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Local influence analysis of stochastic frontier estimation: A case-weights perturbation approach

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  • Zhuo, Shuaihe

Abstract

The local influence analysis of the stochastic frontier model estimation is explored under the case-weights perturbation scheme, which is based on the theory of differential geometry. These local influence analysis procedures are illustrated using the half-normal stochastic frontier model. The likelihood displacement is derived, which is the crucial influence diagnostics. This kind of local influence analysis has many practical implications on the stochastic frontier model, such as data sensitivity analysis. A simulation study is provided which will be useful for practitioners.

Suggested Citation

  • Zhuo, Shuaihe, 2018. "Local influence analysis of stochastic frontier estimation: A case-weights perturbation approach," Economics Letters, Elsevier, vol. 164(C), pages 79-81.
    • Handle: RePEc:eee:ecolet:v:164:y:2018:i:c:p:79-81
    DOI: 10.1016/j.econlet.2018.01.008
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    1. Osorio, Felipe & Paula, Gilberto A. & Galea, Manuel, 2007. "Assessment of local influence in elliptical linear models with longitudinal structure," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4354-4368, May.
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    5. Aigner, Dennis & Lovell, C. A. Knox & Schmidt, Peter, 1977. "Formulation and estimation of stochastic frontier production function models," Journal of Econometrics, Elsevier, vol. 6(1), pages 21-37, July.
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    Cited by:

    1. Tsionas, Mike G., 2018. "Bayesian local influence analysis: With an application to stochastic frontiers," Economics Letters, Elsevier, vol. 165(C), pages 54-57.
    2. Stead, Alexander D. & Wheat, Phill & Greene, William H., 2023. "Robust maximum likelihood estimation of stochastic frontier models," European Journal of Operational Research, Elsevier, vol. 309(1), pages 188-201.

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    More about this item

    Keywords

    Local influence; Case-weights perturbation; Stochastic Frontier;
    All these keywords.

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
    • C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics

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