On hypothesis testing in latent class and finite mixture stochastic frontier models, with application to a contaminated normal-half normal model
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Springer
2023
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| Online Access: | https://link.springer.com/article/10.1007/s11123-023-00669-0 https://dlib.phenikaa-uni.edu.vn/handle/PNK/7759 |
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oai:localhost:PNK-77592023-04-11T04:16:55Z On hypothesis testing in latent class and finite mixture stochastic frontier models, with application to a contaminated normal-half normal model Alexander D., Stead Phill, Wheat William H., Greene On hypothesis testing contaminated normal-half normal model CC BY Latent class and finite mixture stochastic frontier models have been proposed as a means of allowing either for technological heterogeneity or more flexible distributions of noise and inefficiency. As in the wider literature on latent class and finite mixture models, we are interested in class enumeration, particularly testing against homogeneity. We apply a modified likelihood ratio test for homogeneity in a stochastic frontier setting, based on established results for non-Gaussian latent class and finite mixture models, and provide evidence from Monte Carlo experiments which suggest the applicability of results regarding a modified likelihood ratio test to the stochastic frontier setting. We demonstrate an application to testing a model with a contaminated normal noise term against a model with a normally distributed noise term, finding that the former is preferred, with significant implications for efficiency prediction. 2023-04-11T04:16:55Z 2023-04-11T04:16:55Z 2023 Book https://link.springer.com/article/10.1007/s11123-023-00669-0 https://dlib.phenikaa-uni.edu.vn/handle/PNK/7759 en application/pdf Springer |
| institution |
Digital Phenikaa |
| collection |
Digital Phenikaa |
| language |
English |
| topic |
On hypothesis testing contaminated normal-half normal model |
| spellingShingle |
On hypothesis testing contaminated normal-half normal model Alexander D., Stead Phill, Wheat William H., Greene On hypothesis testing in latent class and finite mixture stochastic frontier models, with application to a contaminated normal-half normal model |
| description |
CC BY |
| format |
Book |
| author |
Alexander D., Stead Phill, Wheat William H., Greene |
| author_facet |
Alexander D., Stead Phill, Wheat William H., Greene |
| author_sort |
Alexander D., Stead |
| title |
On hypothesis testing in latent class and finite mixture stochastic frontier models, with application to a contaminated normal-half normal model |
| title_short |
On hypothesis testing in latent class and finite mixture stochastic frontier models, with application to a contaminated normal-half normal model |
| title_full |
On hypothesis testing in latent class and finite mixture stochastic frontier models, with application to a contaminated normal-half normal model |
| title_fullStr |
On hypothesis testing in latent class and finite mixture stochastic frontier models, with application to a contaminated normal-half normal model |
| title_full_unstemmed |
On hypothesis testing in latent class and finite mixture stochastic frontier models, with application to a contaminated normal-half normal model |
| title_sort |
on hypothesis testing in latent class and finite mixture stochastic frontier models, with application to a contaminated normal-half normal model |
| publisher |
Springer |
| publishDate |
2023 |
| url |
https://link.springer.com/article/10.1007/s11123-023-00669-0 https://dlib.phenikaa-uni.edu.vn/handle/PNK/7759 |
| _version_ |
1762909083875147776 |
| score |
8.89252 |