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Regression model

Stokastisk frontanalyse (SFA)

Stokastisk frontanalyse er en frontregressionmodel, introduceret af Aigner, Lovell og Schmidt i 1977, der estimerer en produktions-, omkostnings- eller profitfunktion, mens den adskiller hver enheds tekniske ineffektivitet fra almindelig statistisk støj. Den opdeler fejlleddet i en symmetrisk tilfældig komponent og en ensidig ineffektivitetskomponent, hvilket resulterer i effektivitetsscores på firm- eller landeniveau.

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Kilder

  1. Aigner, D., Lovell, C.A.K. & Schmidt, P. (1977). Formulation and Estimation of Stochastic Frontier Production Function Models. Journal of Econometrics, 6(1), 21–37. DOI: 10.1016/0304-4076(77)90052-5
  2. Battese, G.E. & Coelli, T.J. (1995). A Model for Technical Inefficiency Effects in a Stochastic Frontier Production Function for Panel Data. Empirical Economics, 20(2), 325–332. DOI: 10.1007/BF01205442

Sådan citerer du denne side

ScholarGate. (2026, June 1). Stochastic Frontier Production Function Analysis. ScholarGate. https://scholargate.app/da/econometrics/stochastic-frontier

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ScholarGateStochastic Frontier Analysis (Stochastic Frontier Production Function Analysis). Hentet 2026-06-15 fra https://scholargate.app/da/econometrics/stochastic-frontier · Datasæt: https://doi.org/10.5281/zenodo.20539026