Stochastic Frontier analysis
Posted: Sat Jun 09, 2012 12:33 am
Hello everyone,
I have a problem to make program fitting for Stochastic frontier analysis.
Front41 by Coelli is available, but I want to use it by Eviews.
The most thing which make me confuse is about the grid search.
I need 2 phase grid search.
Firstly, just perform OLS, and then, by grid searching, modify the constant(or intercept), by refer to loglikelihood or ssr.
How can I solve the problem?
Thanks for your kindness..
I have a problem to make program fitting for Stochastic frontier analysis.
Front41 by Coelli is available, but I want to use it by Eviews.
The most thing which make me confuse is about the grid search.
I need 2 phase grid search.
Firstly, just perform OLS, and then, by grid searching, modify the constant(or intercept), by refer to loglikelihood or ssr.
How can I solve the problem?
Thanks for your kindness..