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Stokastisk produktionsfunktionsanalys (SFA)×Vanligaste minsta kvadratmetoden (OLS) Regression×Kvantilregression×
ÄmnesområdeEkonometriEkonometriEkonometri
FamiljRegression modelRegression modelRegression model
Ursprungsår197720191978
UpphovspersonAigner, Lovell & Schmidt (1977); Battese & Coelli (1995) for panelsWooldridge (textbook treatment); classical least squaresKoenker & Bassett
TypFrontier regression modelLinear regressionConditional quantile regression
UrsprungskällaAigner, 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 ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗
AliasSFA, stochastic frontier model, stochastic production frontier, Stokastik Sınır Analizi (SFA)ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonuconditional quantile regression, regression quantiles, Kantil Regresyon
Närliggande355
SammanfattningStochastic Frontier Analysis is a frontier regression model, introduced by Aigner, Lovell and Schmidt in 1977, that estimates a production, cost, or profit function while separating each unit's technical inefficiency from ordinary statistical noise. It splits the error term into a symmetric random component and a one-sided inefficiency component, producing firm- or country-level efficiency scores.Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.
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ScholarGateJämför metoder: Stochastic Frontier Analysis · OLS Regression · Quantile Regression. Hämtad 2026-06-18 från https://scholargate.app/sv/compare