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Frontier Techniques: Contrasting the Performance of (Single-) Truncated Order Regression Methods and Replicated Moments

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  • Ana Paula Martins

Abstract

This research contrasts three econometric alternatives for stochastic efficiency frontier analysis: order – inter-quantile – and inverse order regression under the assumption of truncated error term distribution, and replicated moment estimation. The demonstration departs from a simple linear regression form of the effective frontier; truncated (at zero) errors are then added to it for simulation purposes. For order regression, experiments with the standard normal, uniform, exponential, Cauchy and logistic error terms are provided. For complex error structures we rely on normal distributions only. The three alternatives would perform satisfactorily for simple error disturbances, especially if they are normal. With more than one residual added to the dependent variable, the weight of the unrestricted range one can blur the conclusions regarding observation efficiency.

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Bibliographic Info

Paper provided by Economics and Econometrics Research Institute (EERI), Brussels in its series EERI Research Paper Series with number EERI_RP_2010_37.

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Date of creation: 10 Aug 2010
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Handle: RePEc:eei:rpaper:eeri_rp_2010_37

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Keywords: Stochastic Frontier Model; Generalized Method of Order Statistics; Minimum Distance Method of Order Statistics; Inverse Order Regression; Replicated Moments; Linear Models.;

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  1. Ana Paula Martins, 2010. "Frontier Techniques: Contrasting the Performance of (Single-) Truncated Order Regression Methods and Replicated Moments," EERI Research Paper Series EERI_RP_2010_37, Economics and Econometrics Research Institute (EERI), Brussels.
  2. Ana Paula Martins, 2010. "Splitting Games: Nash Equilibrium and the Optimisation Problem," EERI Research Paper Series EERI_RP_2010_36, Economics and Econometrics Research Institute (EERI), Brussels.
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Cited by:
  1. Ana Paula Martins, 2010. "Frontier Techniques: Contrasting the Performance of (Single-)Truncated Order Regression Methods and Replicated Moments," Journal of Economics and Econometrics, Economics and Econometrics Research Institute (EERI), Brussels, vol. 53(2), pages 75-93.
  2. Ana Paula Martins, 2011. "Compliance with the Institutional Wage in Dualistic Models," EERI Research Paper Series EERI_RP_2011_15, Economics and Econometrics Research Institute (EERI), Brussels.
  3. James Anderson, 2001. "Migration, FDI, and the Margins of Trade," EERI Research Paper Series EERI_RP_2001_05, Economics and Econometrics Research Institute (EERI), Brussels.
  4. Ana Paula Martins, 2010. "Splitting Games: Nash Equilibrium and the Optimisation Problem," Journal of Economics and Econometrics, Economics and Econometrics Research Institute (EERI), Brussels, vol. 53(1), pages 1-28.

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