LASSO for Stochastic Frontier Models with Many Efficient Firms

A-Tier
Journal: Journal of Business & Economic Statistics
Year: 2023
Volume: 41
Issue: 4
Pages: 1132-1142

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We apply the adaptive LASSO to select a set of maximally efficient firms in the panel fixed-effect stochastic frontier model. The adaptively weighted L1 penalty with sign restrictions allows simultaneous selection of a group of maximally efficient firms and estimation of firm-level inefficiency parameters with a faster rate of convergence than least squares dummy variable estimators. Our estimator possesses the oracle property. We propose a tuning parameter selection criterion and an efficient optimization algorithm based on coordinate descent. We apply the method to estimate a group of efficient police officers who are best at detecting contraband in motor vehicle stops (i.e., search efficiency) in Syracuse, NY.

Technical Details

RePEc Handle
repec:taf:jnlbes:v:41:y:2023:i:4:p:1132-1142
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-25