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robustSFA: Robust Estimation of Stochastic Frontier Models with MDPDE
This provides a robust estimator for stochastic frontier models, employing the Minimum Density Power Divergence Estimator (MDPDE) for enhanced robustness against outliers. Additionally, it includes a function to recommend the optimal tuning parameter, alpha, which controls the robustness of the MDPDE. The methods implemented in this package are based on Song et al. (2017) <doi:10.1016/j.csda.2016.08.005>.
Getting started
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Package details |
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| Author | Junmo Song [aut, cre], Dong-hyun Oh [aut] |
| Maintainer | Junmo Song <junmo.song@gmail.com> |
| License | GPL-3 |
| Version | 0.2.0 |
| Package repository | View on CRAN |
| Installation |
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