Returning Residuals

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Description

This method returns the residuals from stochastic frontier models estimated with the frontier package (e.g. function sfa).

Usage

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## S3 method for class 'frontier'
residuals( object, asInData = FALSE, ... )

Arguments

object

a stochastic frontier model estimated with the frontier package (e.g. function sfa).

asInData

logical. If TRUE, the residuals are returned in the same order as the corresponding observations in the data set used for the estimation (see section ‘value’ below).

...

currently ignored.

Value

If argument asInData is FALSE (default), a matrix of the residuals is returned, where each row corresponds to a firm (cross-section unit) and each column corresponds to a time period.

If argument asInData is TRUE, a vector of residuals is returned, where the residuals are in the same order as the corresponding observations in the data set used for the estimation.

Author(s)

Arne Henningsen

See Also

sfa, residuals.

Examples

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   # rice producers in the Philippines (panel data)
   data( "riceProdPhil" )
   library( "plm" )
   riceProdPhil <- plm.data( riceProdPhil, c( "FMERCODE", "YEARDUM" ) )

   # Error Components Frontier (Battese & Coelli 1992), no time effect
   rice <- sfa( log( PROD ) ~ log( AREA ) + log( LABOR ) + log( NPK ),
      data = riceProdPhil )
   residuals( rice )
   riceProdPhil$residuals <- residuals( rice, asInData = TRUE )

   # Error Components Frontier (Battese & Coelli 1992), with time effect
   riceTime <- sfa( log( PROD ) ~ log( AREA ) + log( LABOR ) + log( NPK ),
      data = riceProdPhil, timeEffect = TRUE )
   residuals( riceTime )
   riceProdPhil$residualsTime <- residuals( riceTime, asInData = TRUE )