Fitting endogenous stochastic frontier models in Stata

• Mustafa U. Karakaplan ^[1]
  1. [1] Georgetown University

     Georgetown University

     Estados Unidos

     
• Localización: The Stata journal, ISSN 1536-867X, Vol. 17, Nº. 1, 2017, págs. 39-55
• Idioma: inglés
• DOI: 10.1177/1536867x1701700103
• Texto completo no disponible (Saber más ...)
• Resumen

  • 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