RAFAELA DIOS PALOMARES () (Grupo de Eficiencia y Productividad de la Universidad de Córdoba. Departamento de Estadística e Investigación Operativa. Universidad de Córdoba. ETSIAM)
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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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Volume (Year): 20 (2002) Issue (Month): (Agosto) Pages: 365-379 Download reference. The following formats are available: HTML,
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Handle: RePEc:lrk:eeaart:20_2_8
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Find related papers by JEL classification: C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models
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