Frontier with QLIM

[cd2011]

Hi All,

I am trying to estimate a stochastic cost frontier model by using qlim with
the option endogenous ~ frontier (type=half cost).
But it gives me error saying: Syntax error, expecting one of the following: CENSORED, DISCRETE, SELECT, TRUNCATED.

ERROR 200-322: The symbol is not recognized and will be ignored.

ERROR 202-322: The option or parameter is not recognized and will be ignored.
...

I have SAS 9.1. Can anyone tell me what I am doing wrong.

Thanks much.

[Doc_Duke]

CD2011,

You will get answers that are a lot more useful if you post the entire PROC step. The error may not be where you think it is.

Doc Muhlbaier
Duke

[Doc_Duke]

Also, you should check the documentation for your version of SAS. For instance, FRONTIER was not an option for SAS 9.1. It was added sometime in SAS 9.2.

[cd2011]

Thanks for your response Doc.

I did some search and I also found out that frontier was coming under SAS 9.2. But, I wanted to be sure.

Thanks much.

[cd2011]

BTW, does anyone know if it is possible to model heteroscedasticity in frontier model with proc qlim?

Thanks,

[CIMS]

Hi all,

does anybody know how to get the output of the predicted individual technical efficiency with the qlim procedure?