I strongly suggest you to move to Frontier, a free package by Coelli (not sure if it is still around there: http://www.une.edu.au/econometrics/cepa.htm).
As far as I know, Battese (note the spelling!) and Coelli (1995) is �A Model for Technical Inefficiency Effects in a Stochastic Frontier Production Function for Panel Data�, Empirical Economics, 20, 325-332; thus it is a model for panel data.
The panel command for frontier analysis is -xtfrontier-, where none of the options you described exist (they are only in the cross-sectional command), and where surprisingly there are no options for the Battese/Coelli (1995)
approach.
However, option cm resembles a modified Battese/Coelli (1995) approach for cross-sectional data more than option uhet. In fact, in the Battese/Coelli (1995) approach, it is the mean of the technical inefficiency component that is modeled as a linear function of some covariates, not the variance. Moreover, the original Battese/Coelli (1995) approach uses a truncated normal distribution for the technical inefficiency, and Stata prevents you from selecting option uhet with a truncated normal distribution.
Nicola
At 02.33 21/04/2007 -0400, "Alexander Kalb" wrote:
>Hello,
>
>I want to estimate a stochastic frontier with the Batesse/Coelli
>(1995)
>approach. Now I wanted to ask if this is implemented in Stata. In the
>Statalist I read that one can use the "uhet"-option or the
>"cm"-option.
>Does one of these two options represent the Batesse/Coelli (1995)
>approach and if this should be the case which is the right one? Thank
>you!
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