Panel Stochastic frontier model

[ANDRE GBATO]

Dear Statalist,

I am working on a stochastic frontier analysis to analyze technical efficiency and identify source of inefficiency. I would like to use the model defined in Filippini, M., & Greene, W. (2016) " Persistent and transient productive inefficiency: a maximum simulated likelihood approach". Journal of Productivity Analysis, 45(2), 187-196.

So how can I go about it?

Any help would be appreciated

Kind regards,

[ANDRE GBATO]

Dear statalist

I wish to estimate time invariant inefficiency and time variant inefficiency on a panel data of 80 countries and a time period of 30 years. My data contains gaps. A sample is in copy.
I wish more precisely to estimate the model GTRE developed by Filippini, M., and Greene, W. (2016) "Persistent and transient productive inefficiency: a maximum simulated likelihood approach". Journal of Productivity Analysis, 45 (2), 187-196.

How can I do it on stata?

* Example generated by -dataex-. To install: ssc install dataex
clear
input int year str3 iso float(y x1 x2 x3 x4)
1980 "AGO"        .       .       .        .       .
1981 "AGO"        .       .       .        .       .
1982 "AGO"        .       .       .        .       .
1983 "AGO"        .       .       .        .       .
1984 "AGO"        .       .       .        .       .
1985 "AGO"        .       . 13.7915      100 2802.22
1986 "AGO"        .       .  13.681      100 2800.65
1987 "AGO"        .       .  14.201      100 2944.92
1988 "AGO"        .       . 18.9905      100  3033.4
1989 "AGO"        .       .  17.729  66.6666 2967.83
1990 "AGO"        .       . 18.3557  66.6666 2877.32
1991 "AGO"        .       .  24.175       50 2757.48
1992 "AGO"        .       . 10.3077 142.3077 2485.57
1993 "AGO"        .       .  11.574 109.2936 1810.84
1994 "AGO"        .       .  6.6464 161.2061  1814.7
1995 "AGO"        .       . 7.31225        . 1942.88
1996 "AGO" 1.618958 43.5756 7.02687 152.1101 2098.98
1997 "AGO" 1.886471 37.1332 9.00202 137.6737 2202.93
1998 "AGO"  2.17524 25.1207 13.0338 129.8675 2288.84
1999 "AGO" 1.812953  44.161 6.29026 178.9938 2295.96
2000 "AGO" 1.756391 48.6753 5.66469 152.4557 2293.39
2001 "AGO" 2.260976 38.9576 8.15638 150.3355 2312.76
2002 "AGO" 2.224594 31.9158       . 128.7954 2079.18
2003 "AGO" 2.256088 30.2589       . 130.4368 2112.02
2004 "AGO" 2.123751 30.8188       . 124.2065 2260.01
2005 "AGO" 2.329539 35.0316       . 139.5766 2580.59
2006 "AGO" 2.198319 40.2139       . 118.6079 3010.07
2007 "AGO" 2.101182 37.1377       . 117.4738 3566.55
2008 "AGO" 2.185449 41.1943       .  127.545 3924.67
2009 "AGO" 2.226152  24.199       . 110.3163 3886.59
2010 "AGO" 2.178791 32.9888       . 105.3377 3886.48
2011 "AGO"        .       .       . 107.5156 3905.82
2012 "AGO"        .       .       . 102.0528  3972.6
2013 "AGO"        .       .       .  95.0689 4105.28
1980 "BEN" 2.104981       0 35.4327  53.1386 593.482
1981 "BEN" 2.693573       0 32.6647  59.8894 634.772
1982 "BEN" 2.742896       0 32.5012  57.8573 630.942
1983 "BEN" 2.506456       0 33.1576   45.342 586.503
1984 "BEN" 2.218574       0 33.3116  50.5113  614.98
1985 "BEN"  2.26746       0 31.5455  60.3012 642.272
1986 "BEN" 2.393787       0 33.6711  49.2914  637.31
1987 "BEN" 2.259559       0 33.2799  46.2181 609.567
1988 "BEN" 2.223777       0 34.3801  45.8868 611.592
1989 "BEN" 1.911334       0 37.8569  38.3003 575.602
1990 "BEN" 2.005231       0 34.6549  45.7202 606.571
1991 "BEN" 2.131951       0 35.0438  51.3447 610.093
1992 "BEN" 2.265315       0 33.9419  56.7407 605.281
1993 "BEN" 2.324405       0 34.1195  55.3818 617.174
1994 "BEN" 2.393641       0  32.294  64.4005 607.406
1995 "BEN"   2.4352       0 33.0902  63.8001 622.725
1996 "BEN" 2.468896       0 35.7053  56.5178 629.599
1997 "BEN"  2.53422       0 35.7819  58.7116 646.346
1998 "BEN" 2.534149       0 36.5766  59.5936 652.939
1999 "BEN" 2.572956       0 26.4996    64.67  668.02
2000 "BEN" 2.642729       0 25.8043  55.9917 685.911
2001 "BEN" 2.616191       0 25.3414   57.276 699.761
2002 "BEN" 2.667277       0  26.886  51.4843 708.576
2003 "BEN" 2.711704       0 25.5945  48.7224 708.986
2004 "BEN" 2.697926       0 27.7723  46.3703 716.364
2005 "BEN"  2.68455       0 27.5253  45.8165 705.511
2006 "BEN"  2.74095       0 28.2573  46.8519 710.658
2007 "BEN"  2.83239       0 27.6154   57.805 730.373
2008 "BEN" 2.850007       0 27.1807  56.4979 743.413
2009 "BEN" 2.812927       0  26.897  52.7005 738.639
2010 "BEN" 2.788769       0 25.8318   60.993 732.954
2011 "BEN"        .       . 25.6384  55.5788 733.865
2012 "BEN"        .       . 25.2448  60.3692 747.276
2013 "BEN"        .       . 24.0206   69.072 777.601
1980 "BWA" 2.592273 2.26477 14.6863 119.5015 1900.57
1981 "BWA" 2.726708 11.3425  14.272 121.2354 1999.14
1982 "BWA" 2.546629 6.57049 11.6723 123.8362 2165.03
1983 "BWA" 2.556553 7.10815 9.01178  124.649 2367.48
1984 "BWA" 2.606364 10.6313 7.65308 118.7735 2485.35
1985 "BWA" 2.344427  15.564 6.38617 117.5228 2576.41
1986 "BWA" 2.199864 20.6517 5.68768 117.4595 2698.63
1987 "BWA" 2.171412  22.327 6.69929 123.5718 2925.75
1988 "BWA" 2.078392 16.1887 5.96082 114.4515 3388.96
1989 "BWA" 2.171978 21.6417 4.96669 105.3609 3717.96
1990 "BWA" 2.347052 19.0931 4.85331 104.8473 3854.69
1991 "BWA" 2.298817 23.9396 4.81753  99.5584  4024.7
1992 "BWA" 2.579937 20.7035 5.20493  89.7513 4027.65
1993 "BWA" 2.614508  17.535  5.0092  86.2082 3995.65
1994 "BWA" 2.506081 18.7101 4.07905  88.1806 4036.29
1995 "BWA" 2.991965 17.8779 4.90983  94.5952 4218.22
1996 "BWA" 2.175884 15.9669 3.94775 90.95551 4365.71
1997 "BWA" 2.111079 19.2914 3.81125 108.6044 4618.65
1998 "BWA" 2.213202 20.5213 3.42497 101.8411 4562.55
1999 "BWA" 2.201886 11.7477 3.25436  98.9291 4915.01
2000 "BWA" 2.427781 23.2694 3.04982  91.9247 4931.27
2001 "BWA" 2.353183  23.743 2.80789  87.5251 4870.83
2002 "BWA" 2.229375 18.1498  2.5921 91.83569 5096.66
2003 "BWA" 2.561976 18.7437 2.97299  85.8341 5262.43
2004 "BWA" 2.627621 17.3109 2.53785  90.9978  5330.3
2005 "BWA" 2.682992  16.553 2.03228  88.5054 5488.71
2006 "BWA" 2.614757 16.8132 2.25496  86.3346 5848.42
2007 "BWA"  2.76552 17.2581 2.49489 95.10471 6218.65
2008 "BWA" 2.782557 11.9721  2.8338  96.7159 6481.14
2009 "BWA"  2.97881  12.403 3.21004  86.6861 5867.86
2010 "BWA" 2.903041 9.00484 2.78435  94.8997    6244
2011 "BWA"        .       . 2.71643 101.3604 6488.97
end

[Carlo Lazzaro]

Andre:
see -help frontier-.

[Aminata ZONG-NABA]

Dear all,
i have a same problem with ANDRE GBATO but i want to estimate persistent and transient inefficacity with Filippini and Greene (2016) method
please can i help me with command in stata?

Thanks!

[Lindikaya Myeki]

I would like to do the same analysis. please share the stata commands or r codes if you managed to get them.

[Andrew Musau]

See https://www.statalist.org/forums/for...=1664713511152