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st: Help with Frontier output - Chibar test


From   "maria croppenstedt" <mariacroppenstedt@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Help with Frontier output - Chibar test
Date   Tue, 27 Sep 2005 14:48:24 +0200

Dear listers,

In the frontier output for Stata there is a test called chibar2 (LR test for
sigma_u=0).

The help explanation implies that the test is based on the assumption that
the inefficiency term is "a 50:50 mixture of a chisquare with no degrees of
freedom (i.e. a point mass at zero) and a chisquare with 1 degree of
freedom."

This seems to be incompatible with the half-normal distribution assumed by
most software, including stata, which does not have a point mass at zero.

Can somebody explain this apparent discrepancy

Thanks to you all
Maria


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