Re: st: FW: Wrong skeweness for stochastic frontier analysis - impose it in MLE
Date
Mon, 15 Apr 2013 10:10:40 +0100
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Nick
njcoxstata@gmail.com
On 15 April 2013 09:39, laura.di.giorgio@usi.ch <laura.di.giorgio@usi.ch> wrote:
> some days ago I sent the inquiry below and I am wondering if you have got it..maybe I lost your answer so I am trying to send it once again.
From: Di Giorgio Laura
> I would like to estimate Stochastic Frontier Models but my residuals are skewed in the wrong direction.
> I have read on this paper http://www.ntu.edu.sg/home/guiying.wu/FHWFinal20121226.pdf that it is possiblet to impose right skeweness as a constraint.
>
> Is anybody of you familiar with this procedure and can give me some details on how to perform it?
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