sfa (version 1.0-1)

LogLik: The negative log likelihood function of the SFA

Description

The negative log likelihood function is used for estimating the parameters. It varies depending on the distribution of the inefficence term u. L_hNV is used by halfnormal distribution of u. L_exp is used by exponential distribution of u. L_trunc is used by truncated normal distribution of u. L_trunc_mufest is used by truncated normal distribution of u and constant mu.

Usage

L_hNV(p, y = y, X = X, sc = sc)
L_exp(p, y = y, X = X, sc = sc)
L_trunc(p, y = y, X = X, sc = sc)
L_trunc_mufest(p, mu = mu, y = y, X = X, sc = sc)

Arguments

p

vector with the parameters to estimate

y

response

X

design matrix of the covariables

sc

specifies the form of the frontier model (-1 = cost, 1 = production)

mu

if known, the parameter mu

Value

• returns the value of the log likelihood function

See Also

sfa