sfm-package: Stochastic Frontier Models

In davidhbernstein/sfm: Stochastic Frontier Models

Stochastic Frontier Models

Description

R package sfm makes the estimation of cross-sectional and panel stochastic frontier models user friendly. This package is currently being developed to work in a wide range of applications. The main functions of the package are two cross-sectional functions: "sfm" and "zsfm" as well as a panel function "psfm" which all implement various SFA based estimators.

Details

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References

Chen, Schmidt, and Wang (2014, JoE); Fillipini and Greene (2016, JPA), Wang and Ho (2010, JoE)

See Also

http://www.davidharrybernstein.com/software{http://www.davidharrybernstein.com/software}

Examples

To install in R: 

library(devtools)
install_github("davidhbernstein/sfm", build_vignettes=TRUE)  

## Simple application of the generalized true random effects estimator.

library(sfm)

data_trial <- data_gen_p(t=10,N=100,  rand = 100, 
                         sig_u = 1,   sig_v = 0.3, 
                         sig_r = .2,  sig_h = .4, 
                         cons  = 0.5, beta1 = 0.5,
                         beta2 = 0.5)

psfm(formula    = y_gtre ~ x1 + x2,    
     model_name = "GTRE", 
     data       = data_trial,
     individual = "name",
     PSopt      = FALSE)

davidhbernstein/sfm documentation built on Feb. 28, 2025, 1:17 a.m.