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From |
"Scott Merryman" <scott.merryman@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Frontier estimation using truncated normal option |

Date |
Sun, 10 Feb 2008 17:05:49 -0600 |

On Feb 9, 2008 1:50 AM, <btgilber@weber.ucsd.edu> wrote: <snip> > If I want to do a likelihood ratio test of > H_o: sigma_u = 0 > With a test statistic of LR = -2*(L(H_o)-L(H_a), > what is the appropriate value for L(H_o)? > > Is it the e(ll_c) value saved in the frontier results > (in which case e(chi2_c) is my test statistic) Yes, it is the log likelihood for H_o: sigma_u = 0 > I thought they would be numerically equivalent (if > sigma_u = 0, the frontier collapses to a simple > linear regression - and the likelihoods for normal > errors should be the same). When simga_u = 0 and mu = 0 then the truncated normal model reduces to OLS. Scott * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Frontier estimation using truncated normal option***From:*btgilber@weber.ucsd.edu

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