.0016 -1.2417
7 2 13 -0.9256 -0.7976 -0.6808 -0.9931 -0.9581 -1.1881
8 2 13 -0.6947 -0.6349 -0.4885 -0.9134 -0.8486 -1.0956
9 2 13 -0.3601 -0.4146 -0.1939 -0.7786 -0.6667 -0.762
10 2 13 -0.4682 -0.6371 -0.2165 -0.5659 -0.7133 -0.6895
11 2 13 -0.7835 -0.9199 -0.5724 -0.9579 -1.0103 -0.4252
12 2 13 -1.8298 -1.9861 -1.7097 -1.9193 -1.8828 -0.5247
13 3 12 -1.3731 -1.0855 -1.0699 -1.1998 -1.2809 -0.987
1 3 12 -1.3081 -1.05 -1.0006 -1.1273 -1.2406 -0.7581
2 3 12 -1.3412 -0.9905 -1.0009 -1.1455 -1.1956 -1.1354
3 3 12 -1.1404 -1.0215 -0.9918 -1.1126 -1.1561 -0.782
4 3 12 -1.1358 -1.1799 -1.0102 -1.0349 -1.1438 -0.774
5 3 12 -1.007 -1.0971 -0.9238 -1.0197 -1.1088 -0.8185
6 3 12 -1.0279 -1.1821 -1 -1.0254 -1.1335 -0.8815
7 3 12 -0.8799 -1.0426 -0.9088 -1.0344 -0.9916 -0.8618
8 3 12 -0.7105 -0.9482 -0.7978 -1.0298 -0.8933 -0.8471
9 3 12 -0.6277 -0.8681 -0.7007 -0.9563 -0.9163 -0.7953
10 3 12 -0.8121 -1.0449 -0.7192 -0.8316 -0.9036 -0.7836
11 3 12 -0.8398 -1.1135 -0.814 -0.9469 -0.9688 -0.7325
12 4 15 -0.6527 -0.307 -0.4665 -0.5098 -0.359 -0.3962
1 4 15 -0.6262 -0.2821 -0.3834 -0.4754 -0.3371 -0.3261
2 4 15 -0.4228 -0.2066 -0.2192 -0.3395 -0.1461 -0.3581
3 4 15 -0.2337 0.0193 -0.0287 -0.1845 -0.0393 -0.1019
4 4 15 -0.1709 -0.116 -0.0591 -0.0891 -0.038 0.0045
5 4 15 -0.1591 -0.0928 -0.0802 -0.0317 -0.0362 0.0386
6 4 15 -0.0803 -0.05 -0.0699 0.0003 -0.0301 0.0048
7 4 15 0 0 0 0 0 0
8 4 15 0.181 0.1053 0.1042 0.0106 0.0611 -0.0008
9 4 15 0.2932 0.1645 0.1814 0.0874 0.151 0.0483
10 4 15 0.2823 0.1295 0.2512 0.3503 0.1784 0.184
11 4 15 0.222 0.1135 0.2533 0.2602 0.1874 0.3101
12 4 15 0.2266 0.0957 0.3107 0.2211 0.1785 0.297
13 4 15 0.3161 0.1125 0.4768 0.2429 0.1875 0.4578
14 4 15 0.3291 0.116 0.5466 0.202 0.192 0.5847
15 5 14 -0.28 0.0176 0.1246 -0.0338 0.1059 -0.079
1 5 14 -0.2456 0.0336 0.1406 -0.0876 0.1219 0.0964
2 5 14 -0.1473 0.0476 0.1907 -0.0801 0.1338 -0.1392
3 5 14 -0.1173 0.0963 0.2473 0.0293 0.2316 -0.0548
4 5 14 -0.0836 -0.0595 0.2907 0.0921 0.1607 -0.0697
5 5 14 -0.0525 -0.0055 0.2217 0.0862 0.1618 -0.1256
6 5 14 0.0061 0.024 0.2944 0.0937 0.1745 -0.1631
7 5 14 0.0667 0.0519 0.3141 0.1371 0.1428 -0.1809
8 5 14 0.261 0.1088 0.3762 0.2288 0.1768 -0.1384
9 5 14 0.3914 0.1736 0.4077 0.2587 0.2472 -0.11
10 5 14 0.3 0.1172 0.4832 0.3531 0.2847 0.3942
11 5 14 0.2929 0.0816 0.518 0.3718 0.2727 0.5131
12 5 14 0.3696 0.1003 0.6172 0.4443 0.2295 0.4512
13 5 14 0.4159 0.1625 0.6716 0.4819 0.2539 0.3674
14 6 7 -1.4357 -1.0294 -0.9999 -1.157 -1.3689 -0.8044
1 6 7 -1.2341 -1.3022 -0.6525 -1.0948 -1.3419 -1.7
2 6 7 -1.1703 -1.0175 -0.7708 -1.0842 -1.342 -1.4218
3 6 7 -1.2923 -1.2556 -1.058 -1.1409 -1.3839 -1.3637
4 6 7 -1.128 -1.1509 -0.8881 -1.2102 -1.3301 -1.2783
5 6 7 -0.9071 -1.0991 -0.795 -1.2011 -1.3128 -1.3575
6 6 7 -0.86 -1.0726 -0.7804 -1.1281 -1.2835 -1.0661
7 7 11 -1.2565 -0.5917 -0.744 -0.363 -1.0705 -0.6389
1 7 11 -0.7402 -0.4647 -0.5578 -0.4136 -0.9706 -0.7789
2 7 11 -0.5903 -0.5124 -0.4745 -0.3871 -0.9226 -0.7844
3 7 11 -0.5379 -0.5014 -0.4428 -0.353 -0.9593 -0.7643
4 7 11 -0.4018 -0.461 -0.3795 -0.25 -0.945 -0.8308
5 7 11 -0.382 -0.436 -0.3797 -0.2125 -0.9334 -0.8798
6 7 11 -0.2129 -0.4117 -0.3608 -0.1466 -0.8865 -0.9321
7 7 11 -0.1763 -0.4024 -0.2277 0.0196 -0.8341 -0.8173
8 7 11 -0.1789 -0.4195 -0.1907 0.0406 -0.8186 -0.7969
9 7 11 0.0996 -0.3147 0.0987 0.1154 -0.7533 -0.6156
10 7 11 0.222 -0.235 0.2021 0.1927 -0.6935 -0.4791
11 8 10 0.074 0.1227 0.4156 0.1389 0.2273 0.5921
1 8 10 0.0791 0.1405 0.4244 0.156 0.213 0.4179
2 8 10 0.2139 0.2191 0.4659 0.1814 0.1943 0.4043
3 8 10 0.2171 0.1943 0.4464 0.0605 0.1452 0.5639
4 8 10 0.0971 0.0196 0.2355 0.0358 0.0979 0.4947
5 8 10 0.0169 -0.0413 0.2876 -0.0327 -0.003 0.4046
6 8 10 0.0843 -0.0744 0.2769 -0.0075 -0.0773 0.3432
7 8 10 0.1695 -0.0746 0.3354 0.0225 -0.1179 0.2722
8 8 10 0.3219 -0.0721 0.4368 -0.0092 -0.1489 0.1986
9 8 10 0.3874 -0.0563 0.4186 0.0628 -0.142 0.2723
10 9 14 0.0596 0.3577 0.4433 0.2313 0.3907 0.1389
1 9 14 0.0837 0.3459 0.3947 0.221 0.2454 0.1427
2 9 14 0.2168 0.368 0.4569 0.2473 0.1983 0.1335
3 9 14 0.1944 0.2579 0.4905 0.3125 0.198 0.0705
4 9 14 0.1598 0.1962 0.4425 0.2945 0.1796 -0.0068
5 9 14 0.2107 0.1812 0.4236 0.2699 0.1817 -0.0247
6 9 14 0.2666 0.2144 0.4826 0.2737 0.2148 -0.0957
7 9 14 0.3696 0.1971 0.4834 0.2174 0.1664 -0.1143
8 9 14 0.4803 0.1853 0.4938 0.174 0.1887 -0.053
9 9 14 0.3812 0.0539 0.4505 0.2039 0.1038 0.0233
10 9 14 0.3062 -0.0705 0.4301 0.232 0.0376 0.5144
11 9 14 0.2916 -0.1361 0.4112 0.2371 -0.0234 0.4323
12 9 14 0.3598 -0.1118 0.493 0.2468 -0.0723 0.5033
13 9 14 0.4143 -0.0673 0.5699 0.2726 -0.1099 0.4355
14 10 14 0.2985 0.5709 0.4447 0.5661 0.5254 0.8366
1 10 14 0.241 0.4818 0.3527 0.5478 0.4856 0.9377
2 10 14 0.3562 0.5164 0.3941 0.598 0.496 0.5582
3 10 14 0.4303 0.5241 0.4506 0.618 0.4998 0.579
4 10 14 0.4333 0.3997 0.4409 0.6381 0.5161 0.5072
5 10 14 0.3784 0.3547 0.4168 0.6463 0.5259 0.4934
6 10 14 0.4932 0.4199 0.5374 0.6442 0.5216 0.468
7 10 14 0.5508 0.4613 0.6004 0.6305 0.508 0.5065
8 10 14 0.7582 0.5187 0.657 0.6133 0.523 0.5673
9 10 14 0.7118 0.4636 0.6058 0.6621 0.4963 0.8269
10 10 14 0.6234 0.2749 0.5754 0.6536 0.4375 0.9444
11 10 14 0.7149 0.2742 0.5943 0.6722 0.3216 0.9084
12 10 14 0.8342 0.3526 0.7929 0.7287 0.3249 0.9864
13 10 14 0.893 0.4678 0.8952 0.7443 0.3947 0.9964
;
/*-- Stochastic Frontier Production Model --*/
proc qlim data=airlines;
model LQ=LF LM LE LL LP;
endogenous LQ ~ frontier (type=exponential production);
run;
title1 'Stochastic Frontier Cost Model';
data electricity;
input Firm Year Cost Output LPrice LShare KPrice KShare FPrice FShare;
datalines;
1 1955 .0820 2.0 2.090 .3164 183.000 .4521 17.9000 .2315
2 1955 .6610 3.0 2.050 .2073 174.000 .6676 35.1000 .1251
3 1955 .9900 4.0 2.050 .2349 171.000 .5799 35.1000 .1852
4 1955 .3150 4.0 1.830 .1152 166.000 .7857 32.2000 .0990
5 1955 .1970 5.0 2.120 .2300 233.000 .3841 28.6000 .3859
6 1955 .0980 9.0 2.120 .1881 195.000 .2926 28.6000 .5193
7 1955 .9490 11.0 1.980 .1584 206.000 .6093 35.5000 .2323
8 1955 .6750 13.0 2.050 .1880 150.000 .4952 35.1000 .3169
9 1955 .5250 13.0 2.190 .1852 155.000 .3651 29.1000 .4496
10 1955 .5010 22.0 1.720 .1845 188.000 .2491 15.0000 .5664
11 1955 1.1940 25.0 2.090 .1994 170.000 .5478 17.9000 .2528
12 1955 .6700 25.0 1.680 .1102 167.000 .6118 39.7000 .2780
13 1955 .3490 35.0 1.810 .1386 213.000 .3817 22.6000 .4797
14 1955 .4230 39.0 2.300 .1702 164.000 .4137 23.6000 .4161
15 1955 .5010 43.0 1.750 .1143 170.000 .3481 42.8000 .5376
16 1955 .5500 63.0 1.760 .0887 161.000 .5184 10.3000 .3929
17 1955 .7950 68.0 1.980 .1116 210.000 .3054 35.5000 .5830
18 1955 .6640 81.0 2.290 .1665 158.000 .3859 28.5000 .4476
19 1955 .7050 84.0 2.190 .1484 156.000 .3630 29.1000 .4883
20 1955 .9030 73.0 1.750 .0821 176.000 .2910 42.8000 .6269
21 1955 1.5040 99.0 2.200 .0906 170.000 .3947 36.2000 .5146
22 1955 1.6150 101.0 1.660 .1080 192.000 .3675 33.4000 .5245
23 1955 1.1270 119.0 1.920 .1980 164.000 .4164 22.5000 .3856
24 1955 .7180 120.0 1.770 .1648 175.000 .2664 21.3000 .5688
25 1955 2.4140 122.0 2.090 .2402 180.000 .4949 17.9000 .2649
26 1955 1.1300 130.0 1.820 .1171 176.000 .2779 38.9000 .6049
27 1955 .9920 138.0 1.800 .1304 202.000 .4011 20.2000 .4686
28 1955 1.5540 149.0 1.920 .0553 227.000 .4320 22.5000 .5127
29 1955 1.2250 196.0 1.920 .0722 186.000 .4550 29.1000 .4728
30 1955 1.5650 197.0 2.190 .0692 183.000 .4151 29.1000 .5157
31 1955 1.9360 209.0 1.920 .0801 169.000 .4858 22.5000 .4340
32 1955 3.1540 214.0 1.520 .1722 168.000 .4839 27.5000 .3439
33 1955 2.5990 220.0 1.920 .1500 164.000 .4886 22.5000 .3614
34 1955 3.2980 234.0 2.200 .1554 164.000 .4595 36.2000 .3851
35 1955 2.4410 235.0 2.110 .1905 170.000 .3797 24.4000 .4298
36 1955 2.0310 253.0 1.920 .1608 158.000 .1879 22.5000 .6513
37 1955 4.6660 279.0 2.050 .1689 177.000 .4548 35.1000 .3763
38 1955 1.8340 290.0 1.660 .1640 195.000 .4250 33.4000 .4110
39 1955 2.0720 290.0 1.800 .1156 176.000 .4768 20.2000 .4076
40 1955 2.0390 295.0 1.770 .1405 188.000 .3951 21.3000 .4644
41 1955 3.3980 299.0 1.700 .0896 187.000 .5786 26.9000 .3318
42 1955 3.0830 324.0 2.020 .1509 152.000 .0904 35.1000 .7587
43 1955 2.3440 333.0 2.190 .1161 157.000 .3626 29.1000 .5213
44 1955 2.3820 338.0 1.850 .0616 163.000 .4799 24.6000 .4585
45 1955 2.6570 353.0 2.190 .0809 143.000 .2829 29.1000 .6361
46 1955 1.7050 353.0 2.130 .0880 167.000 .6341 10.7000 .2780
47 1955 3.2300 416.0 1.540 .0839 217.000 .3623 26.2000 .5538
48 1955 5.0490 420.0 1.520 .1601 144.000 .3465 27.5000 .4934
49 1955 3.8140 456.0 2.090 .0883 178.000 .3349 30.0000 .5768
50 1955 4.5800 484.0 1.750 .1009 176.000 .2828 42.8000 .6163
51 1955 4.3580 516.0 2.300 .1515 167.000 .3981 23.6000 .4504
52 1955 4.7140 550.0 2.050 .0806 158.000 .2920 35.1000 .6275
53 1955 4.3570 563.0 2.320 .0703 162.000 .4024 31.9000 .5273
54 1955 3.9190 566.0 2.310 .0650 198.000 .3776 33.5000 .5574
55 1955 3.4420 592.0 1.920 .0915 164.000 .4564 22.5000 .4521
56 1955 4.8980 671.0 2.050 .1479 164.000 .3432 35.1000 .5089
57 1955 3.5840 696.0 1.760 .0702 161.000 .3709 10.3000 .5589
58 1955 5.5350 719.0 1.700 .0703 174.000 .4946 26.9000 .4351
59 1955 4.4060 742.0 2.040 .1516 157.000 .4633 20.7000 .3851
60 1955 4.2890 795.0 2.240 .0483 185.000 .3569 26.5000 .5949
61 1955 6.7310 800.0 1.700 .1170 157.000 .3396 26.9000 .5434
62 1955 6.8950 808.0 1.680 .0859 203.000 .4060 39.7000 .5081
63 1955 5.1120 811.0 2.290 .0847 178.000 .2884 28.5000 .6269
64 1955 5.1410 855.0 2.000 .1457 183.000 .4317 34.3000 .4226
65 1955 5.7200 860.0 2.310 .0597 168.000 .4528 33.5000 .4875
66 1955 4.6910 909.0 1.450 .0921 196.000 .4435 17.6000 .4644
67 1955 6.8320 913.0 1.700 .1250 166.000 .4028 26.9000 .4721
68 1955 4.8130 924.0 1.760 .1163 172.000 .5402 10.3000 .3436
69 1955 6.7540 984.0 1.700 .1083 158.000 .2435 26.9000 .6482
70 1955 5.1270 991.0 2.090 .0861 174.000 .4965 30.0000 .4174
71 1955 6.3880 1000.0 1.550 .0408 225.000 .3881 28.2000 .6667
72 1955 4.5090 1098.0 2.110 .0781 168.000 .4481 24.4000 .4738
73 1955 7.1850 1109.0 2.050 .0752 177.000 .2527 35.1000 .6721
74 1955 6.8000 1118.0 2.300 .1299 161.000 .3511 23.6000 .5311
75 1955 7.7430 1122.0 2.190 .0977 162.000 .3743 29.1000 .5279
76 1955 7.9680 1137.0 2.040 .0655 158.000 .4552 20.7000 .4793
77 1955 8.8580 1156.0 2.310 .1052 176.000 .3154 33.5000 .5794
78 1955 8.5880 1166.0 1.700 .1224 183.000 .4339 26.9000 .4436
79 1955 6.4490 1170.0 2.050 .0935 166.000 .2549 35.1000 .6516
80 1955 8.4880 1215.0 2.190 .0695 164.000 .4390 29.1000 .4915
81 1955 8.8770 1279.0 2.000 .0635 207.000 .3330 34.3000 .6034
82 1955 10.2740 1291.0 2.320 .0559 175.000 .8048 31.9000 .1393
83 1955 6.0240 1290.0 1.550 .0432 225.000 .3511 28.2000 .6057
84 1955 8.2580 1331.0 2.130 .0462 178.000 .4353 30.0000 .5185
85 1955 13.3760 1373.0 2.200 .1324 157.000 .3233 36.2000 .5443
86 1955 10.6900 1420.0 2.200 .0902 138.000 .3139 36.2000 .5959
87 1955 8.3080 1474.0 1.850 .0755 163.000 .4425 24.6000 .4819
88 1955 6.0820 1497.0 1.760 .0767 168.000 .5871 10.3000 .3362
89 1955 9.2840 1545.0 1.800 .0836 158.000 .4498 20.2000 .4665
90 1955 10.8790 1649.0 2.320 .0975 177.000 .3991 31.9000 .5035
91 1955 8.4770 1668.0 1.800 .0833 170.000 .4524 20.2000 .4643
92 1955 6.8770 1782.0 2.130 .0618 183.000 .6377 10.7000 .3005
93 1955 15.1060 1831.0 1.980 .1337 162.000 .3361 35.5000 .5302
94 1955 8.0310 1833.0 1.760 .0915 177.000 .6501 10.3000 .2584
95 1955 8.0820 1838.0 1.450 .0671 196.000 .4810 17.6000 .4519
96 1955 10.8660 1787.0 2.240 .1050 164.000 .4125 26.5000 .4824
97 1955 8.5960 1918.0 1.690 .0803 158.000 .5513 12.9000 .3684
98 1955 8.6730 1930.0 1.810 .0733 157.000 .3436 22.6000 .5831
99 1955 15.4370 2028.0 2.110 .0808 163.000 .3989 24.4000 .5204
100 1955 8.2110 2057.0 1.760 .1239 161.000 .6164 10.3000 .2597
101 1955 11.9820 2084.0 1.770 .0905 156.000 .4103 21.3000 .4992
102 1955 16.6740 2226.0 2.000 .0779 217.000 .3430 34.3000 .5791
103 1955 12.6200 2304.0 2.300 .0775 161.000 .4865 23.6000 .4360
104 1955 12.9050 2341.0 2.040 .0945 183.000 .4076 20.7000 .4980
105 1955 11.6150 2353.0 1.690 .1006 167.000 .5561 12.9000 .3433
106 1955 9.3210 2367.0 1.760 .0990 161.000 .5751 10.3000 .3259
107 1955 12.9620 2451.0 2.040 .0951 163.000 .3183 20.7000 .5866
108 1955 16.9320 2457.0 2.200 .0614 170.000 .3234 36.2000 .6152
109 1955 9.6480 2507.0 1.760 .0964 174.000 .5755 10.3000 .3281
110 1955 18.3500 2530.0 2.310 .0735 197.000 .4460 33.5000 .4805
111 1955 17.3330 2576.0 1.920 .1398 162.000 .4275 22.5000 .4327
112 1955 12.0150 2607.0 1.760 .1116 155.000 .5320 10.3000 .3564
113 1955 11.3200 2870.0 1.760 .1333 167.000 .5822 10.3000 .2845
114 1955 22.3370 2993.0 2.310 .0581 176.000 .4385 33.5000 .5034
115 1955 19.0350 3202.0 2.300 .0983 170.000 .4974 23.6000 .5034
116 1955 12.2050 3286.0 1.610 .0681 183.000 .4779 17.8000 .4540
117 1955 17.0780 3312.0 1.680 .0393 190.000 .3314 28.8000 .6294
118 1955 25.5280 3498.0 2.090 .1141 170.000 .3714 30.0000 .5145
119 1955 24.0210 3538.0 2.090 .0840 176.000 .3761 30.0000 .5399
120 1955 32.1970 3794.0 2.050 .0976 159.000 .4118 35.1000 .4906
121 1955 26.6520 3841.0 2.290 .1059 157.000 .3679 28.5000 .5262
122 1955 20.1640 4014.0 2.110 .0809 161.000 .5348 24.4000 .3843
123 1955 14.1320 4217.0 1.530 .0470 172.000 .5252 18.1000 .4278
124 1955 21.4100 4305.0 2.110 .0848 203.000 .8448 24.4000 .0703
125 1955 23.2440 4494.0 2.040 .0624 167.000 .5105 20.7000 .4271
126 1955 29.8450 4764.0 2.190 .1328 195.000 .3530 29.1000 .5143
127 1955 32.3180 5277.0 1.920 .0719 161.000 .3582 29.1000 .5699
128 1955 21.9880 5283.0 2.040 .0630 159.000 .4491 20.7000 .4879
129 1955 35.2290 5668.0 2.110 .0977 177.000 .5088 24.4000 .3936
130 1955 17.4670 5681.0 1.760 .0802 157.000 .5323 10.3000 .3875
131 1955 22.8280 5819.0 1.790 .0854 196.000 .3921 18.5000 .5226
132 1955 33.1540 6000.0 2.110 .1043 183.000 .4186 24.4000 .4771
133 1955 32.2280 6119.0 1.540 .0797 189.000 .3503 26.2000 .5700
134 1955 34.1680 6136.0 1.920 .0653 160.000 .6791 22.5000 .2556
135 1955 40.5940 7193.0 2.120 .0729 162.000 .3550 28.6000 .5721
136 1955 33.3540 7886.0 1.610 .0587 178.000 .5835 17.8000 .3578
137 1955 64.5420 8419.0 2.320 .1108 199.000 .3910 31.9000 .4982
138 1955 41.2380 8642.0 2.240 .0517 182.000 .3259 26.5000 .6224
139 1955 47.9930 8787.0 2.310 .0841 190.000 .3407 33.5000 .5753
140 1955 69.8780 9484.0 2.110 .0759 165.000 .4044 24.4000 .5198
141 1955 44.8940 9956.0 1.680 .0688 203.000 .2942 28.8000 .6370
142 1955 67.1200 11477.0 2.240 .0670 151.000 .3458 26.5000 .5872
143 1955 73.0500 11796.0 2.120 .1033 148.000 .3914 28.6000 .5054
144 1955 139.4220 14359.0 2.310 .1050 212.000 .4102 33.5000 .4848
145 1955 119.9390 16719.0 2.300 .0906 162.000 .4340 23.6000 .4754
166 1955 23.2200 3018.0 2.010 .1292 163.000 .3282 35.1000 .5425
167 1955 7.7970 874.0 2.050 .1084 155.000 .2123 35.1000 .6793
168 1955 1.6100 14.0 1.990 .1764 199.000 .6352 35.4000 .1884
169 1955 28.9960 4174.0 2.280 .1067 157.000 .3675 28.5500 .5258
170 1955 37.7670 6356.0 1.920 .0713 160.200 .6656 22.5000 .2631
171 1955 37.4960 8291.0 1.910 .0764 171.000 .5175 22.4300 .4060
172 1955 64.8880 13702.0 1.660 .0877 192.000 .3692 22.9000 .5431
174 1955 52.0830 8545.0 2.170 .0850 186.000 .5933 26.4000 .3217
175 1955 132.9010 19170.0 2.300 .0910 162.000 .4511 23.6000 .3217
176 1955 31.9800 4548.0 2.180 .0862 159.000 .3119 36.0000 .6020
177 1955 12.4830 2106.0 1.770 .0945 156.000 .3940 21.3000 .5115
178 1955 5.8170 895.0 2.270 .0924 174.360 .2975 28.5600 .6101
179 1955 12.0720 1787.0 2.110 .0595 178.000 .4036 30.0000 .5369
181 1955 9.3910 2050.0 1.800 .0803 157.980 .3377 22.5000 .5820
;
/* Data transformations */
data electricity;
set electricity;
label Firm="firm index"
Year="1955 for all observations"
Cost="Total cost"
Output="Total output"
LPrice="Wage rate"
LShare="Cost share for labor"
KPrice="Capital price index"
KShare="Cost share for capital"
FPrice="Fuel price"
FShare"Cost share for fuel";
log_C_PF=log(Cost/FPrice);
log_PK_PF=log(KPrice/FPrice);
log_PL_PF=log(LPrice/FPrice);
log_y=log(Output);
log_y_sq=log_y**2/2;
run;
/*-- Stochastic Frontier Cost Model --*/
proc qlim data=electricity;
model log_C_PF = log_PK_PF log_PL_PF log_y log_y_sq;
endogenous log_C_PF ~ frontier (type=exponential cost);
run;
/*-- Stochastic Frontier Cost Model --*/
proc qlim data=electricity;
model log_C_PF = log_PK_PF log_PL_PF log_y log_y_sq;
endogenous log_C_PF ~ frontier (type=half cost);
run;
/*-- Stochastic Frontier Cost Model --*/
proc qlim data=electricity;
model log_C_PF = log_PK_PF log_PL_PF log_y log_y_sq;
endogenous log_C_PF ~ frontier (type=truncated cost);
run;