coef: Extract coefficients of classic or latent class stochastic...

In sfaR: Stochastic Frontier Analysis using R

Extract coefficients of classic or latent class stochastic models

Description

From an object of class 'summary.sfacross' or 'summary.lcmcross', coef extracts the coefficients, their standard errors, z-values, and (asymptotic) P-values.

From on object of class 'sfacross' or 'lcmcross', it extracts only the estimated coefficients.

Usage

## S3 method for class 'summary.sfacross'
coef(object, ...)

## S3 method for class 'summary.lcmcross'
coef(object, ...)

## S3 method for class 'sfacross'
coef(object, extraPar = FALSE, ...)

## S3 method for class 'lcmcross'
coef(object, extraPar = FALSE, ...)

Arguments

object	A classic or latent class stochastic frontier model returned by sfacross or lcmcross, or an object of class 'summary.sfacross' or 'summary.lcmcross'.
extraPar	Logical (default = FALSE). Only applies to objects of class 'sfacross' or 'lcmcross'. If TRUE, additional parameters are returned: sigmaSq = sigmauSq + sigmavSq lambdaSq = sigmauSq/sigmavSq sigmauSq = \exp{(Wu)} = \exp{(δ Z_u)} sigmavSq = \exp{(Wv)} = \exp{(φ Z_v)} sigma = sigmaSq^0.5 lambda = lambdaSq^0.5 sigmau = sigmauSq^0.5 sigmav = sigmavSq^0.5 gamma = sigmauSq/(sigmauSq + sigmavSq)
...	Currently ignored.

Value

For objects of class 'summary.sfacross' or 'summary.lcmcross', coef returns a matrix with four columns. Namely, the estimated coefficients, their standard errors, z-values, and (asymptotic) P-values.

For objects of class 'sfacross' or 'lcmcross', coef returns a numeric vector of the estimated coefficients. If extraPar = TRUE, additional parameters, detailed in the section ‘Arguments’, are also returned. In the case of object of class 'lcmcross', each additional parameter terminates with "#" that represents the class number.

Author(s)

K Hervé Dakpo, Yann Desjeux and Laure Latruffe

See Also

sfacross, for the stochastic frontier analysis model fitting function.

lcmcross, for the latent class stochastic frontier analysis model fitting function.

Examples

## Using data on fossil fuel fired steam electric power generation plants in the U.S.
# Translog SFA (cost function) truncated normal with scaling property
tl_u_ts <- sfacross(formula = log(tc/wf) ~ log(y) + I(1/2 * (log(y))^2) +
    log(wl/wf) + log(wk/wf) + I(1/2 * (log(wl/wf))^2) + I(1/2 * (log(wk/wf))^2) +
    I(log(wl/wf) * log(wk/wf)) + I(log(y) * log(wl/wf)) + I(log(y) * log(wk/wf)),
    udist = "tnormal", muhet = ~ regu, uhet = ~ regu, data = utility, S = -1,
    scaling = TRUE, method = "mla")
  coef(tl_u_ts, extraPar = TRUE)
  coef(summary(tl_u_ts))

sfaR documentation built on May 3, 2022, 3 p.m.