A Gamma-distributed stochastic frontier model
修改了经典随机前沿模型，将扰动项的单侧部分从半正态分布改为双参数伽马分布，并提出了最大似然估计和修正OLS估计方法，通过实例展示了该模型与传统模型的差异。
We modify the stochastic frontier model of Aigner, Lovell, and Schmidt to allow the one-sided part of the disturbance to have a two-parameter Gamma distribution rather than the less flexible half-normal distribution. Maximum-likelihood estimation and the estimation of firm-specific inefficiency estimates require the evaluation of integrals which have no closed form and for which there are no polynomial approximations available. We consider two methods of computing these integrals. We also present a corrected OLS estimator based on the methods of moments. An application is presented for illustration. We find that for these data, the gamma distribution produces results which differ noticeably from those of three alternative formulations.