summary.semsfa: Summary for 'semsfa' object

In semsfa: Semiparametric Estimation of Stochastic Frontier Models

Summary for semsfa object

Description

Create 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.

Usage

## S3 method for class 'semsfa'
summary(object, ...)

Arguments

object	an semsfa object returned by semsfa()
...	further arguments to the summary method are currently ignored

Details

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.

Value

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	t-statistic given the bootstrapped standard errors for \lambda and \sigma (b.se)
b.pv	p-values of the t-statistic

Note

summary returns the same result if applied to an object created with semsfa or efficiencies.semsfa

Author(s)

Giancarlo Ferrara and Francesco Vidoli

See Also

semsfa, efficiencies.semsfa

Examples

 
#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)

semsfa documentation built on June 8, 2025, 10:53 a.m.