summary.frontier {frontier} | R Documentation |
Create and print summary results of a stochastic frontier analysis
returned by frontier
.
## S3 method for class 'frontier' summary( object, extraPar = FALSE, effic = FALSE, logDepVar = TRUE, effMinusU = farrell, farrell = TRUE, ... ) ## S3 method for class 'summary.frontier' print( x, effic = x$printEffic, ... )
object |
an object of class |
x |
an object of class |
extraPar |
logical. If |
effic |
logical. Print the individual efficiency estimates? |
logDepVar |
logical. Is the dependent variable logged? |
effMinusU |
logical. If |
farrell |
logical. This argument is only kept for backward compatibility and will be removed in the future. |
... |
further arguments to the |
The standard errors of the estimated parameters are taken from the direction matrix that is used in the final iteration of the Davidon-Fletcher-Powell procedure that is used for maximising the (log) likelihood function.
If argument extraPar
is TRUE
,
the standard errors of the additional parameters
are obtained by the delta method.
Please note that the delta method might provide poor approximations
of the ‘true’ standard errors,
because parameter sigma^2 is left-censored
and parameter gamma is both left-censored and right-censored
so that these parameters cannot be normally distributed.
Please note further that the t statistic and the z statistic are not reliable for testing the statistical signicance of sigma^2, gamma, and the ‘additional parameters’, because these parameters are censored and cannot follow a normal distribution or a t distribution.
summary.frontier
returns a list of class summary.frontier
that is identical to an object returned by frontier
with two modifications and (up to) four additional elements:
olsParam |
matrix of OLS estimates, their standard errors, t-values, and P-values. |
mleParam |
matrix of ML estimates, their standard errors, z-values, and asymptotic P-values. |
logDepVar |
logical. Argument |
printEffic |
argument |
effic |
matrix. Efficiency estimates: each row corresponds to a cross-section; each column corresponds to a time period. |
efficMean |
numeric scalar. Mean efficiency. |
efficYearMeans |
numeric vector. Mean efficiency for each year in the sample (only for panel data but not for the Error Components Frontier without time effects). |
Arne Henningsen
sfa
, efficiencies.frontier
,
vcov.frontier
, and lrtest.frontier
.
# example included in FRONTIER 4.1 (cross-section data) data( front41Data ) sfaResult <- sfa( log( output ) ~ log( capital ) + log( labour ), data = front41Data ) summary( sfaResult ) # rice producers in the Phillipines (panel data) data( "riceProdPhil" ) library( "plm" ) riceProdPhil <- pdata.frame( riceProdPhil, c( "FMERCODE", "YEARDUM" ) ) # Error Components Frontier rice <- sfa( log( PROD ) ~ log( AREA ) + log( LABOR ) + log( NPK ), data = riceProdPhil ) summary( rice ) # Efficiency Effects Frontier rice2 <- sfa( log( PROD ) ~ log( AREA ) + log( LABOR ) + log( NPK ) | EDYRS + BANRAT, data = riceProdPhil ) summary( rice2 )