sfaR (version 1.0.0)

residuals: Extract residuals of stochastic frontier models

Description

This function returns the residuals' values from stochastic frontier models estimated with sfacross, sfalcmcross, or sfaselectioncross.

Usage

# S3 method for sfacross
residuals(object, ...)
# S3 method for sfalcmcross
residuals(object, ...)
# S3 method for sfaselectioncross
residuals(object, ...)

Value

When the object is of class 'sfacross', or 'sfaselectioncross', residuals returns a vector of residuals values.

When the object is of 'sfalcmcross', residuals returns a data frame containing the residuals values for each latent class, where each variable ends with '_c#', '#' being the class number.

Arguments

object

A stochastic frontier model returned by sfacross, sfalcmcross, or sfaselectioncross.

...

Currently ignored.

See Also

sfacross, for the stochastic frontier analysis model fitting function using cross-sectional or pooled data.

sfalcmcross, for the latent class stochastic frontier analysis model fitting function using cross-sectional or pooled data.

sfaselectioncross for sample selection in stochastic frontier model fitting function using cross-sectional or pooled data.

Examples

if (FALSE) {
## Using data on fossil fuel fired steam electric power generation plants in the U.S.
# Translog SFA (cost function) truncated normal with scaling property
tl_u_ts <- sfacross(formula = log(tc/wf) ~ log(y) + I(1/2 * (log(y))^2) +
log(wl/wf) + log(wk/wf) + I(1/2 * (log(wl/wf))^2) + I(1/2 * (log(wk/wf))^2) +
I(log(wl/wf) * log(wk/wf)) + I(log(y) * log(wl/wf)) + I(log(y) * log(wk/wf)),
udist = 'tnormal', muhet = ~ regu, uhet = ~ regu, data = utility, S = -1,
scaling = TRUE, method = 'mla')
resid.tl_u_ts <- residuals(tl_u_ts)
head(resid.tl_u_ts)

## Using data on eighty-two countries production (GDP)
# LCM Cobb Douglas (production function) half normal distribution
cb_2c_h <- sfalcmcross(formula = ly ~ lk + ll + yr, udist = 'hnormal', 
data = worldprod, S = 1)
resid.cb_2c_h <- residuals(cb_2c_h)
head(resid.cb_2c_h)
}