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st: iid error term in frontier models

From   "Sumon Bhaumik" <[email protected]>
To   <[email protected]>
Subject   st: iid error term in frontier models
Date   Sat, 18 Nov 2006 09:51:59 -0000


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.



Dr. Sumon Kumar Bhaumik
Economics and Finance Group
Brunel Business School
Social Sciences Building
Brunel University
Uxbridge, Middlesex UB8 3PH
United Kingdom
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