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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

Listed author(s):
  • 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):

    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.

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    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

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    Handle: RePEc:pab:rmcpee:v:11:y:2011:i:1:p:3-16
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    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.
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