npbr: A Package for Nonparametric Boundary Regression in R

Abdelaati Daouia (), Thibault Laurent and Hohsuk Noh

No 15-576, TSE Working Papers from Toulouse School of Economics (TSE)

Abstract: The package npbr is the first free specialized software for data edge and frontier analysis in the statistical literature. It provides a variety of functions for the best known and most innovative approaches to nonparametric boundary estimation. The selected methods are concerned with empirical, smoothed, unrestricted as well as constrained fits under both single and multiple shape constraints. They also cover data envelopment techniques as well as robust approaches to outliers. The routines included in npbr are user friendly and afford a large degree of flexibility in the estimation specifications. They provide smoothing parameter selection for the modern local linear and polynomial spline methods as well as for some promising extreme value techniques. Also, they seamlessly allow for Monte Carlo comparisons among the implemented estimation procedures. This package will be very useful for statisticians and applied researchers interested in employing nonparametric boundary regression models. Its use is illustrated with a number of empirical applications and simulated examples.

Keywords: boundary curve; concavity; extreme-values; kernel smoothing; linear programming; local linear fitting; monotonicity; multiple shape constraints; piecewise polynomials; spline smoothing; R (search for similar items in EconPapers)
JEL-codes: C14 C61 C63 C87 (search for similar items in EconPapers)
Date: 2015-05
New Economics Papers: this item is included in nep-ore
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Journal Article: npbr: A Package for Nonparametric Boundary Regression in R (2017)
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Persistent link: https://EconPapers.repec.org/RePEc:tse:wpaper:29308

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