fan: Pseudolikelihood estimator of the lambda parameter
In semsfa: Semiparametric Estimation of Stochastic Frontier Models
Description
Usage
Arguments
Value
Note
Author(s)
References
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.
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Description Usage Arguments Value Note Author(s) References
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
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
As an Amazon Associate I earn from qualifying purchases.
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