Confidence statements for efficiency estimates from stochastic frontier models

被引：110
|
作者：
Horrace, WC
Schmidt, P
机构：
[1] Michigan State University, Department of Economics, East Lansing, 48824, MI
来源：
JOURNAL OF PRODUCTIVITY ANALYSIS | 1996年 / 7卷 / 2-3期
关键词：
confidence intervals; stochastic frontier models; efficiency measurement;
D O I：
10.1007/BF00157044
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This paper is an empirical study of the uncertainty associated with technical efficiency estimates from stochastic frontier models. We show how to construct confidence intervals for estimates of technical efficiency levels under different sets of assumptions ranging from the very strong to the relatively weak. We demonstrate empirically how the degree of uncertainty associated with these estimates relates to the strength of the assumptions made and to various features of the data.
引用
收藏
页码：257 / 282
页数：26
相关论文
共 50 条
  • [41] STOCHASTIC FRONTIER MODELS BY COPULAS AND AN APPLICATION
    Najjari, Vadoud
    Bal, Hasan
    Ozturk, Fikri
    Alp, Ihsan
    UNIVERSITY POLITEHNICA OF BUCHAREST SCIENTIFIC BULLETIN-SERIES A-APPLIED MATHEMATICS AND PHYSICS, 2016, 78 (01): : 31 - 41
  • [42] Stochastic frontier models with random coefficients
    Tsionas, EG
    JOURNAL OF APPLIED ECONOMETRICS, 2002, 17 (02) : 127 - 147
  • [43] Stochastic frontier models by copulas and an application
    Najjari, Vadoud
    Bal, Hasan
    Öztürk, Fikri
    Alp, Ihsan
    UPB Scientific Bulletin, Series A: Applied Mathematics and Physics, 2016, 78 (01): : 33 - 42
  • [44] Stochastic Frontier Models in Sports Economics
    Lee, Young Hoon
    INTERNATIONAL JOURNAL OF SPORT FINANCE, 2014, 9 (04): : 360 - 374
  • [45] Generalized stochastic frontier production models
    Lothgren, M
    ECONOMICS LETTERS, 1997, 57 (03) : 255 - 259
  • [46] Stochastic frontier models with network selectivity
    Horrace, William C.
    Jung, Hyunseok
    JOURNAL OF PRODUCTIVITY ANALYSIS, 2018, 50 (03) : 101 - 116
  • [47] Stochastic frontier models for public transport
    De Jong, G
    Cheung, F
    WORLD TRANSPORT RESEARCH, VOLS 1 TO 4: VOL 1: TRANSPORT MODES AND SYSTEMS; VOL 2: PLANNING, OPERATION, MANAGEMENT AND CONTROL; VOL 3: TRANSPORT MODELLING/ASSESSMENT; VOL 4: TRANSPORT POLICY, 1999, : 373 - 386
  • [48] Inference in dynamic stochastic frontier models
    Tsionas, Efthymios G.
    JOURNAL OF APPLIED ECONOMETRICS, 2006, 21 (05) : 669 - 676
  • [49] Stochastic frontier models of prism vertices
    Kitamura, R.
    Yamamoto, T.
    Kishizawa, K.
    Pendyala, R.M.
    Transportation Research Record, 2000, (1718) : 18 - 26
  • [50] Multivariate distributional stochastic frontier models
    Schmidt, Rouven
    Kneib, Thomas
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2023, 187
12345