residuals.snreg: Residuals for snreg Objects

Description

residuals.snreg is the S3 method for extracting residuals from a fitted snreg model. Residuals may be returned either for the full data or only for the estimation sample.

Usage

# S3 method for snreg
residuals(object, esample = TRUE, ...)

Value

A numeric vector of residuals. If esample = TRUE, the vector matches the length of the original data and contains NA for non-estimation observations. If esample = FALSE, only the computed residuals are returned.

Arguments

object: an object of class "snreg", typically produced by snreg.
esample: logical. If TRUE (default), residuals are returned only for observations used in estimation (others are NA). If FALSE, the raw vector of residuals (obj$resid) is returned.
...: additional arguments (currently unused).

Details

Extract Residuals from an snreg Model

This method simply accesses the obj$resid component of a fitted "snreg" object. An informative error is produced if residuals are not available.

Examples

Run this code

library(snreg)

data("banks07")
head(banks07)

# Translog cost function specification

spe.tl <- log(TC) ~ (log(Y1) + log(Y2) + log(W1) + log(W2))^2 +
  I(0.5 * log(Y1)^2) + I(0.5 * log(Y2)^2) +
  I(0.5 * log(W1)^2) + I(0.5 * log(W2)^2)

# Specification 1: homoskedastic noise and skewness

formSV <- NULL   # variance equation; constant variance
formSK <- NULL   # skewness equation; constant skewness

m1 <- snreg(
  formula  = spe.tl,
  data     = banks07,
  ln.var.v = formSV,
  skew.v   = formSK
)

residuals(m1)