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Re: st: SFA - variance parameter


From   smerryman@kc.rr.com
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: SFA - variance parameter
Date   Tue, 04 May 2004 09:01:17 -0500

True,

I was looking through Greene's "Econometric Analysis" where var[u] = 1/theta^2 and just solved for theta.

Thanks,
Scott


----- Original Message -----
From: David Kantor <dkantor@jhu.edu>
Date: Tuesday, May 4, 2004 8:37 am
Subject: Re: st: SFA - variance parameter

> At 07:04 AM 5/4/2004 -0500, Scott Merryman wrote, in response to a 
> question 
> from Erik Brouwer,
> 
> >I believe theta = sqrt(1/(sigma_u)^2)
> 
> I don't know anything about stochastic frontier analysis, but 
> isn't that 
> the same as
> 
> abs(1/(sigma_u))  ?
> 
> 
> David Kantor
> Institute for Policy Studies
> Johns Hopkins University
> dkantor@jhu.edu
> 410-516-5404
> 


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