Hi,
I am estimating the following model using the "frontier" command in Stata:
y = b0 + b1*x1 + b2*x2 + .... + bn*xn + u + v
when u is the efficiency term with a half normal distribution, and v is the iid error term ~ N(0, sigma^2). After the model has been estimated, I can generate the predicted value of the u term using the command
. predict uhat, u
Now, I want to generate values for the iid v term. But there seems to be no direct command in Stata to do that. Am I missing something?
If you respond to this message, could you please copy your response to [email protected]?
Many thanks in advance.
Regards,
Sumon
____________________________________________________________________________
Dr. Sumon Kumar Bhaumik
Economics and Finance Group
Brunel Business School
Social Sciences Building
Brunel University
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United Kingdom
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