TAILIEUCHUNG - SAS/ETS 9.22 User's Guide 148

SAS/Ets User's Guide 148. Provides detailed reference material for using SAS/ETS software and guides you through the analysis and forecasting of features such as univariate and multivariate time series, cross-sectional time series, seasonal adjustments, multiequational nonlinear models, discrete choice models, limited dependent variable models, portfolio analysis, and generation of financial reports, with introductory and advanced examples for each procedure. You can also find complete information about two easy-to-use point-and-click applications: the Time Series Forecasting System, for automatic and interactive time series modeling and forecasting, and the Investment Analysis System, for time-value of money analysis of a variety of investments | 1462 F Chapter 21 The QLIM Procedure The second version of the estimate Jondrow et al. 1982 is TE2i exp -E ui e - where 77 I 0 - i a e i i a -- ----- - a 1 - -ß i a p ei X a 1 - e -X a Normal-Exponential Model Define A 1 av and 1 e a2 au. Then as it is shown by Kumbhakar and Lovell 2000 conditional density is as follows f ule Lr c exp u 1 21 2a2 Hence f u e is the density for N j a2 . Using this result it follows that the estimate of technical efficiency is TE1i E exp -ui ei 1 - av - 1i a v 1 - 1i av exp -Qi a 2 2 v The second version of the estimate is TE2i exp -E ui ez where E ui ei 1 i av - 1 i av 1 - -Qi av av P A A -A Normal-Truncated Normal Model Define q a2ti p a2 a2 and a2 a2a2 a2. Then as it is shown by Kumbhakar and Lovell 2000 conditional density is as follows f ujA 1 ------------------exp 2on Q a u q 21 2a 2 J Hence f u e is the density for N p a2 . Using this result it follows that the estimate of technical efficiency is TE1i E exp -ui ei 1 - a - Qi a e _ 1a2 1 - - 1i a eXP 1 2 The second version of the estimate is TE2i exp -E ui ez where E ui ei Qi a 1 i a 1 - - 1i a - A OUTEST Data Set F 1463 OUTEST Data Set The OUTEST data set contains all the parameters estimated in a MODEL statement. The OUTEST option can be used when the PROC QLIM call contains one MODEL statement proc qlim data a outest e model y x1 x2 x3 endogenous y censored lb 0 run Each parameter contains the estimate for the corresponding parameter in the corresponding model. In addition the OUTEST data set contains the following variables _NAME_ the name of the independent variable _TYPE_ type of observation. PARM indicates the row of coefficients STD indicates the row of standard deviations of the corresponding coefficients. _STATUS_ convergence status for optimization The rest of the columns correspond to the explanatory variables. The OUTEST data set contains one observation for the MODEL statement giving the parameter estimates for that model. If the COVOUT option is specified the

• Tài chính doanh nghiệp
• Hướng dẫn sử dụng SAS ETS
• các mô hình phân tích tài chính
• báo cáo tài chính
• phân tích đầu tư
• phân tích tính khả dụng các khoản đầu tư