THIS IS THE CHANGELOG OF THE "frontier" PACKAGE Please note that only the most significant changes are reported here. A full ChangeLog is available in the log messages of the SVN repository on R-Forge. CHANGES IN VERSION 0.996-0 * observations with values that are not available (NA + NaN) or infinite (Inf) are automatically excluded from the estimation now * a warning is given now, if the OLS residuals have the wrong skewness (the skewness is calculated by the function skewness() of the package "moments") * added method lrtest.frontier (based on the generic function lrtest() of the "lmtest" package) that can test parameter restriction using LR tests: it can be used to compare different stochastic frontier models (estimated by ML) and to test the (one-sided) inefficiency term (i.e. MLE vs. OLS) * the object returned by logLik.frontier() is of class "logLik" now and has two attributes: "nobs" (number of observations) and "df" (number of free parameters) * improved and added some warning messages so that they are (hopefully) more helpful now * reduced output printed by print.summary.frontier() * the OLS estimation in done inside R using lm() now * added some further tests in the /tests/ subdirectory * minor improvements in the documentation of some functions/methods CHANGES IN VERSION 0.995-8 * the P values of the parameters estimated by ML are calculated using a standard normal distribution (instead of a t distribution) now, because the "t values" do not follow a t distribution but asymptotically follow a standard normal distribution * renamed the "t values" of the parameters estimated by ML (and returned by the "summary" method) as "z values" (see above) * print.frontier() prints the estimation results in a way that is much more similar (almost identical) to the output of print.lm() now * removed variable "time" from the data set "front41Data", because it is a cross-section data set CHANGES IN VERSION 0.995-6 * modified sfa() so that it works with version 0.2-0 of the "Formula" package CHANGES IN VERSION 0.995-4 * added data set "telecom" that contains data on telecommunications providers in 21 countries in 1990 CHANGES IN VERSION 0.995-0 * added new user interface: function "sfa" (instead of "frontier") should be used for Stochastic Frontier Analysis (SFA) now; its user interface is much more similar to the standard regression tool in R "lm"; function "frontier", which is a wrapper to "sfa" now, is kept for compatibility with older versions * functions "sfa" (and hence also "frontier", "frontierQuad" etc.) no longer calculate and return efficiency estimates * function "sfa" no longer has argument "logDepVar", because this information is irrelevant for the estimation * method "efficiencies" for objects of class "frontier" calculates efficiency estimates now (instead of just extracting them) * method "efficiencies" for objects of class "frontier" has the argument "logDepVar" now, which indicates whether the dependent variable is logged (this information is required to calculate the efficiency estimates) * method "summary" for objects of class "frontier" calculates and returns the efficiency estimates now (the calculation is done by the "efficiencies" method, see above) * method "summary" for objects of class "frontier" has the argument "logDepVar" now, which indicates whether the dependent variable is logged (this information is required to calculate the efficiency estimates) * added "residuals" method for objects of class "frontier" to obtain the residuals * fixed bug in the Fortran subroutine "der1" that calculates the derivatives of the likelihood function of the "Error Components Frontier" (ECF): in case of unbalanced panel data, uninitialized values (for unobserved observations) were used in the calculation so that the derivatives were wrong * fixed bug in the Fortran code: in case of unbalanced panel data, the efficiency estimates of the missing observations were set to the previously calculated efficiency estimate (mostly the efficiency estimate of the previous firm in the same year) * added further tests in /tests/frontierTest.R CHANGES IN VERSION 0.991-2 * fixed bug #469: it is possible (again) now to estimate frontiers with argument "ineffDecrease" set to FALSE (e.g. cost frontiers) * the ratio between the density function and the cumulative distribution function ("den(a)/dis(a)") is calculated by "dexp(denlog(a)-dislog(a))" now, because the new approach is capable to calculate this ratio even if "a" is smaller than -37.5 CHANGES IN VERSION 0.991-0 * removed argument "modelType": the model type is derived from argument "zNames" (NULL or not NULL) now * the C function "pnorm", which is included in the R software, is used instead of the Fortran function "dis", which is included in the Frontier 4.1 software, to calculate the cumulative distribution of the standard normal distribution * the C function "dnorm", which is included in the R software, is used instead of the Fortran function "den", which is included in the Frontier 4.1 software, to calculate the density of the standard normal distribution * the logarithm of the density function of the standard normal distribution is calculated directly with the C function "pnorm" with argument "give_log" equal to 1 (TRUE) now * the parameters of the X variables are no longer named "beta_0", "beta_1", "beta_2" etc. but "(Intercept)", "", "" etc. (as returned by lm()) * the parameters of the Z variables are no longer named "delta_0", "delta_1", "delta_2" etc. but "Z_(Intercept)", "Z_", "Z_" etc. * the "logLik" method for objects of class "frontier" has a new argument "newParam" now: if this argument is provided by the user, the log-likelihood value of the model 'object' is calculated with these (new) parameters * added argument "muBound": in case of an Error Components Frontier (ECF) with the inefficiency terms "u" following a truncated normal distribution with mean "mu", argument "muBound" can be used to restrict "mu" to be in the interval "+/- muBound * sigma_u", where "sigma_u" is the standard deviation of "u". CHANGES IN VERSION 0.99-2 * argument 'maxit' can be zero now CHANGES IN VERSION 0.99-0 * corrected and considerably improved documentation of function "fontier" * changed order of arguments of function "frontier" * removed arguments "crossSectionName" and "timePeriodName" from function "frontier": in case of cross-section data, these variables (information) are not needed, and in case of panel data, the information on the panel structure has to be added to the data set by the function "plm.data" of the "plm" package * argument "modelType" of function "frontier" must be "ECF" or "EEF" now * replaced argument "funtionType" of function "frontier" by argument "ineffDecrease" * renamed argument "eta" of function "frontier" as "timeEffect" * split argument "mu" of function "frontier" into "truncNorm" and "zIntercept" * increased default value of argument "maxit" of function "frontier" to 1000 * renamed argument "step1" of function "frontier" as "searchStep" * renamed argument "tol2" of function "frontier" as "searchTol" * replaced argument "indic" of function "frontier" by "searchScale" * renamed argument "gridno" of function "frontier" as "gridSize" * renamed argument "igrid2" of function "frontier" as "gridDouble" * renamed argument "iprint" of function "frontier" as "printIter" * removed arguments "qxNames" and "quadHalf" from function "frontier", because quadratic or translog frontiers can be estimated with function "frontierQuad" now * added "logLik" method for objects of class "frontier" * added function "frontierQuad" for estimating quadratic and translog frontiers * added function "frontierTranslogRay" for estimating stochastic ray translog frontier functions * added the generic function "efficiencies" and corresponding methods for default objects and objects of class "frontier" * added "elas" method for objects of class "frontierQuad" * function frontier() and frontierQuad() return the (matched) call now * the matrix of efficiency estimates returned by "frontier" has row names (cross section units) and possibly column names (time period) now CHANGES IN VERSION 0.9-9 AND BEFORE * please take a look at the log messages of the SVN repository on R-Forge