snreg-package

Models with skew‑normally distributed and thus asymmetric error terms, implementing the methods developed in Badunenko and Henderson (2023) "Production analysis with asymmetric noise" tools:::Rd_expr_doi("10.1007/s11123-023-00680-5"). The package provides tools to estimate regression models with skew‑normal error terms, allowing both the variance and skewness parameters to be heteroskedastic. It also includes a stochastic frontier framework that accommodates both i.i.d. and heteroskedastic inefficiency terms.

internal

Models with skew‑normally distributed and thus asymmetric error terms, implementing the methods developed in Badunenko and Henderson (2023) "Production analysis with asymmetric noise" <doi:10.1007/s11123-023-00680-5>. The package provides tools to estimate regression models with skew‑normal error terms, allowing both the variance and skewness parameters to be heteroskedastic. It also includes a stochastic frontier framework that accommodates both i.i.d. and heteroskedastic inefficiency terms.

Oleg Badunenko

snreg

Regression with Skew-Normally Distributed Error Term

John Burkardt

snreg-package function

Maintainer: Oleg Badunenko <a href="/link/Oleg.Badunenko%40brunel.ac.uk?package=snreg&version=1.2.0" data-mini-rdoc="snreg::Oleg.Badunenko@brunel.ac.uk">Oleg.Badunenko@brunel.ac.uk</a> (<a href="https://orcid.org/0000-0001-7216-0861">ORCID</a>)
Other contributors:<ul>
<li>John Burkardt (Author of C code for Owen T function) [contributor, copyright holder]</li>
</ul>

Author

snreg: Regression with Skew-Normally Distributed Error Term — snreg-package

Maintainer: Oleg Badunenko <a href='mailto:Oleg.Badunenko@brunel.ac.uk'>Oleg.Badunenko@brunel.ac.uk</a> (<a href='https://orcid.org/0000-0001-7216-0861'>ORCID</a>)
Other contributors:<ul>
<li>John Burkardt (Author of C code for Owen T function) [contributor, copyright holder]</li>
</ul>

snreg-package: snreg: Regression with Skew-Normally Distributed Error Term

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Author

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