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Re: st: stochastic frontier analysis efficiency scores


From   Scott Merryman <scott.merryman@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: stochastic frontier analysis efficiency scores
Date   Tue, 23 Feb 2010 08:07:07 -0600

This model -xtfrontier , tvd- imposes a common time-varying
inefficiency decay model.  That is, all firms will be come more
efficient over time.

You might try using -frontier- with firm level dummy variables to
control firm-specific effects.

Scott


On Fri, Feb 19, 2010 at 4:39 AM,
<Arne.Bueschemann@wiwi.uni-paderborn.de> wrote:
> We have a panel dataset covering all Valuations for 30 companies for each
> year between 2001 and 2009 as well as several independent variables.
> Therefore, we applied a xtfrontier model to discover the technical
> efficiency for each company and each year. Now we have the problem that
> the efficiency scores vary in each year but the yearly ranking of all
> companies remains the same which we consider highly unlikely.
>
> We used following command: xtfrontier logdep indep1 indep2  l indep3  l
> indep4  l indep5  l indep6  l indep7, tvd i(id) t( idtime)
>
> and for the post estimation we used: predict efficiency, te
>
> What we try to find out: Does the efficiency of the companies increase or
> decrease over time and does the ranking between the companies change in
> regard to technical efficiency. Therefore, we are not quite sure how to
> use xtfrontier command or if we should apply frontier analysis for each
> year separately.
>
> We would appreciate your help and to let us know which model we should
> apply
>
> Best regards,
> Arne

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