Advanced Search
MyIDEAS: Login

Algunas observaciones acerca del uso de software en la estimación del modelo Half-Normal = Some Notes about the Using of Software to Estimate the Half-Normal Model

Contents:

Author Info

  • Ortega Irizo, Francisco Javier

    ()
    (Departamento de Economía Aplicada I, Universidad de Sevilla (España))

  • Gavilán Ruiz, José Manuel

    ()
    (Departamento de Economía Aplicada I, Universidad de Sevilla (España))

Registered author(s):

    Abstract

    El uso del método de máxima verosimilitud para estimar modelos de producción Half-Normal con frontera estocástica conlleva algunas dificultades prácticas que tal vez no han sido suficientemente enfatizadas. Usando el software FRONTIER, analizamos el caso en que la estimación sugiere la ausencia de factores aleatorios en el término de error compuesto. Hemos comprobado que existen motivos para pensar que las estimaciones de los parámetros y, sobre todo, sus errores estándar son de dudosa validez. El software LIMDEP no obtiene estimaciones en este caso, ofreciendo un mensaje de error. Using the maximum likelihood method, in order to estimate Half-Normal stochastic frontier production models, entails several practical difficulties that, perhaps, have not been sufficiently emphasised. In employing FRONTIER software, we analyse the case in which the estimation obtained suggests the absence of random factors in the composite error term. We have proved that there are reasons to doubt the validity of the parameter estimates and especially of its standard errors. On the other hand, no estimation is obtained in the previous situation, with LIMDEP software, but an error message.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://www.upo.es/RevMetCuant/pdf/vol11/art45.pdf
    Download Restriction: no

    File URL: http://www.upo.es/RevMetCuant/bibtex.php?id=45
    Download Restriction: no

    Bibliographic Info

    Article provided by Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration in its journal Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration.

    Volume (Year): 11 (2011)
    Issue (Month): 1 (June)
    Pages: 3-16

    as in new window
    Handle: RePEc:pab:rmcpee:v:11:y:2011:i:1:p:3-16

    Contact details of provider:
    Postal: Carretera de Utrera km.1, 41013 Sevilla
    Phone: + 34 954 34 8913
    Fax: + 34 954 34 9339
    Email:
    Web page: http://www.upo.es/economia/metodos/
    More information through EDIRC

    Related research

    Keywords: frontera estocástica; frontera determinista; estimador máximo verosímil; software FRONTIER; stochastic frontier; deterministic frontier; maximum likelihood estimator; software FRONTIER;

    Find related papers by JEL classification:

    References

    References listed on IDEAS
    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
    as in new window
    1. Battese, George E. & Corra, Greg S., 1977. "Estimation Of A Production Frontier Model: With Application To The Pastoral Zone Of Eastern Australia," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 21(03), December.
    2. Aigner, Dennis & Lovell, C. A. Knox & Schmidt, Peter, 1977. "Formulation and estimation of stochastic frontier production function models," Journal of Econometrics, Elsevier, vol. 6(1), pages 21-37, July.
    Full references (including those not matched with items on IDEAS)

    Citations

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:pab:rmcpee:v:11:y:2011:i:1:p:3-16. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Publicación Digital - UPO).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.