Arne Henningsen <arne.henning...@gmail.com> writes:
> 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: Thanks - I will follow this up there Rainer > > 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 -- Rainer M. Krug, PhD (Conservation Ecology, SUN), MSc (Conservation Biology, UCT), Dipl. Phys. (Germany) Centre of Excellence for Invasion Biology Stellenbosch University South Africa Tel : +33 - (0)9 53 10 27 44 Cell: +33 - (0)6 85 62 59 98 Fax : +33 - (0)9 58 10 27 44 Fax (D): +49 - (0)3 21 21 25 22 44 email: rai...@krugs.de Skype: RMkrug PGP: 0x0F52F982
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