summary.semsfa | R Documentation |
semsfa
objectCreate and print summary results of a stochastic frontier model object returned by semsfa()
with regard to the "CONDITIONAL EXPECTATION ESTIMATE" of the first step and to the "VARIANCE COMPONENTS ESTIMATE" of the compound error.
## S3 method for class 'semsfa'
summary(object, ...)
object |
an |
... |
further arguments to the summary method are currently ignored |
Please note that if bootstrap is carried out the t
-statistic is not reliable for testing the statistical significance of \sigma
and \lambda
, because these parameters are censored and cannot follow a t
-distribution.
We suggest to compare the BIC of the semiparametric estimated model with the base model.
summary.semsfa
returns a list of class summary.semsfa
that is identical to an object returned by semsfa()
with few modifications if bootstrap is carried out:
b.t |
|
b.pv |
|
summary
returns the same result if applied to an object created with semsfa
or efficiencies.semsfa
Giancarlo Ferrara and Francesco Vidoli
semsfa
, efficiencies.semsfa
#generate data
set.seed(0)
n<-200
x<- runif(n, 1, 2)
fy<- 2+30*x-5*x^2
v<- rnorm(n, 0, 1)
u<- abs(rnorm(n,0,2.5))
#production frontier
y <- fy + v - u
dati<-data.frame(y,x)
#first-step: gam, second-step: fan (default)
#without bootstrap
o<-semsfa(y~s(x),dati,sem.method="gam")
summary(o)
# ... with bootstrap
o<-semsfa(y~s(x),dati,sem.method="gam",n.boot=100)
summary(o)
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