Description
Usage
Arguments
Value
Author(s)
See Also
Examples
View source: R/coef.frontier.R
Extract the coefficients from stochastic frontier models
returned by frontier
.
 ## S3 method for class 'frontier'
( object, = "mle", extraPar = , )

object 
an object of class frontier
(returned by the function frontier ).

which 
character string. Which coefficients should be returned?
('start' for starting values provided by the user,
'ols' for coefficients estimated by OLS,
'grid' for coefficients obtained by the grid search,
or 'mle' for coefficients estimated by Maximum Likelihood).

extraPar 
logical. If TRUE , additional parameters are returned:
sigmaSqU = sigmaSq * gamma
(with u ~ N+( mu , sigmaSqU )),
sigmaSqV = sigmaSq * ( 1  gamma )
(with v ~ N( 0, sigmaSqV )),
sigma = sigmaSq ^0.5,
sigmaU = sigmaSqU ^0.5,
sigmaV = sigmaSqV ^0.5,
lambdaSq = sigmaSqU / sigmaSqV ,
and lambda = sigmaU / sigmaV .
Please note that sigmaSqU and sigmaU are not
the variance and standard error, respectively, of u.
If the model is an error components frontier
and argument timeEffect is FALSE ,
also the following additional parameters are returned:
varU = the variance of u,
sdU = varU ^0.5,
and gammaVar = varU / ( varU + sigmaSqV ).
Please note that the variance of u
usually differs between observations
if the model is an error component frontier with ‘time effect’
or an efficiency effects frontier.

... 
currently unused.

coef.frontier
returns a named vector of the coefficients.
Arne Henningsen
coef.summary.frontier
and sfa
.
 # example included in FRONTIER 4.1
( )
sfaResult < ( ( output ) ~ ( capital ) + ( labour ),
= )
( sfaResult, = "ols" )
( sfaResult, = "grid" )
( sfaResult )

frontier documentation built on May 31, 2017, 2:59 a.m.
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