Write an instruction file, a data file, and a start-up file for Tim Coelli's program Frontier 4.1 that performs stochastic frontier analysis.
front41WriteInput( data, crossSectionName, timePeriodName = NULL,
yName, xNames = NULL, qxNames = NULL, zNames = NULL, quadHalf = TRUE,
modelType = ifelse( is.null( zNames ), 1, 2 ), functionType = 1,
logDepVar = TRUE, mu = FALSE, eta = FALSE, path = ".",
insFile = "front41.ins", dtaFile = sub( "\\.ins$", ".dta", insFile ),
outFile = sub( "\\.ins$", ".out", insFile ), startUpFile = "front41.000",
iprint = 5, indic = 1, tol = 0.00001, tol2 = 0.001, bignum = 1.0E+16,
step1 = 0.00001, igrid2 = 1, gridno = 0.1, maxit = 100, ite = 1 )data frame that contains the data.
string: name of the cross section identifier.
string: name of the time period identifier
or NULL in case of cross-section data.
string: name of the endogenous variable.
a vector of strings containing the names of the X variables (exogenous variables of the production or cost function).
a vector of strings containing the names of the variables
to construct quadratic and interaction terms.
As a shortcut, this argument can be set to "all"
for using all variables specified in argument xNames
to get a full quadratic or translog model.
a vector of strings containing the names of the Z variables (variables explaining the efficiency level).
logical. Multiply the quadratic terms by one half?
model type: either 1 for an 'Error Components Frontier' or 2 for an 'Efficiency Effects Frontier'.
function type: either 1 for 'production function' or 2 for 'cost function'.
logical. Is the dependent variable logged.
logical. Should a 'mu' (in case of an 'Error Components Frontier', i.e. modelType = 1) or a delta0 (in case of an 'Efficiency Effects Frontier', i.e. modelType = 2) be included in the estimation.
logical. Should an 'eta' be included in the estimation (only in case of an 'Error Components Frontier', i.e. modelType = 1).
path in which the instruction file, the data file, and the start-up file should be written.
name of the instruction file.
name of the data file.
name of the output file.
name of the start-up file. If this argument is NULL, no start-up file is written.
numeric. Print info every iprint iterations;
if this argument is 0, do not print.
numeric. Use in unidimensional search procedure: indic = 2 says do not scale step length in unidimensional search; indic = 1 says scale (to length of last step) only if last step was smaller; indic = any other number says scale (to length of last step).
numeric. Convergence tolerance (proportiona).
numeric. Tolerance used in uni-dimensional search procedure.
numeric. Used to set bounds on densities and distributions.
numeric. Size of 1st step in search procedure.
numeric. 1 = double accuracy, 0 = single accuracy.
numeric. Steps taken in single accuracy grid search on gamma.
numeric. Maximum number of iterations permitted
numeric. 1 = print all efficiency estimates; 0 = print only the mean efficiency.
front41WriteInput writes an instruction file, a data file,
and a start-up file for Frontier 4.1 to disk
and it invisibly returns a list of class front41WriteInput.
This list contains mainly the arguments with which front41WriteInput
was called.
An exception is element data, which is not
the argument data but the data matrix
that was written into the data file.
Furthermore, in case of an Efficiency Effects Model,
the element eta contains the number of Z variables.
Additionally, the returned list contains following elements:
number of cross section units.
number of time periods.
total number of observations.
total number of X variables (including quadratic and interaction terms).
number of Z variables.
A modified version of Tim Coelli's FRONTIER 4.1
that can be used non-interactively is available on
http://frontier.r-forge.r-project.org/front41.html.
It can be called from within R using the system command
(see example).
This version is is available as (FORTRAN) source code
and (executable) binaries for GNU/Linux and MS-Windows.
Battese, G.E. and T. Coelli (1992), Frontier production functions, technical efficiency and panel data: with application to paddy farmers in India. Journal of Productivity Analysis, 3, 153-169.
Battese, G.E. and T. Coelli (1995), A model for technical inefficiency effects in a stochastic frontier production function for panel data. Empirical Economics, 20, 325-332.
Coelli, T. (1996) A Guide to FRONTIER Version 4.1: A Computer Program for Stochastic Frontier Production and Cost Function Estimation, CEPA Working Paper 96/08, http://www.uq.edu.au/economics/cepa/frontier.php, University of New England.
# NOT RUN {
data( front41Data )
front41Data$logOutput <- log( front41Data$output )
front41Data$logCapital <- log( front41Data$capital )
front41Data$logLabour <- log( front41Data$labour )
front41WriteInput( front41Data, "firm", yName = "logOutput",
xNames = c( "logCapital", "logLabour" ),
path = tempdir(), insFile = "coelli.ins" )
# }
# NOT RUN {
system( paste0( "cd ", tempdir(), "; front41.bin coelli.ins" ) )
sfa <- front41ReadOutput( file.path( tempdir(), "coelli.out" ) )
summary( sfa )
# }
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