[R] comparing two "half-normal production" stochastic frontier functions

[Rainer M Krug]

Arne Henningsen <arne.henningsen at gmail.com> writes:

> Dear Rainer
>
> On 3 October 2014 14:51, Rainer M Krug <Rainer at krugs.de> wrote:
>> I am using the function frontier::sfa (from the package frontier) to
>> estimate several "half-normal production" stochastic frontier functions.
>>
>> Now I want to compare the coefficients of the linear frontier function
>> and see if they are different.
>>
>> According to my stackexchange (CrossValidated) question [1] I can
>> compare these as I can compare a normal linear regression.
>>
>> In R, I would uswe the function anova to do this model comparison -
>> correct?
>>
>> Now this function does not accept objects of the type 'frontier' - so
>> how can I do this comparison in R?
>>
>> To re-iterate, I want to know if the coefficients of the frontier line
>> (slope and intercept) are significantly different.
>>
>> Below please find a reproducible example based on data provided in the
>> package, of what I did, and below the transcript.
>>
>> --8<---------------cut here---------------start------------->8---
>> library(frontier)
>> data(front41Data)
>> dat1 <- front41Data[1:30,]
>> dat2 <- front41Data[30:60,]
>> x1 <- sfa(log(output) ~ log(capital), data=dat1)
>> x2 <- sfa(log(output) ~ log(capital), data=dat2)
>> x1
>> x2
>> anova(x1, x2
>> --8<---------------cut here---------------end--------------->8---
>
> library( "frontier" )
> data( "front41Data" )
>
> # estimate pooled model
> mp <- sfa( log(output) ~ log(capital), data = front41Data )
>
> # create a dummy variable
> front41Data$dum <- rep( c( 1, 0 ), 30 )
>
> # estimate model with different intercepts and different slopes
> # but the same sigmsSq and the same gamma
> md <- sfa( log(output) ~ log(capital)*dum, data = front41Data )
>
> # likelihood ratio test
> lrtest( mp, md )
>
>
> If you have further questions regarding the frontier package, you may
> also use the "help" forum at frontier's R-Forge site:

Thanks - I will follow this up there

Rainer

>
> https://r-forge.r-project.org/projects/frontier/
>
> ...and please do not forget to cite the frontier package in your
> publications (see output of the R command 'citation("frontier")').
>
> Best regards,
> Arne

-- 
Rainer M. Krug, PhD (Conservation Ecology, SUN), MSc (Conservation Biology, UCT), Dipl. Phys. (Germany)

Centre of Excellence for Invasion Biology
Stellenbosch University
South Africa

Tel :       +33 - (0)9 53 10 27 44
Cell:       +33 - (0)6 85 62 59 98
Fax :       +33 - (0)9 58 10 27 44

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email:      Rainer at krugs.de

Skype:      RMkrug

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