confint.metafrontier: Confidence Intervals for Metafrontier Coefficients

In metafrontier: Analysis of Metafrontier Models for Efficiency and Productivity

Confidence Intervals for Metafrontier Coefficients

Description

Computes Wald-type confidence intervals for the metafrontier coefficients using the variance-covariance matrix from the stochastic metafrontier.

Usage

## S3 method for class 'metafrontier'
confint(
  object,
  parm,
  level = 0.95,
  correction = c("none", "murphy-topel"),
  ...
)

Arguments

object	a "metafrontier" object.
parm	a character or integer vector of parameter names or indices. If missing, all frontier coefficients are used.
level	the confidence level (default 0.95).
correction	character. Passed to vcov.metafrontier. "none" (default) uses the Stage 2 variance-covariance matrix; "murphy-topel" applies the Murphy and Topel (1985) correction for first-stage estimation uncertainty.
...	additional arguments (currently unused).

Value

A matrix with columns for the lower and upper bounds.

Examples

sim <- simulate_metafrontier(n_groups = 2, n_per_group = 50, seed = 42)
fit <- metafrontier(log_y ~ log_x1 + log_x2, data = sim$data,
                    group = "group", meta_type = "stochastic")
confint(fit)
# With Murphy-Topel correction (requires numDeriv):

confint(fit, correction = "murphy-topel")

metafrontier documentation built on Aug. 19, 2026, 5:08 p.m.