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  • Marginal effects in Stochastic Frontier Analysis

    Dear all: I am estimating a panel data SFA using the model proposed by Battese and Coelli (1995). I am using the Stata command sfpanel. For the sake of simplicity I explain my problem assuming only one determinant (Z) of both Mu and Usigma. Is the significance of the coefficients of Z a sufficient, necessary or not even necessary condition to derive conclusions about the significance of the marginal effects of Z on the mean and variance of technical efficiency? Maybe it not even a necessary condition. I'd appreciate your help. Thanks, Juan

  • #2
    You'll increase your chances of a useful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output, and sample data using dataex. In your case, knowing exactly what you estimated would be helpful. sfpanel is user-written and so it may not interact with other Stata procedures in the same way almost all Stata commands do. While significance in the estimate is usually pretty much the same as significance of marginal effects in linear models without interactions, I don't know about sfpanel.

    A response regarding a user-written procedure often depends on someone on the list using that procedure. You didn't get a quick answer. Probably your best course is to ask the procedure's authors.

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    • #3
      Thanks Phil. I already got in contact with the authors. Best regards

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