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Re: st: SFE technical estimates STAT and SAS


From   Steve Samuels <sjsamuels@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: SFE technical estimates STAT and SAS
Date   Wed, 9 May 2012 17:11:12 -0400

Just a note off topic: while you've spelled "SAS" correctly, you've misspelled "Stata", which has only the beginning letter in upper case.  This is in the FAQ which you agreed to read when you joined the list. 

(The reason for the difference is that SAS is an acronym; its letters stand for words in the original name "Statistical Analysis System" That's not true of the letters in "Stata".) 

On May 9, 2012, at 3:53 PM, Price, Joseph wrote:

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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