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Análisis de interpretación de los parámetros de relación de varianzas en el modelo de frontera estocástica


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    (Grupo de Eficiencia y Productividad de la Universidad de Córdoba. Departamento de Estadística e Investigación Operativa. Universidad de Córdoba. ETSIAM)


El presente trabajo recoge los resultados de un estudio sobre la interpretación de los parámetros de relación de varianzas en el modelo de frontera estocástica. Se valora el error cometido al no considerar la verdadera relación de varianzas de los dos componentes del error compuesto del modelo y que se produce al asignar a la variable truncada, la varianza de la normal de la que procede. Se definen los parámetros reales sobre los que hay que tomar conclusiones y se demuestra que los errores que se valoran, que pueden suponer una sobrevaloración de la presencia de la ineficiencia superior al 750%, dependen del coeficiente de variación y de la proporción en que intervenga la variable de ineficiencia. This work presents the results of a study carried out to point up the correct interpretation of the variances ratio in the stochastic frontier framework. We have evaluated the error which arises when the varance of the underlying normal variable is taken instead of that which corresponds to the truncated normal in the computation of the Gamma parameter. We have defined the real parameters on which decisions must be taken and have demonstrated that the above mentioned error prodeces an overevaluation of more than 750%, of the inefficiency presence. We also concluded that the evaluated error depens on the m /s ratio and on the inefficiency variable incidence in the composed error of the model.

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Bibliographic Info

Article provided by Estudios de Economía Aplicada in its journal Estudios de Economía Aplicada.

Volume (Year): 20 (2002)
Issue (Month): (Agosto)
Pages: 365-379

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Handle: RePEc:lrk:eeaart:20_2_8

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Postal: Beatriz Rodríguez Prado. Facultad de CC.EE. y EE. Avda. Valle del Esgueva. Valladolid 47011 SPAIN
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Keywords: Efficiency; Stochastic Frontier; Composed Error; Truncated Normal.;

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Cited by:
  1. Zuniga Gonzalez, Carlos Alberto, 2010. "Deforestation Impact on the Household Sustainable Local Development: Nicaragua case, 1998-2005," MPRA Paper 49353, University Library of Munich, Germany, revised 06 Jan 2011.
  2. Sergio Perelman & Daniel Santin, 2005. "Measuring educational efficiency at student level with parametric stochastic distance functions: An application to Spanish PISA results," CREPP Working Papers 0504, Centre de Recherche en Economie Publique et de la Population (CREPP) (Research Center on Public and Population Economics) HEC-Management School, University of Liège.
  3. Gómez-Gallego, Juan Cándido & Gómez-García, Juan & Pérez-Cárceles, María Concepción, 2012. "Appropriate Distribution of Cost Inefficiency Estimates as Predictor of Financial Instability /La distribución de la ineficiencia estimada como predictor de inestabilidad financiera," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 30, pages 1071 (12 pa, Diciembre.


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