具有内生性的面板随机前沿模型

IF 3.2 2区数学 Q1 SOCIAL SCIENCES, MATHEMATICAL METHODS

Stata Journal Pub Date : 2022-09-01 DOI:10.1177/1536867X221124539

M. Karakaplan

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引用次数: 5

摘要

在本文中，我引入了xtsfkk作为一种新的命令来拟合具有内生性的面板随机前沿模型。xtsfkk的优点是它可以控制前沿的内生变量和纵向环境中的低效项。因此，xtsfkk的性能优于标准面板边界估计量，如xtfrontier，后者通过设计忽略了内生性。此外，xtsfkk使用了Mata的moptimize（）函数，大大加快了执行和完成速度。我还展示了一组蒙特卡罗模拟和示例，展示了xtsfkk的性能和用法。

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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Panel stochastic frontier models with endogeneity

In this article, I introduce xtsfkk as a new command for fitting panel stochastic frontier models with endogeneity. The advantage of xtsfkk is that it can control for the endogenous variables in the frontier and the inefficiency term in a longitudinal setting. Hence, xtsfkk performs better than standard panel frontier estimators such as xtfrontier that overlook endogeneity by design. Moreover, xtsfkk uses Mata’s moptimize() functions for substantially faster execution and completion speeds. I also present a set of Monte Carlo simulations and examples demonstrating the performance and usage of xtsfkk.

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来源期刊

Stata Journal 数学-统计学与概率论

CiteScore

7.80

自引率

4.20%

发文量

审稿时长

>12 weeks

期刊介绍： The Stata Journal is a quarterly publication containing articles about statistics, data analysis, teaching methods, and effective use of Stata''s language. The Stata Journal publishes reviewed papers together with shorter notes and comments, regular columns, book reviews, and other material of interest to researchers applying statistics in a variety of disciplines.