Confidence statements for efficiency estimates from stochastic frontier models

Journal of Productivity Analysis

Volumn 7, Issue 2-3, 1996, Pages 257-282

  Horrace, William C ^a   Schmidt, Peter ^a  

^a MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

Confidence intervals; Efficiency measurement; Stochastic frontier models

Indexed keywords

EID: 84991665881     PISSN: 0895562X     EISSN: 15730441     Source Type: Journal    
DOI: 10.1007/BF00157044     Document Type: Article

References (44)

1. Aigner, D. J., C.A.K. Lovell, and P. Schmidt. (1977). “Formulation and Estimation of Stochastic Frontier Production Functions.” Jormurnal of Econometrics 6, 2l-37.
2. Banker, R. (1993). “Maximum Likelihood, Consistency and Data Envelopment Analysis: A Statistical Foundation.” Management Science 39, 1265-1273.
3. Banker, R. (1995). “Hypothesis Testing Using Data Envelopment Analysis.” Journal of Productivity Analysis, this issue.
4. Battese, G.E. and T. J. Coelli. (1988). “Prediction of Firm-Level Technical Efficiencies with a Generalized Frontier Production Function and Panel Data.” Journal of Econometrics 38, 387-399.
5. Battese, G.E. and T. J. Coelli. (1992). “Frontier Production Functions, Technical Efficiency and Panel Data: With Application to Paddy Farmers in India.” Journal of Productivity Analysis 3, 153-170.
6. Cornwell, C. and P. Schmidt (1995). “Production Frontiers and Efficiency Measurement.” In L. Matyas and P. Sevestre (eds.), Exmometri offtznel Data: Handbook of Theory and Applications, 2nd edition. Boston: Kluwer Academic Publishes.
7. Cornwell, C., P. Schmidt, and R.C. Sickles. (1990). “Production Frontiers with Cross-Sectional and Time-Series Variation in Efficiency Levels.” Journal of Econometrics 46, 185-200.
8. Dunn, O. J. and F. J. Massey, Jr. (1965). “Estimation of Multiple Contrasts Using r-Distributions.” Journal of rite American Statistical Association 60, 573-583.
9. Dunnett, C.W. (1955). “‘A Multiple Comparison Procedure for Comparing Several Treatments with a Control.” Journal of the American Smistiazl Association 50, 1096-1121.
10. Dunnett, C.W. (1964). “New Tables for Multiple Comparisons with a Control.” Biometrics 20, 482-491.
11. Dunnett, C.W. (1980). “Pairwise Multiple Comparisons in the Unequal Variance Case.” Journal ofthe American Srdsrical Aaaosication 75, 796-800.
12. Edwards, D.G. and J.C. Hsu. (1983). “Multiple Comparisons with the Best Treatment.” Journal offhe American Stnfis&aE Association 78, 965-971.
13. Corrigenda (1984). Journal of Ihe American Sfatistical Associaricx 79, 965.
14. Erwidodo. (1990). “Panel Data Analysis on Farm-Level Efficiency, Input Demand and Output Supply of Rice Farming in West Java, Indonesia.” Unpublished dissertation. Depattment of Agricultural Economics, Michigan State University, East Lansing, MI.
15. Fabian, V. (1962). “On Multiple Decision Methods for Ranking Population Means.” Annals of MathemaricaL Stntistics 33, 248-254.
16. Greene, W.H. (1990). ‘A Gamma-Distributed Stochastic Frontier Model.” Journal of Econometrics 46, 141-164.
17. Greene, W.H. (1995). “Frontier Production Functions.” In H. Pesamn and P. Schmidt (eds.), Handbook ofApplied Econometrics, Vol. II-Microeconomics. London: Basil Blackwell, forthcoming.
18. Hahn, G. J. and R.W. Hendrickson. (1971). “A Table of Percentage Points of the Distribution of the Largest Absolute Value of k Student t Variables and its Applications.” Biometrika 58, 323-332.
19. Hausman, J.A. (1978). “Specification Tests in Econometrics.” Journal of Econometrics 46, 1251-1271.
20. Hochberg, Y. and A.C. Tamhane. (1987). Multiple Gnnparison Procakes. New York: John Wiley and Sons.
21. Horrace, W.C. and P. Schmidt. (1994). “Multiple Comparisons with the Best, with Applications to the Efficiency Measurement Problem.” Unpublished manuscript. Department of Economics, Michigan State University, East Lansing, MI.
22. Jondmw, J., C.A.K. Lovell, I.S. Matemv, and P. Schmidt. (1982). “On the Estimation of Technical Efficiency in the Stochastic Production Function Model.” Journal of lhttomerrics 19, 233-238.
23. Kneip, A. and L. Simar. (1995). “A General Framework for Frontier Estimation with Panel Data.” Journal of Productivity Analysis, this issue.
24. Korostelev, A., L. Simar, and A. Tsybakcw. (1992). “Efficient Egimation of Monotone Boundaries.” Working paper 9209. Institut de Statistique, Universiti Catholique de Louvain.
25. Komstelev, A., L. Simar, and A. Tsybakov. (1995). “On Estimation of Monotone and Convex Boundaries.” Publications de 1’ISUP 39, 3-18.
26. Kumbhakar, S.C. (1990). “Production Frontiers, Panel Data and Time-Varying Technical Inefficiency.” Journal of Exmometrics 46, 201-212.
27. Kumbhakar, S.C. (1994). “Estimation of Cost Efficiency with Heteroscedasticity: An Application to Electric Utilities in Texas, 1966-1985.” Unpublished manuscript. Department of Economics, University of Texas at Austin, Austin, TX.
28. Lee, Y.H. (1991). “Panel Data Models with Multiplicative Individual and Tiie Effects: Applications to Compensation and Frontier production Functions.” Unpublished dissertation, Department of Economics, Michigan State University, East Lansing, MI.
29. Lee, Y.H. and D. Schmidt. (1993). “A Production Frontier Model with Flexible Temporal Variation in Technical Efficiency:’ In H.O. Fried, C.A.K. LoveIl, and S.S. Schmidt (eds.), The Measurement of productivity Efficiency. New York: Oxford University Press.
30. Lovell, C.A.K. (1993). “Production Frontiers and Productive Efficiency.” In H.O. Fried, C.A.K. LoveIl, and S.S. Schmidt (eds.), The Measurement of productivity Efficiency. New York: Oxford University Press.
31. Lovell, C.A.K. and P. Schmidt. (1988). “A Comparison of alternative Approaches to the Measurement of Prcductive Efficiency.” In A. Dogramaci and R. Fire (eds.), Applicarions of Modern productivity Theory. Boston: Kluwer Academic Publishers.
32. Matejcik, F.J. (1992). “Heteroscedaslic Multiple Comparison Procedures for Computer Simulation”‘ Unpublished disseration. Department of Industrial and Systems Engineering, The Ohio State University, Columbus.
33. Matejcik, E J. and B.L. Nelson. (1995). “One Stage Multiple Comparisons with the Best for Unequal Variances.” The Proceedings of he Business and Economic Section of the American Statistical Association at the Joint Statistic Meetings, Toronto, 1994, forthcoming.
34. Meeusen, W. and J. van den Broeck. (1977). “Efficient Estimation from Cobb-Douglas Production Functions with Composed Error.” International Economic Review 18, 435-444.
35. Olson, J.A., P. Schmidt, and D.M. Waldman. (1980). “A Monte Carlo Study of Estimators of Stochastic Frontier Production Functions.” Journal of Eixmanerrics 13, 67-8.
36. Park, B.U. and L. Simar. (1994). “Efficient Semiparametric Estimation in a Stochastic Frontier Model.” Journal of the American Statistical Associarion 89, 929-936.
37. Pitt, M.M. and L.F. Lee. (1981). “The Measurement and Sources of Technical Inefficiency in the Indonesian Weaving Industry.” Journal of Development Economics 9, 43-64.
38. Scale, J.L. (1990). “Estimating Stochastic Frontier Systems with Unbalanced Panel Data: The Case of Floor Tile Manufactories in Egypt.” Journal of Applied. Econometrics 59-79.
39. Schmidt, P. (1985). “Frontier Pmduction Functions.” Econometric Reviews 4, 289-328.
40. Schmidt, P. and R.C. Sickles. (1984). “Production Frontiers and Panel Data.” Journal of&rriners and Economic Smtistics 2, 367-374.
41. Simar, L. and P.W. Wilson. (1995). “Sensitivity Analysis of Efficiency Scores: How to Bootstrap in Nonparametric Frontier Models.” Working paper 9503, Institute de Statistical, Universite Catholoque de Louvain.
42. Stevenson, R.E. (1980). “Likeliiood Functions for Generalized Stochastic Frontier Estimation.” Journal of Ecoononmetric 13, 57-66.
43. Tanbane, A.C. (1977). “Multiple Comparisons in Model I: One-Way ANOVA with Unequal Variances.” Cornmunicadons and Sradsiics, Series A, 6, 15-32.
44. Waldman, D. (1982). “A Stationary Point for the Stochastic Frontier Likelihood.” Journal of Econometrics 18, 275-279.