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Re: st: Panel data + stochastic frontier (xtfrontier)


From   "Dev Vencappa" <lexdvv@nottingham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Panel data + stochastic frontier (xtfrontier)
Date   Wed, 29 Sep 2004 16:09:50 +0100

>>
Sumon, 
if the problem is only about testing between the two functional forms, then a simple solution is to test the joint significance of the extra parameters on the Translog function, using an F test for instance, using a pooled regression in the first place. That should help you decide between the two. Once you have done that, you can then run the xtfrontier command on your preferred functional form. Also, you may want to look at the constraints option in the xtfrontier command.  But then, there may be other better ways.


Dev


>>> s.bhaumik@qub.ac.uk 29/09/04 16:01:22 >>>
Hi,

I would like to use the xtfrontier command in Stata to estimate
a stochastic frontier model for panel data. Now, stochastic
frontier models can have Cobb-Douglas or translog functional
forms. Hence, there has to be a way to test which one of these
functional form better fits the data, and then use that functional
form for the estimation. How can one do that in the context of the
xtfrontier command?

Regards,

Sumon

___________________________________
Dr. Sumon Kumar Bhaumik
School of Management and Economics
Queen's University Belfast
25 University Square
Belfast BT7 1NN
Phone: +44 28 9097-3273
Web page: http://www.qub-efrg.com/staff/sbhaumik/ 
Emerging Markets Finace & Trade
(http://www.mesharpe.com/results1.asp?ACR=REE)
Eurasian Review of Economics and Finance 
(http://www.managementschool.ed.ac.uk/research/journals/eref/)


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