Economics Asked by Wadim iLchuk on December 16, 2020
I have the following issue: each time I run the estimation of the TFP by using prodest package in R 4.0.3, I obtain different coefficients before the variables as well as omega variable is different:
The dataset is here: https://drive.google.com/file/d/11cZ4ozUOtKxlXR3fLtjaQjsr9G-z54yN/view?usp=sharing
The code is the following:
remove(list=ls())
library(plm)
library(dplyr)
library(ggplot2)
library(prodest)
pckg<-c("plm","readxl","dplyr","ggplot2","prodest")
install.packages(c("plm","readxl","dplyr","ggplot2","prodest"))
lapply(pckg, require, character.only = TRUE)
# Set the working directory
setwd("------")
# Downloading the survey data
Data <- read.csv("test.csv", header=TRUE, sep=",")
str(Data)
Data$ID<-as.numeric(as.factor(Data$ID))
summary(Data)
# Creating a panel data frame
DataA <- Data %>%
filter(NACE == 'A') %>%
filter(VA > 0, L > 0, FA > 0, M > 0, Turn > 0, TFA > 0) %>%
mutate(ID = ID,
Year = Year,
l = log(L),
va = log(VA),
k = log(TFA),
m = log(M),
turn = log(Turn),
ta = log(TA))
####################################################################################################################################
mod2LP <- prodest::prodestLP(DataA$va, fX = DataA$l, sX = DataA$k, pX = DataA$m, idvar = DataA$ID, timevar = DataA$Year,
R = 100, cX = NULL, opt = "optim", theta0 = NULL, cluster = NULL, tol = 1e-100, exit = FALSE)
mod2LP
omegaLP <- prodest::omega(mod2LP)
summary(mod2LP)
summary(omegaLP)
DataA$omega <- prodest::omega(mod2LP)
hist(omegaLP)
mod2OP <- prodest::prodestOP(DataA11$turn, fX = DataA11$l, sX = DataA11$k, pX = DataA11$m, idvar = DataA11$ID, timevar = DataA11$Year,
R = 100, cX = NULL, opt = "optim", theta0 = NULL, cluster = NULL, tol = 1e-100, exit = FALSE)
mod2OP
omegaOP <- prodest::omega(mod2OP)
summary(mod2OP)
summary(omegaOP)
mod2ACF <- prodest::prodestACF(DataA$va, fX = DataA$l, sX = DataA$k, pX = DataA$m, idvar = DataA$ID, timevar = DataA$Year,
R = 100, cX = NULL, opt = 'optim', theta0 = NULL, cluster = NULL)
mod2ACF
omegaACF <- prodest::omega(mod2ACF)
summary(mod2ACF)
summary(omegaACF)
DataA$omega <- prodest::omega(mod2ACF)
mod2W <- prodest::prodestWRDG(DataA$va, fX = DataA$l, sX = DataA$k, pX = DataA$m, idvar = DataA$ID, timevar = DataA$Year,
cX = NULL)
mod2W
omegaW <- prodest::omega(mod2W)
summary(mod2W)
summary(omegaW)
####################################################################################################################################
Now if you run ACF or Wooldridge methods several times, you will obtain different coefficients as well as TFP measures.
Any ideas on how to solve it?
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