Description Usage Arguments Details Value Note Author(s) See Also Examples
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.
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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 σ and λ, 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 the summary of an object returned by semsfa()
with few modifications if bootstrap is carried out:
b.t |
t-statistic given the bootstrapped standard errors for λ and σ ( |
b.pv |
p-values of the t-statistic |
summary
returns the same result if applied to an object created with semsfa
or efficiencies.semsfa
Giancarlo Ferrara and Francesco Vidoli
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#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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