fan: Pseudolikelihood estimator of the lambda parameter

Description Usage Arguments Value Note Author(s) References

View source: R/fan.r

Description

Pseudolikelihood estimator of the λ parameter

Usage

1
fan(lambda_fan, resp, Ey, ineffD)

Arguments

lambda_fan

the λ=σ_u/σ_v parameter to be estimated

resp

the single response variable Y observed

Ey

the conditional expectation estimate obtained in the first step of the algorithm

ineffD

logical: TRUE for estimating a production function, FALSE for estimating a cost function; this is done for usage compatibility with frontier package

Value

Estimated λ parameter

Note

Internal usage only

Author(s)

Giancarlo Ferrara and Francesco Vidoli

References

Fan, Y., Li, Q., Weersink, A., 1996. Semiparametric estimation of stochastic production frontier models. Journal of Business & Economic Statistics 14:460-468


semsfa documentation built on April 21, 2018, 1:05 a.m.