skewnessTest | R Documentation |
skewnessTest
computes skewness test for stochastic frontier
models (i.e. objects of class 'sfacross'
).
skewnessTest(object, test = "agostino")
object |
An object of class |
test |
A character string specifying the test to implement. If
|
skewnessTest
returns the results of either the D'Agostino's
or the Coelli's skewness test.
skewnessTest
is currently only available for object of
class 'sfacross'
.
Coelli, T. 1995. Estimators and hypothesis tests for a stochastic frontier function - a Monte-Carlo analysis. Journal of Productivity Analysis, 6:247–268.
D'Agostino, R., and E.S. Pearson. 1973. Tests for departure from normality.
Empirical results for the distributions of b_2
and \sqrt{b_1}
.
Biometrika, 60:613–622.
## 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')
skewnessTest(tl_u_ts)
skewnessTest(tl_u_ts, test = 'coelli')
## End(Not run)
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