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SFCROSS: Stata module for cross-sectional stochastic frontier models estimation

Federico Belotti, Silvio Daidone, Vincenzo Atella and Giuseppe Ilardi

Statistical Software Components from Boston College Department of Economics

Abstract: The -sfcross- command mirrors the official -frontier- command functionality, adding new features such as: i ) the estimation of Normal-Gamma models via Simulated Maximum Likelihood (Greene 2003); ii ) the estimation of the Normal-Truncated Normal model proposed by Wang (2002) in which both the location and the scale parameters of the inefficiency distribution can be expressed as a function of exogenous covariates; and iii ) the opportunity to manage complex survey data characteristics (via the -svyset- command).

Language: Stata
Requires: Stata version 11
Keywords: frontier estimation; stochastic frontier (search for similar items in EconPapers)
Date: 2013-04-16, Revised 2013-06-01
Note: This module should be installed from within Stata by typing "ssc install sfcross". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Citations: View citations in EconPapers (1)

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/s/sfcross.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/sfcross_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/sfcross.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/sfcross_postestimation.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lsfcross.mlib Mata object library (application/x-stata)

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