[R-pkgs] New package "frontier" for Stochastic Frontier Analysis (SFA)
Arne Henningsen
arne.henningsen at googlemail.com
Sat Nov 8 22:53:20 CET 2008
Hi!
A few weeks ago, I have uploaded a new R package "frontier" for Stochastic
Frontier Analysis (SFA) [1] to CRAN [2]. It includes the FORTRAN code of Tim
Coelli's [3] software "Frontier 4.1" [4]. Hence, the R package "frontier"
should have the same capabilities as "Frontier 4.1", i.e. Maximum Likelihood
Estimation of Stochastic Frontier Production and Cost Functions. Two
specifications are available: the error components specification with
time-varying efficiencies (Battese and Coelli, 1992) [5] and a model
specification in which the firm effects are directly influenced by a number
of variables (Battese and Coelli, 1995) [6].
The functions "front41WriteInput" and "front41ReadOutput" for creating
input files for and reading output files of "Frontier 4.1" will be moved from
the "micEcon" package [7] to the "frontier" package within a short time.
The "frontier" package is developed on R-Forge [8]. All useRs and
developeRs are invited to contribute to this package.
[1] http://en.wikipedia.org/wiki/Stochastic_Frontier_Analysis
[2] http://cran.r-project.org/web/packages/frontier/index.html
[3] http://www.uq.edu.au/economics/cepa/coelli.htm
[4] http://www.uq.edu.au/economics/cepa/frontier.htm
[5] Battese, G. E. & Coelli, T. J. (1992): Frontier Production Functions,
Technical Efficiency and Panel Data: With Application to Paddy Farmers in
India. Journal of Productivity Analysis, 3, p. 153-169.
[6] Battese, G. E. & Coelli, T. J. (1992) A Model for Technical Inefficiency
Effects in a Stochastic Frontier Production Function for Panel Data.
Empirical Economics, 20, p. 325-332.
[7] http://cran.r-project.org/web/packages/micEcon/index.html
[8] http://r-forge.r-project.org/projects/frontier/
Any hints, suggestions, and bug reports are welcome,
Arne
--
Arne Henningsen
http://www.arne-henningsen.name
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