IDEAS home Printed from https://ideas.repec.org/a/tsj/stataj/v17y2017i1p39-55.html

Fitting endogenous stochastic frontier models in Stata

Author

Listed:
  • Mustafa U. Karakaplan

    (Georgetown University)

Abstract

In this article, I introduce sfkk, a new command for fitting endogenous stochastic frontier models. sfkk provides estimators for the parameters of a linear model with a disturbance assumed to be a mixture of two components: a mea- sure of inefficiency that is strictly nonnegative and a two-sided error term from a symmetric distribution. sfkk can handle endogenous variables in the frontier or the inefficiency, and the sfkk estimates outperform the standard frontier estimates that ignore endogeneity.

Suggested Citation

  • Mustafa U. Karakaplan, 2017. "Fitting endogenous stochastic frontier models in Stata," Stata Journal, StataCorp LLC, vol. 17(1), pages 39-55, March.
    • Handle: RePEc:tsj:stataj:v:17:y:2017:i:1:p:39-55
    Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj17-1/st0466/
    as

    Download full text from publisher

    File URL: http://www.stata-journal.com/article.html?article=st0466
    File Function: link to article purchase
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tsj:stataj:v:17:y:2017:i:1:p:39-55. See general information about how to correct material in RePEc.

    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.

    We have no bibliographic references for this item. You can help adding them by using 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 RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum or Lisa Gilmore (email available below). General contact details of provider: http://www.stata-journal.com/ .

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

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.