snreg (Q7380843)
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Regression with Skew-Normally Distributed Error Term
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | snreg |
Regression with Skew-Normally Distributed Error Term |
Statements
Models with skew‑normally distributed and thus asymmetric error terms, implementing the methods developed in Badunenko and Henderson (2023) "Production analysis with asymmetric noise" <doi:10.1007/s11123-023-00680-5>. The package provides tools to estimate regression models with skew‑normal error terms, allowing both the variance and skewness parameters to be heteroskedastic. It also includes a stochastic frontier framework that accommodates both i.i.d. and heteroskedastic inefficiency terms.
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6 February 2026
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