coef.frontier: coef method for class frontier

Description Usage Arguments Value Author(s) See Also Examples

View source: R/coef.frontier.R

Description

Extract the coefficients from stochastic frontier models returned by frontier.

Usage

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## S3 method for class 'frontier'
coef( object, which = "mle", extraPar = FALSE, ... )

Arguments

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.

Value

coef.frontier returns a named vector of the coefficients.

Author(s)

Arne Henningsen

See Also

coef.summary.frontier and sfa.

Examples

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   # example included in FRONTIER 4.1
   data( front41Data )

   sfaResult <- sfa( log( output ) ~ log( capital ) + log( labour ),
      data = front41Data )
   coef( sfaResult, which = "ols" )
   coef( sfaResult, which = "grid" )
   coef( sfaResult )

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

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