residuals: Extract residuals of classic or latent class stochastic...

residualsR Documentation

Extract residuals of classic or latent class stochastic models

Description

This function returns the residuals' values from classic or latent class stochastic frontier models estimated with sfacross or lcmcross.

Usage

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

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

Arguments

object

A classic or latent class stochastic frontier model returned by sfacross or lcmcross.

...

Currently ignored.

Value

When the object is of class 'sfacross', residuals returns a vector of residuals values.

When the object is of class 'lcmcross', residuals returns a data frame containing the residuals values for each latent class, where each variable terminates with "_c#", "#" being the class number.

Note

The residuals values are ordered in the same way as the corresponding observations in the dataset used for the estimation.

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')
  resid.tl_u_ts <- residuals(tl_u_ts)
  head(resid.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)
  resid.cb_2c_h <- residuals(cb_2c_h)
  head(resid.cb_2c_h)

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