Description Usage Arguments Value
Performs a first-difference transformation to a Stochastic Frontier Model
1 2 3 |
par |
is a vector of regression coefficients & variance parameters. 1st parameter: sigma_u, 2nd parameter: sigma_v, followed by K beta & R delta coefficients |
cumTime |
ia a vector of the cumulated times of the Time vector. It serves as an index for computation. |
xv |
is a n*t x k matrix (explantatory variables) |
y |
is a n*t x 1 vector (response) |
z |
is a n*t x r matrix (inefficency determinants) |
N |
is a integer (n - panels) |
Time |
is a integer (observations per panel) |
mu |
is a integer (mean of the truncated normal distribution of the inefficency) |
optim |
is a boolean (set F to obtain a list of model variables. T to obtain the -sum of log.likelihood) |
K |
is an integer (# of xv variables) |
R |
is an integer (# of z variables) |
seqN |
is a sequence from 1 to N |
If optim = T the log.likelihood is returned of all panels. If optim = F the model fit is returned including all important model variables.
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