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st: iid error term in frontier models


From   "Sumon Bhaumik" <Sumon.Bhaumik@brunel.ac.uk>
To   <statalist-digest@hsphsun2.harvard.edu>
Subject   st: iid error term in frontier models
Date   Sat, 18 Nov 2006 09:51:59 -0000

Hi,

I am estimating the following model using the "frontier" command in Stata:

y = b0 + b1*x1 + b2*x2 + .... + bn*xn + u + v

when u is the efficiency term with a half normal distribution, and v is the iid error term ~ N(0, sigma^2). After the model has been estimated, I can generate the predicted value of the u term using the command

. predict uhat, u

Now, I want to generate values for the iid v term. But there seems to be no direct command in Stata to do that. Am I missing something?

If you respond to this message, could you please copy your response to Sumon.Bhaumik@brunel.ac.uk?

Many thanks in advance.

Regards,

Sumon

____________________________________________________________________________
Dr. Sumon Kumar Bhaumik
Economics and Finance Group
Brunel Business School
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Brunel University
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United Kingdom
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