Dear Rainer On 3 October 2014 14:51, Rainer M Krug <rai...@krugs.de> wrote: > I am using the function frontier::sfa (from the package frontier) to > estimate several "half-normal production" stochastic frontier functions. > > Now I want to compare the coefficients of the linear frontier function > and see if they are different. > > According to my stackexchange (CrossValidated) question [1] I can > compare these as I can compare a normal linear regression. > > In R, I would uswe the function anova to do this model comparison - > correct? > > Now this function does not accept objects of the type 'frontier' - so > how can I do this comparison in R? > > To re-iterate, I want to know if the coefficients of the frontier line > (slope and intercept) are significantly different. > > Below please find a reproducible example based on data provided in the > package, of what I did, and below the transcript. > > --8<---------------cut here---------------start------------->8--- > library(frontier) > data(front41Data) > dat1 <- front41Data[1:30,] > dat2 <- front41Data[30:60,] > x1 <- sfa(log(output) ~ log(capital), data=dat1) > x2 <- sfa(log(output) ~ log(capital), data=dat2) > x1 > x2 > anova(x1, x2 > --8<---------------cut here---------------end--------------->8---
library( "frontier" ) data( "front41Data" ) # estimate pooled model mp <- sfa( log(output) ~ log(capital), data = front41Data ) # create a dummy variable front41Data$dum <- rep( c( 1, 0 ), 30 ) # estimate model with different intercepts and different slopes # but the same sigmsSq and the same gamma md <- sfa( log(output) ~ log(capital)*dum, data = front41Data ) # likelihood ratio test lrtest( mp, md ) If you have further questions regarding the frontier package, you may also use the "help" forum at frontier's R-Forge site: https://r-forge.r-project.org/projects/frontier/ ...and please do not forget to cite the frontier package in your publications (see output of the R command 'citation("frontier")'). Best regards, Arne -- Arne Henningsen http://www.arne-henningsen.name ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
