Last data update: 2014.03.03

 R: Pseudolikelihood estimator of the lambda parameter
fanR Documentation

Pseudolikelihood estimator of the λ parameter

Description

Pseudolikelihood estimator of the λ parameter

Usage

fan(lambda_fan, resp, Ey, ineffD)

Arguments

lambda_fan

the λ=σ_u/σ_v parameter to be estimated

resp

the single response variable Y observed

Ey

the conditional expectation estimate obtained in the first step of the algorithm

ineffD

logical: TRUE for estimating a production function, FALSE for estimating a cost function; this is done for usage compatibility with frontier package

Value

Estimated λ parameter

Note

Internal usage only

Author(s)

Giancarlo Ferrara and Francesco Vidoli

References

Fan, Y., Li, Q., Weersink, A., 1996. Semiparametric estimation of stochastic production frontier models. Journal of Business & Economic Statistics 14:460-468

Results


Created & Maintained by Osamu Ogasawara (osamu.ogasawara@gmail.com) and IMSBIO