coef: Extract coefficients of stochastic frontier models

coefR Documentation

Extract coefficients of stochastic frontier models

Description

From an object of class 'summary.sfacross', 'summary.sfalcmcross', or 'summary.sfaselectioncross', coef extracts the coefficients, their standard errors, z-values, and (asymptotic) P-values.

From on object of class 'sfacross', 'sfalcmcross', or 'sfaselectioncross', it extracts only the estimated coefficients.

Usage

## S3 method for class 'sfacross'
coef(object, extraPar = FALSE, ...)

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

## S3 method for class 'sfalcmcross'
coef(object, extraPar = FALSE, ...)

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

## S3 method for class 'sfaselectioncross'
coef(object, extraPar = FALSE, ...)

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

Arguments

object

A stochastic frontier model returned by sfacross, sfalcmcross, or sfaselectioncross, or an object of class 'summary.sfacross', 'summary.sfalcmcross', or
'summary.sfaselectioncross'.

extraPar

Logical (default = FALSE). If TRUE, additional parameters are returned:

sigmaSq = sigmauSq + sigmavSq

lambdaSq = sigmauSq/sigmavSq

sigmauSq = \exp{(Wu)} = \exp{(\bm{\delta}' \mathbf{Z}_u)}

sigmavSq = \exp{(Wv)} = \exp{(\bm{\phi}' \mathbf{Z}_v)}

sigma = sigmaSq^0.5

lambda = lambdaSq^0.5

sigmau = sigmauSq^0.5

sigmav = sigmavSq^0.5

gamma = sigmauSq/(sigmauSq + sigmavSq)

...

Currently ignored.

Value

For objects of class 'summary.sfacross', 'summary.sfalcmcross', or 'summary.sfaselectioncross', coef returns a matrix with four columns. Namely, the estimated coefficients, their standard errors, z-values, and (asymptotic) P-values.

For objects of class 'sfacross', 'sfalcmcross', or 'sfaselectioncross', coef returns a numeric vector of the estimated coefficients. If extraPar = TRUE, additional parameters, detailed in the section ‘Arguments’, are also returned. In the case of object of class 'sfalcmcross', each additional parameter ends with '#' that represents the class number.

See Also

sfacross, for the stochastic frontier analysis model fitting function using cross-sectional or pooled data.

sfalcmcross, for the latent class stochastic frontier analysis model fitting function using cross-sectional or pooled data.

sfaselectioncross for sample selection in stochastic frontier model fitting function using cross-sectional or pooled data.

Examples


## Not run: 
## Using data on fossil fuel fired steam electric power generation plants in the U.S.
# Translog SFA (cost function) truncated normal with scaling property
tl_u_ts <- sfacross(formula = log(tc/wf) ~ log(y) + I(1/2 * (log(y))^2) +
log(wl/wf) + log(wk/wf) + I(1/2 * (log(wl/wf))^2) + I(1/2 * (log(wk/wf))^2) +
I(log(wl/wf) * log(wk/wf)) + I(log(y) * log(wl/wf)) + I(log(y) * log(wk/wf)),
udist = 'tnormal', muhet = ~ regu, uhet = ~ regu, data = utility, S = -1,
scaling = TRUE, method = 'mla')
coef(tl_u_ts, extraPar = TRUE)
coef(summary(tl_u_ts))

## End(Not run)


sfaR documentation built on Oct. 29, 2024, 9:07 a.m.