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st: SFE technical estimates STAT and SAS


From   "Price, Joseph" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: SFE technical estimates STAT and SAS
Date   Wed, 9 May 2012 14:53:10 -0500

I am running a half-normal production frontier analysis with frontier.
frontier lnAAA lnBBB  lnCCC lnDDD , distribution(hnormal)  technique(nr)
predict ehte, te
predict ehu, u
predict ehm, m
 
I am also running a half-normal production frontier analysis with proc QLIM.
I would like to be able to get the technical efficiencies to match up to STATA using
frontier. I have been unable to get the same results from both packages.

qlim data=work_dataset1 METHOD=NEWRAP covest=hessian;
model lnAAA = lnBBB lnCCC lnDDD;
endogenous lnAAA ~ frontier (type=HALF production);
output out = work_out1 TE1 TE2 EXPECTED;

The documentation for the technical efficicneies in SAS are
TE1 
outputs estimates of 
technical efficiency for each producer in the stochastic frontier model 
suggested by Battese and Coelli (1988). 
TE2 
outputs estimates of 
technical efficiency for each producer in the stochastic frontier model 
suggested by Jondrow et al. (1982). 

STATA documents 
produces estimates of the technical efficiency via TE = E(exp(-u|e)]
This has been documented as derrived from (by Battese and Coelli (1988) too?
and can also produce
produces estimates of minus the natural log of the technical efficiency via TE = exp(-E(u|e)]
produces estimates of minus the natural log of the technical efficiency via TE = exp(-M(u|e)]

I would appreciate any help with this issue. Has anyone been able to get the same results from QLIM and frontier?
 
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