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st: generate standard errors for efficiency estimates in xtfrontier?


From   [email protected]
To   [email protected]
Subject   st: generate standard errors for efficiency estimates in xtfrontier?
Date   Mon, 19 Apr 2010 08:45:25 -0400

Hello everyone,

I am using -xtfrontier- to estimate technical efficiency, and I would
like to include the standard errors for the efficiency terms predicted.

I used the following commands:

.xtfrontier /depvar independentvars/, ti
.predict efficiency, te

But I can't figure out how to generate standard errors for the point
estimates.  After reading through the help sections, I tried using
-predictnl-, with the following command:

.predictnl efficiency=predict(te), standerror(se)

But I received an error message:
"expression is a function of possibly stochastic quantities other
than e(b)"

I've searched the archives and the stata help files and haven't been
able to find an answer to this.

Thanks,
Curtis


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