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Another Look at the American Electrical Utility Data

Christian Ritter and Leopold Simar ()
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Christian Ritter: CORE and Institut de Statistique, Université catholique de Louvain, B-1348 Louvain-la-Neuve, Belgium

No 1994007, CORE Discussion Papers from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Abstract: The American electric utility data, which are frequently analyzed in the context of frontier models, can be explained by a linear model without inefficiencies. the observed maximum likelihood for this linear model is very mildly smaller than the maximum likelihood for more flexible stochastic frontier models and the log-likelihood-ratio statistic for an approxImate [chi. exp2] test of the simple least squares model against normal exponential and normal-gamma stochastic frontier models is far from significant.

Keywords: Exploratory data analysis; ordinary least squares; normal-gamma composed errors; maximum likelihood (search for similar items in EconPapers)
Date: 1994-01-01
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