te: Technical efficiency measure.

In woraphonyamaka/copulaSFM: Copula based Simultanous stochastic frontier

Description

Computing and plotting the technical efficiency.

Usage

TE(theta,Y,X,family=1)

Arguments

theta	The estimated parameters form the model
Y	Vector of dependent variable
X	Matrix of independent variable
family	Copula function eg. Gaussain=1, Student-t=2 (see, Vinecopula package)

Details

Computing and plotting the technical efficiency.

Value

itemOutput Technical efficiency series itemplot Plot of Technical efficiency

Author(s)

Woraphon Yamaka

References

Wiboonpongse, A., Liu, J., Sriboonchitta, S., & Denoeux, T. (2015). Modeling dependence between error components of the stochastic frontier model using copula: application to intercrop coffee production in Northern Thailand. International Journal of Approximate Reasoning, 65, 34-44.

Examples

## Required packages
library(truncnorm)
library(mvtnorm)
library("VineCopula")
library("frontier")

#example simulation data
data=sfa.simu(nob=200, alpha=c(1,2,0.5),sigV=1,sigU=0.5,family=1,rho=0.5)

# Select familty  copula upper and lower bouubd ( look at CDVine package)
# family=1   # 1 is Gaussian, 2 is Student-t, 3 is Clayton and so on....

#Gaussian (-.99, .99)
#Student t (-.99, .99)
#Clayton (0.1, Inf)

model=copSFM(Y=data$Y,X=data$X,family=1,RHO=0.5,LB=-0.99,UB=0.99)

#EX: Plot the technical efficiency
te1=TE1(model$result[,1],Y=data$Y,X=data$X,family=1)

woraphonyamaka/copulaSFM documentation built on May 25, 2021, 2:12 p.m.