True,
I was looking through Greene's "Econometric Analysis" where var[u] = 1/theta^2 and just solved for theta.
Thanks,
Scott
----- Original Message -----
From: David Kantor <[email protected]>
Date: Tuesday, May 4, 2004 8:37 am
Subject: Re: st: SFA - variance parameter
> At 07:04 AM 5/4/2004 -0500, Scott Merryman wrote, in response to a
> question
> from Erik Brouwer,
>
> >I believe theta = sqrt(1/(sigma_u)^2)
>
> I don't know anything about stochastic frontier analysis, but
> isn't that
> the same as
>
> abs(1/(sigma_u)) ?
>
>
> David Kantor
> Institute for Policy Studies
> Johns Hopkins University
> [email protected]
> 410-516-5404
>
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