Dear all, I would like to test the half-normal distribution (of the error component from stochastic frontier models) against alternative distributions. Does anybody have some experience with doing this in stata. could anybody point me towards relevant literature? Thanks in advance.
Andrew Paul McKenzie Pegman
You fit the data to that model and others and compare the AICs. That's all I know :)
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Syed Muhammad Aqil Burney
Half normal will be a gamma distribution and the hypothesis can be tested if errors positive or magnitude of error is considered .
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