随机前沿生产函数模型的多重共线性解

IF 0.3 Q4 ECONOMICS

Lecturas de Economia Pub Date : 2017-01-31 DOI:10.17533/UDEA.LE.N86A01

Elkin Castaño, S. Gallón

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引用次数: 7

摘要

本文研究了一个随机前沿生产模型中各投入间的共线性问题，这是一个在计量经济学文献中很少受到关注的问题。为了解决这一问题，提出了一种基于主成分的解决方案，该方案允许对模型的技术效率和技术参数进行联合解释。仿真和实际数据的应用表明了该方法的实用性和有效性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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A solution for multicollinearity in stochastic frontier production function models

This paper considers the problem of collinearity among inputs in a stochastic frontier production model, an issue that has received little attention in the econometric literature. To address this problem, a principal-component-based solution is proposed, which allows carrying out a joint interpretation of technical efficiency and the technology parameters of the model. Applications of the method to simulated and real data show its usability and effective performance.

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来源期刊

Lecturas de Economia Social Sciences-Social Sciences (miscellaneous)

CiteScore

1.20

自引率

0.00%

发文量

审稿时长

21 weeks