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robustSFA  

Robust Estimation of Stochastic Frontier Models with MDPDE
View on CRAN: Click here


Download and install robustSFA package within the R console
Install from CRAN:
install.packages("robustSFA")

Install from Github:
library("remotes")
install_github("cran/robustSFA")

Install by package version:
library("remotes")
install_version("robustSFA", "0.2.0")



Attach the package and use:
library("robustSFA")
Maintained by
Junmo Song
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-03-21
Latest Update: 2025-03-21
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>.
How to cite:
Junmo Song (2025). robustSFA: Robust Estimation of Stochastic Frontier Models with MDPDE. R package version 0.2.0, https://cran.r-project.org/web/packages/robustSFA. Accessed 19 Apr. 2025.
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