logLik: Extract log-likelihood value of stochastic frontier models

In sfaR: Stochastic Frontier Analysis Routines

Extract log-likelihood value of stochastic frontier models

Description

logLik extracts the log-likelihood value(s) from stochastic frontier models estimated with sfacross, sfalcmcross, or sfaselectioncross.

Usage

## S3 method for class 'sfacross'
logLik(object, individual = FALSE, ...)

## S3 method for class 'sfalcmcross'
logLik(object, individual = FALSE, ...)

## S3 method for class 'sfaselectioncross'
logLik(object, individual = FALSE, ...)

Arguments

object	A stochastic frontier model returned by sfacross, sfalcmcross, or sfaselectioncross.
individual	Logical. If FALSE (default), the sum of all observations' log-likelihood values is returned. If TRUE, a vector of each observation's log-likelihood value is returned.
...	Currently ignored.

Value

logLik returns either an object of class 'logLik', which is the log-likelihood value with the total number of observations (nobs) and the number of free parameters (df) as attributes, when individual = FALSE, or a list of elements, containing the log-likelihood of each observation (logLik), the total number of observations (Nobs) and the number of free parameters (df), when individual = TRUE.

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')
logLik(tl_u_ts)

## Using data on eighty-two countries production (GDP)
# LCM Cobb Douglas (production function) half normal distribution
cb_2c_h <- sfalcmcross(formula = ly ~ lk + ll + yr, udist = 'hnormal', 
data = worldprod, S = 1)
logLik(cb_2c_h, individual = TRUE)

## End(Not run)

sfaR documentation built on July 9, 2023, 6:58 p.m.