## ----Init----------------------------------------------------------------
require(SFAt)
## ----Simulate data-------------------------------------------------------
EX1 <- as.data.frame(sim_data_cs(500))
## ----Scatter plot matrix, fig.width = 10, fig.height = 10----------------
# require(GGally)
# ggpairs(dtDT)
plot(EX1)
## ----Plot individual variables-------------------------------------------
hist(EX1$y)
hist(EX1$u)
hist(EX1$eps)
## ----OSL model-----------------------------------------------------------
lmfit <- lm(y ~ x1 + x2 + z1 + z2, data = EX1)
summary(lmfit)
## ----SFAt model----------------------------------------------------------
sfat <- SFAt::sfa.fit(y = EX1$y,
X = as.matrix(EX1[, c("x1", "x2")]),
CM = as.matrix(EX1[, c("z1", "z2")]),
dist = "tnorm",
deb = F,
optim_method = "BFGS",
optim_control = list(maxit = 3e4, trace = T)
)
summary(sfat)
## ----frontier package----------------------------------------------------
require(frontier)
frontest <- frontier::sfa(y ~ x1 + x2 | z1 + z2,
data = EX1,
ineffDecrease = T)
print(summary(frontest))
print(lrtest(frontest))
## ----SFAt BC95-----------------------------------------------------------
data("front41Data")
sfa2 <- SFAt::sfa.fit(y = log(front41Data$output),
X = cbind(capital = log(front41Data$capital),
labour = log(front41Data$labour)),
dist = "tnorm",
optim_method = "CG",
optim_control = list(trace = T),
deb = F)
print(summary(sfa2))
## ----frontier package BC95-----------------------------------------------
sfa2_front <- frontier::sfa( log( output ) ~ log( capital ) + log( labour ),
truncNorm = T,
data = front41Data )
print(summary(sfa2_front))
print(lrtest(sfa2_front))
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