robustSFA
Robust Estimation of Stochastic Frontier Models with MDPDE
v0.2.0
·
Mar 21, 2025
·
GPL-3
Description
This provides a robust estimator for stochastic frontier models, employing the Minimum Density Power Divergence Estimator (MDPDE) for enhanced robustness against outliers. Additionally, it includes a function to recommend the optimal tuning parameter, alpha, which controls the robustness of the MDPDE. The methods implemented in this package are based on Song et al. (2017) <doi:10.1016/j.csda.2016.08.005>.
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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
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0.2.0
Mar 9, 2026