snreg-package: snreg: Regression with Skew-Normally Distributed Error Term

In snreg: Regression with Skew-Normally Distributed Error Term

snreg: Regression with Skew-Normally Distributed Error Term

Description

Models with skew‑normally distributed and thus asymmetric error terms, implementing the methods developed in Badunenko and Henderson (2023) "Production analysis with asymmetric noise" \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1007/s11123-023-00680-5")}. The package provides tools to estimate regression models with skew‑normal error terms, allowing both the variance and skewness parameters to be heteroskedastic. It also includes a stochastic frontier framework that accommodates both i.i.d. and heteroskedastic inefficiency terms.

Author(s)

Maintainer: Oleg Badunenko [e-mail] (ORCID)

Other contributors:

• John Burkardt (Author of C code for Owen T function) [contributor, copyright holder]

See Also

Useful links:

• https://olegbadunenko.github.io/snreg/

snreg documentation built on Feb. 6, 2026, 5:08 p.m.