par2mom

Calculates the moments of composed-error distribution based on the provided parameters.

Framework to fit distributional stochastic frontier models. Casts the stochastic frontier model into the flexible framework of distributional regression or otherwise known as General Additive Models of Location, Scale and Shape (GAMLSS). Allows for linear, non-linear, random and spatial effects on all the parameters of the distribution of the output, e.g. effects on the production or cost function, heterogeneity of the noise and inefficiency. Available distributions are the normal-halfnormal and normal-exponential distribution. Estimation via the fast and reliable routines of the 'mgcv' package. For more details see <doi:10.1016/j.csda.2023.107796>.

Rouven Schmidt

dsfa

Distributional Stochastic Frontier Analysis

par2mom function

<dl><dt>mu</dt>
<dd>numeric vector of \(\mu\).</dd>
<dt>sigma_v</dt>
<dd>numeric vector of \(\sigma_V\). Must be positive.</dd>
<dt>sigma_u</dt>
<dd>numeric vector of \(\sigma_U\). Must be positive.</dd>
<dt>s</dt>
<dd>integer; \(s=-1\) for production and \(s=1\) for cost function.</dd>
<dt>distr</dt>
<dd>string; determines the distribution: 
`normhnorm`, Normal-halfnormal distribution 
`normexp`, Normal-exponential distribution </dd></dl>

Arguments

Parameter to Moments — par2mom

<dl>

<dt>mu</dt>
<dd>numeric vector of \(\mu\).</dd>


<dt>sigma_v</dt>
<dd>numeric vector of \(\sigma_V\). Must be positive.</dd>


<dt>sigma_u</dt>
<dd>numeric vector of \(\sigma_U\). Must be positive.</dd>


<dt>s</dt>
<dd>integer; \(s=-1\) for production and \(s=1\) for cost function.</dd>


<dt>distr</dt>
<dd>string; determines the distribution: 
`normhnorm`, Normal-halfnormal distribution 
`normexp`, Normal-exponential distribution </dd>

</dl>

par2mom: Parameter to Moments

Description

Usage

Value

Arguments

Details

Examples