Model Estimation Results

Description

ModelEstimates stores information about MLE estimates of a spatial stochastic frontier model

Method status returns estimation status

Method resultParams returns raw estimated coefficients

Method hessian returns Hessian matrix for estimated coefficients

Method stdErrors returns standard errors of estimated coefficients

Method efficiencies returns efficiency estimates

Method show prints estimated coefficients

Method coefficients returns estimated coefficients

Method fitted returns model fitted values

Method residuals returns residuals

Method summary prints summary of the estimated model

Usage

status(object)

resultParams(object)

hessian(object)

stdErrors(object)

efficiencies(object)

## S4 method for signature 'ModelEstimates'
show(object)

## S4 method for signature 'ModelEstimates'
coefficients(object)

## S4 method for signature 'ModelEstimates'
resultParams(object)

## S4 method for signature 'ModelEstimates'
fitted(object)

## S4 method for signature 'ModelEstimates'
efficiencies(object)

## S4 method for signature 'ModelEstimates'
residuals(object)

## S4 method for signature 'ModelEstimates'
stdErrors(object)

## S4 method for signature 'ModelEstimates'
hessian(object)

## S4 method for signature 'ModelEstimates'
status(object)

## S4 method for signature 'ModelEstimates'
summary(object)

Arguments

Details

ModelEstimates stores all parameter estimates and additional statistics, available after estimation of a spatial stochastic frontier model.

Slots

coefficients

estimated values of model parameters

resultParams

raw estimated values

status

model estimation status:
0 - Success
1 - Failed; convergence is not achieved
1000 - Failed; unexpected exception
1001 - Failed; Initial values for MLE cannot be estimated
1002 - Failed; Maximum likelihood function is infinite

logL

value of the log-likelihood function

logLcalls

information abour a number of log-likelihood function and its gradient function calls

hessian

Hessian matrix for estimated coefficients

stdErrors

standard errors of estimated coefficients

residuals

model residuals

fitted

model fitted values

efficiencies

estimates of efficiency values for sample observations

Results