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st: iid error term in frontier models

From   "Sumon Bhaumik" <>
To   <>
Subject   st: iid error term in frontier models
Date   Sat, 18 Nov 2006 09:51:59 -0000


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

Many thanks in advance.



Dr. Sumon Kumar Bhaumik
Economics and Finance Group
Brunel Business School
Social Sciences Building
Brunel University
Uxbridge, Middlesex UB8 3PH
United Kingdom
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