[Gretl-devel] Functions for stochastic frontier analysis

I have uploaded to the gretl server 4 function packages to estimate stochastic frontier models with & without heteroskedasticity. sfa_mod & sfa_hetmod estimate SFA models without & with heteroskedasticity. sfa_eff & sfa_het_eff estimate the case by case efficiencies using the results from sfa_mod & sfa_hetmod respectively. The packages pretty much cover the same range of options as provided by Stata's frontier command (Version 10) with the exception of heteroskedastic random errors (the v[i,t] component), which are less interesting and very difficult to estimate. Please note that both Stata and I find that the heteroskedastic models are sometimes difficult or impossible to estimate. I will add a version matching Stata's xtfrontier for panel data in due course. The programs are well-tested as estimation procedures, but the interface is a little primitive because I would prefer to put everything into a single package with branches depending upon whether the user wants to specify uniform or heteroskedastic errors and whether they want to obtain efficiency estimates or not. The difficulty for me at the moment is that each combination requires a different number and type of inputs or outputs and I can't work out how to do this conveniently without requiring script users to specify null fields and pre-created series for the results. There is probably a way, but I don't gretl sufficiently well to be sure how. The function packaging and upload process is a bit messy. gretl (for Windows) crashed once during the process and it managed to put the wrong helper functions into one package (I don't think that this was my mistake) so I have upload several packages on more than one occasion. The most recent are the correct ones - all marked as Version 0.5. Finally, I would like to endorse many of the remarks made by Andreas Rosenblad in his message of March 20th. His suggestions would make the process of defining and using function packages rather easier. Please let me know if you find errors in the SFA packages or have suggestions for improvements or extensions. Gordon Hughes