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From |
Federico Belotti <f.belotti@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Stochastic Frontier |

Date |
Thu, 11 Apr 2013 23:04:49 +0200 |

Alexander, my suggestion is to look at the following http://ideas.repec.org/p/rtv/ceisrp/251.html I hope it may be of some help to you in understanding pros and cons of SFs and how to model heterogeneity/heteroscedasticity of the inefficiency term. Federico On Apr 11, 2013, at 9:34 PM, Alexander wrote: > Thank you very much for your response. > > There are about 600 banks in the dataset. There is a size-related variation between the observations as some of the banks are much larger then all others. > > I assume truncated normal distribution, however I am at loss regarding how to test for the heterogeneity/heteroscedasticity of the inefficiency term? > > > Alexander > > > 10.04.2013, 17:05, "Federico Belotti" <f.belotti@gmail.com>: >> The results of your exercise may be driven from a bunch of things. >> How many banks are there in your dataset? Do their cost, output and input prices show cross-sectional variation? >> >> Could you be more specific about your model? >> Which distribution for the inefficiency term? What about heterogeneity/heteroscedasticity of the latter? >> >> Federico >> >> On Apr 10, 2013, at 2:17 PM, wdawd awdadw wrote: >> >>> Hello, >>> >>> I am trying to perform a stochastic frontier analysis on a cross-sectional data of sample of banks in one country to try to estimate banks' cost-efficiency using frontier stata function. >>> >>> I am using a translog function of total costs as a dependent value with 2 outputs and 2 input prices as regressors. >>> >>> My problem is that the results of the exercise (after I predict inefficiency estimates) are questionable with the estimates not materially differing from one another (hundreths) all of them rougly equal to 10. (10,345 10,352 10,356, etc.) which is quite strange. >>> >>> Are there any suggesitons on what's the reason behind this? >>> >>> Any help much appreciated. >>> >>> Best regards, >>> Alexander >>> * >>> * For searches and help try: >>> * http://www.stata.com/help.cgi?search >>> * http://www.stata.com/support/faqs/resources/statalist-faq/ >>> * http://www.ats.ucla.edu/stat/stata/ >> >> -- >> Federico Belotti, PhD >> Research Fellow >> Centre for Economics and International Studies >> University of Rome Tor Vergata >> tel/fax: +39 06 7259 5627 >> e-mail: federico.belotti@uniroma2.it >> web: http://www.econometrics.it >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/faqs/resources/statalist-faq/ >> * http://www.ats.ucla.edu/stat/stata/ > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ -- Federico Belotti, PhD Research Fellow Centre for Economics and International Studies University of Rome Tor Vergata tel/fax: +39 06 7259 5627 e-mail: federico.belotti@uniroma2.it web: http://www.econometrics.it * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Stochastic Frontier***From:*wdawd awdadw <batistutaba@yandex.ru>

**Re: st: Stochastic Frontier***From:*Federico Belotti <f.belotti@gmail.com>

**Re: st: Stochastic Frontier***From:*Alexander <batistutaba@yandex.ru>

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