I’m using xtfrontier to estimate technical efficiency of banks and don’t know how to obtain normally distributed component of error term after estimation of the model. I'm using Stata 12 for Windows.
I estimated production frontier using "xtfrontier", and in order to check supposedly normally distributed component of error term on normality, autocorrelation and heteroscedasticity, I need to generate new variable with values of normally distributed component of error term, but I don't know how. I didn't find appropriate comand in article about xtfrontier postestimation and didn't find any information on this forum.
Maybe trying to analyze normally distributed component of error term in SFA model is something that is not need to be done, and that's why I can't find any information. I don't know. Looking forward to your answer. Thanks a lot!
I estimated production frontier using "xtfrontier", and in order to check supposedly normally distributed component of error term on normality, autocorrelation and heteroscedasticity, I need to generate new variable with values of normally distributed component of error term, but I don't know how. I didn't find appropriate comand in article about xtfrontier postestimation and didn't find any information on this forum.
Maybe trying to analyze normally distributed component of error term in SFA model is something that is not need to be done, and that's why I can't find any information. I don't know. Looking forward to your answer. Thanks a lot!
