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st: xtfrontier


From   Graziella Bonanno <[email protected]>
To   [email protected]
Subject   st: xtfrontier
Date   Wed, 09 Mar 2011 18:11:14 +0100

Dear All,
my issue refer to the fact that xtfrontier estimates cost/production function forcing the error components to be normally distributed. My interest is to estimate a cost function and modelling the errors with different distributions by using the copula approach. At this stage of my knowledge of stata, I realize that the only useful command is xftrontier with the above limitation to run regressions assuming normal distribution. Is it possible to change the distribution by writing new instructions to xtfrontier?


Best,
Graziella


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