A Monte Carlo Analysis of Technical Ineeciency Predictors
نویسندگان
چکیده
This paper studies performance of both point and interval predictors of technical ine ciency in the stochastic production frontier model using a Monte Carlo experiment. In point prediction we use the Jondrow et al. (1980) results, while for interval prediction the Horrace and Schmidt (1996) and Hjalmarsson et al. (1996) results are used. When ML estimators are used we nd negative bias in point predictions. MSEs are found to decline as the sample size increases. The mean empirical coverage accuracy of the con dence intervals are found to be signi cantly below the corresponding theoretical con dence levels for all values of the variance ratio.
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