Forum: help

RE: Fixed Effect vs Random Effect models in Stochastic Frontier Model [ Reply ] By: Bobbie Mills on 2021-04-07 14:39	[forum:48888]
Dear Arne, May I check whether it is still the case that Frontier cannot be used to estimate random effects stochastic frontier models? If not are you able to recommend a package that does? Yours sincerely, Bobbie

RE: Fixed Effect vs Random Effect models in Stochastic Frontier Model [ Reply ] By: Arne Henningsen on 2015-12-10 08:06	[forum:42779]
I am happy that these things are clear now. If something else is unclear, please post another message (in the same thread or in a new thread depending on how related the new question is to your original question).

RE: Fixed Effect vs Random Effect models in Stochastic Frontier Model [ Reply ] By: Dhanasekaran Kuppusamy on 2015-12-08 11:45	[forum:42777]
Dear Arne, Thanks. Now I clearly understood that there are two models ,viz., True Fixed Effect model and True Random Effect model ( Greene) on Stochastic frontier production function. Best regards, Dhanasekaran Kuppusamy

RE: Fixed Effect vs Random Effect models in Stochastic Frontier Model [ Reply ]
By: Dhanasekaran Kuppusamy on 2015-12-07 08:44

[forum:42775]

Dear Arne,

Thank you very much for your immediate reply. I refered one article and it classified the stochastic frontier production function in a chart . I send the article for clarification (page no 29) and let me know that such classification is correct or not.Time variant and time invariant models are estimated by using R package ( refhttp://www.inside-r.org/packages/cran/frontier/docs/frontier). Does it mean for Random effect Stochastic frontier Production function or Does it mean for Fixed effect Stochastic frontier Production function. If you clarrify these things it would be very useful for further research on SF Model.

Best regards.

Dhanasekaran Kuppusamy

RE: Fixed Effect vs Random Effect models in Stochastic Frontier Model [ Reply ] By: Arne Henningsen on 2015-12-07 07:25	[forum:42774]
Dear Dhanasekaran Kuppusamy The R package "frontier" -- unfortunately -- cannot be used to estimate random-effects stochastic frontier models. Best regards, Arne

Fixed Effect vs Random Effect models in Stochastic Frontier Model [ Reply ] By: Dhanasekaran Kuppusamy on 2015-12-07 04:18	[forum:42771]
What is the test for detecting Fixed Effect vs Random Effect models in Stochastic Frontier Model . Is any test other than Hausman test. If it is Hausman test what is the R code for testing the Fixed Effect vs Random Effect models in Stochastic Frontier Model under panel setting. Dhanasekaran Kuppusamy