logLik: Extract log-likelihood value of classic or latent class...

In sfaR: Stochastic Frontier Analysis using R

Extract log-likelihood value of classic or latent class stochastic models

Description

logLik extracts the log-likelihood value(s) from classic or latent class stochastic frontier models estimated with sfacross or lcmcross.

Usage

## S3 method for class 'sfacross'
logLik(object, individual = FALSE, ...)

## S3 method for class 'lcmcross'
logLik(object, individual = FALSE, ...)

Arguments

object	A classic or latent class stochastic frontier model returned by sfacross or lcmcross.
individual	Logical. If FALSE (default), the sum of all observations' log-likelihood values is returned. If TRUE, a vector of each observation's log-likelihood value is returned.
...	Currently ignored.

Value

logLik returns an object of class 'logLik', which is either a numeric matrix with the log-likelihood value (logLik), the total number of observations (Nobs) and the number of free parameters (df), when individual = FALSE,

or a list of elements, containing the log-likelihood of each observation (logLik), the total number of observations (Nobs) and the number of free parameters (df), when individual = TRUE.

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")
  logLik(tl_u_ts)

## Using data on eighty-two countries production (DGP)
# LCM Cobb Douglas (production function) half normal distribution
cb_2c_h <- lcmcross(formula = ly ~ lk + ll + yr, udist = "hnormal", data = worldprod, S = 1)
  logLik(cb_2c_h, individual = TRUE)

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