Fitting endogenous stochastic frontier models in Stata
Mustafa U. Karakaplan
Georgetown University
Department of Economics
Washington, DC
[email protected]
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Abstract. In this article, I introduce sfkk, a new command for fitting endogenous
stochastic frontier models. sfkk provides estimators for the parameters
of a linear model with a disturbance assumed to be a mixture of two components:
a measure of inefficiency that is strictly nonnegative and a two-sided error
term from a symmetric distribution. sfkk can handle endogenous variables
in the frontier or the inefficiency, and the sfkk estimates outperform
the standard frontier estimates that ignore endogeneity.
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Mustafa U. Karakaplan
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sfkk, endogeneity, endogenous stochastic frontier models, production frontier, cost frontier, endogenous inefficiency
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