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st: RE: Dear Statlisters,

From   "Scott Merryman" <[email protected]>
To   <[email protected]>
Subject   st: RE: Dear Statlisters,
Date   Wed, 6 Sep 2006 21:02:52 -0500

-frontier- does automatically test if there is no technical inefficiency
components.  It is reported at the bottom of the output "...test of
sigma_u=0..." when the default half-normal distribution is used.

See [R] frontier for more details.


> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Yi Sun
> Sent: Tuesday, September 05, 2006 8:14 PM
> To: [email protected]
> Subject: st: Dear Statlisters,
> Dear Statlisters,
> i have encountered a few problems of carrying out the log likelihood test
> (lrtest) to determine whether the technical inefficiency exists in my
> model. I believe i will need to carry out an OLS estimate of my model,
> which uses the log likelihood statistic there in order to compute the
> statistic = -2 *{ln[L(H0)]-ln[L(H1)]}. On the other hand, i am wondering
> if there is a common that enables the frontier output to be worked out
> directly. Many thanks.

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