skewnessTest: Skewness test for stochastic frontier models

In sfaR: Stochastic Frontier Analysis Routines

Skewness test for stochastic frontier models

Description

skewnessTest computes skewness test for stochastic frontier models (i.e. objects of class 'sfacross').

Usage

skewnessTest(object, test = "agostino")

Arguments

object	An object of class 'sfacross', returned by sfacross.
test	A character string specifying the test to implement. If 'agostino' (default), D'Agostino skewness test is implemented (D'Agostino and Pearson, 1973). If 'coelli', Coelli skewness test is implemented (Coelli, 1995).

Value

skewnessTest returns the results of either the D'Agostino's or the Coelli's skewness test.

Note

skewnessTest is currently only available for object of class 'sfacross'.

References

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.

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')
skewnessTest(tl_u_ts)
skewnessTest(tl_u_ts, test = 'coelli')

## End(Not run)

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