Fitting endogenous stochastic frontier models in Stata


Karakaplan M.

STATA JOURNAL, cilt.17, ss.39-55, 2017 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 17 Konu: 1
  • Basım Tarihi: 2017
  • Doi Numarası: 10.1177/1536867x1701700103
  • Dergi Adı: STATA JOURNAL
  • Sayfa Sayıları: ss.39-55

Özet

In this article, I introduce sfkk, a new command for fitting endogenous stochastic frontier models. sfkk provides estimators for the parameters of a linear model with a disturbance assumed to be a mixture of two components: a measure of inefficiency that is strictly nonnegative and a two-sided error term from a symmetric distribution. sfkk can handle endogenous variables in the frontier or the inefficiency, and the sfkk estimates outperform the standard frontier estimates that ignore endogeneity.