residuals.frontier {frontier} | R Documentation |
Returning Residuals
Description
This method returns the residuals from stochastic frontier models
estimated with the frontier package
(e.g. function sfa
).
Usage
## S3 method for class 'frontier'
residuals( object, asInData = FALSE, ... )
Arguments
object |
a stochastic frontier model
estimated with the frontier package
(e.g. function |
asInData |
logical. If |
... |
currently ignored. |
Value
If argument asInData
is FALSE
(default),
a matrix of the residuals is returned,
where each row corresponds to a firm (cross-section unit)
and each column corresponds to a time period.
If argument asInData
is TRUE
,
a vector of residuals is returned,
where the residuals are in the same order
as the corresponding observations in the data set
used for the estimation.
Author(s)
Arne Henningsen
See Also
Examples
# rice producers in the Philippines (panel data)
data( "riceProdPhil" )
library( "plm" )
riceProdPhil <- pdata.frame( riceProdPhil, c( "FMERCODE", "YEARDUM" ) )
# Error Components Frontier (Battese & Coelli 1992), no time effect
rice <- sfa( log( PROD ) ~ log( AREA ) + log( LABOR ) + log( NPK ),
data = riceProdPhil )
residuals( rice )
riceProdPhil$residuals <- residuals( rice, asInData = TRUE )
# Error Components Frontier (Battese & Coelli 1992), with time effect
riceTime <- sfa( log( PROD ) ~ log( AREA ) + log( LABOR ) + log( NPK ),
data = riceProdPhil, timeEffect = TRUE )
residuals( riceTime )
riceProdPhil$residualsTime <- residuals( riceTime, asInData = TRUE )