Application of Stochastic Frontier Analysis
摘要
This chapter provides a practical guide for implementing various Stochastic Frontier Analysis (SFA) models using Stata. It begins with traditional cross-sectional and panel SFA models, demonstrating how to estimate technical efficiency and extend the framework to calculate factor-specific efficiencies, such as energy efficiency, and the shadow prices of undesirable outputs. The chapter then details the multi-step procedure for conducting Meta-SFA to account for technological heterogeneity across different groups. A significant focus is placed on advanced spatial SFA, introducing specialized Stata command. These tools are shown to model complex spatial dynamics, including local and global spillovers in the production frontier and error components, as well as to correct for endogeneity. By providing detailed syntax and empirical examples, the chapter serves as a hands-on resource for researchers applying both standard and state-of-the-art SFA techniques in their empirical analysis.