zsfm: Zero-Inflated Stochastic Frontier Model

In davidhbernstein/sfm: Stochastic Frontier Models

Zero-Inflated Stochastic Frontier Model

Description

Code to use the Zero-Inflated Stochastic Frontier Model

Usage

zsfm(formula, 
model_name = c("ZISF", "ZISF_Z"), 
data, 
maxit.bobyqa = 10000,
maxit.psoptim = 1000, 
maxit.optim = 1000, 
REPORT = 1, 
trace = 2, 
pgtol = 0,
start_val = FALSE,
PSopt = FALSE, 
bob = TRUE, 
optHessian = TRUE, 
inefdec = TRUE, 
upper = NA, 
Method = "L-BFGS-B",
eta = 0.01, 
alpha = 0.2, 
logit = TRUE)

Arguments

formula	a symbolic description for the model to be estimated
model_name	model name for the estimation
data	A data set
maxit.bobyqa	Maximum number of iterations for the bobyqa optimization routine
maxit.psoptim	Maximum number of iterations for the psoptim optimization routine
maxit.optim	Maximum number of iterations for the optim optimization routine
REPORT	reporting parameter
trace	trace
pgtol	pgtol
start_val	starting value (optional)
PSopt	use psoptim optimization routine (T/F)
bob	use bobyqa optimization routine (T/F)
optHessian	Logical. Should a numerically differentiated Hessian matrix be returned? (for optim routine)
inefdec	Production or cost function
upper	Vector of upper values for the optim package.
Method	The method to be used for optim. See ‘Details’ within optim.
logit	Choice of using logit function

Author(s)

Chris Parmeter and David Bernstein

Examples

library(sfm)

eqz         <- y ~ q1 + q2 + q3 + q4 + q5 + w1 + w2 + w3 + w4|z

data(panel89)

output   <- zsfm(formula    = eqz,
                 model_name = "ZISF_Z",
                 data       = panel89,
                 logit      = TRUE)

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