st: new packages -sfcross- and -sfpanel- available on SSC

[Federico Belotti <f.belotti@gmail.com>]

Dear listers

Thanks to Kit Baum (as usual), the new packages -sfcross- and -sfpanel- are now installable from SSC.

They allow cross-sectional and panel data stochastic frontier models estimation. -sfcross- extends the official -frontier- capabilities by including additional models (Greene 2003; Wang 2002) and command functionality, such as the possibility to manage complex survey data characteristics. Similarly, -sfpanel- allows to estimate a much wider range of time varying inefficiency models compared to the official -xtfrontier- including, among the others, the Cornwell et al. (1990) and Lee and Schmidt (1993) models, the flexible model of Kumbhakar (1990), the inefficiency effects model of Battese and Coelli (1995) and the "true" fixed and random-effects models developed by Greene (2005).
Both commands allow the use of Stata factor variables, weighted estimation, constrained estimation, resampling-based variance estimation and one-way clustering.

-sfcross- and -sfpanel- are fully described through simulated and real data examples in a paper that is forthcoming in the Stata Journal. The related working paper can be downloaded here: http://ideas.repec.org/p/rtv/ceisrp/251.html

Hope they help.
Best,
Federico


-- 
Federico Belotti, PhD
Research Fellow
Centre for Economics and International Studies
University of Rome Tor Vergata
tel/fax: +39 06 7259 5627
e-mail: federico.belotti@uniroma2.it
web: http://www.econometrics.it


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