XTNONDYNTHRESHSFA: Stata module to estimate Threshold Effects in Non-Dynamic Panel Data Stochastic Frontier Models

Ibrahima Diallo

Statistical Software Components from Boston College Department of Economics

Abstract: xtnondynthreshsfa performs estimations of threshold effects in non-dynamic panel data stochastic frontier models. This command estimates fixed-effects non-dynamic panel data stochastic frontier models with threshold effects. It allows to obtain both single and multiple thresholds estimates alongside the slope coefficients. It also tests for the existence of threshold effects. After estimation, the command permits to calculate both the time-invariant technical inefficiency and the individual-specific efficiency scores. xtnondynthreshsfa is an extension of Wang (The Stata Journal, 2015) xthreg command to the world of panel data stochastic frontier models in the presence of threshold effects. The theory behind the command xtnondynthreshsfa is provided by Yelou, Larue and Tran (Economic Modelling, 2010).

Language: Stata
Requires: Stata version 17 and xthreg from SJ st0373
Keywords: threshold effects; panel data; stochastic frontier (search for similar items in EconPapers)
Date: 2024-04-29
Note: This module should be installed from within Stata by typing "ssc install xtnondynthreshsfa". 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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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/x/xtnondynthreshsfa.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtnondynthreshsfacomps.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtnondynthreshsfa.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtnondynthreshsfadata.dta sample data file (application/x-stata)

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