Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Wrong skeweness for stochastic frontier analysis - impose it in MLE
From
"[email protected]" <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: Wrong skeweness for stochastic frontier analysis - impose it in MLE
Date
Fri, 12 Apr 2013 19:30:32 +0000
Dear Statalist,
I would like to estimate Stochastic Frontier Models but my residuals are skewed in the wrong direction.
I have read on this paper http://www.ntu.edu.sg/home/guiying.wu/FHWFinal20121226.pdf that it is possiblet to impose right skeweness as a constraint.
Is anybody of you familiar with this procedure and can give me some details on how to perform it?
Thank you very much,
Laura
____________________________________________
Laura Di Giorgio
Assistant and PhD Student in Economics
Applied microeconometrics, Health Economics Istitute of Economics (IdEP)
Universit=E0 della Svizzera Italiana, USI Via G. Buffi 13
CH- 6904 Lugano
(e) [email protected]<mailto:[email protected]>
(t) +41 (0) 58.666.46.65
(f)+41(0)58 666 47 33
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/