Testing symmetry of an unknown density function by kernel method

Ahmad, Ibrahim A.; Li, Qi

doi:10.1080/10485259708832704

Cited by 71 publications

(67 citation statements)

References 14 publications

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“…As a consequence the MLE is consistent for any parameter value and standard likelihood ratio tests can be applied to test for the presence of inefficiencies. Future research may compare this test to alternative tests in the literature; see, e.g., Ahmad and Li (1997) or Kuosmanen and Fosgerau (2009). Our Monte-Carlo experiments show that the extended model performs favorably for estimating the technical efficiencies compared with the traditional SFA model, as it provides reasonable estimates of firm efficiencies in the presence of "wrong skewness".…”

Section: Discussionmentioning

confidence: 96%

The “wrong skewness” problem in stochastic frontier models: A new approach

Hafner

Manner

Simar

2016

Econometric Reviews

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Stochastic frontier models are widely used to measure, e.g., technical efficiencies of firms. The classical stochastic frontier model often suffers from the empirical artefact that the residuals of the production function may have a positive skewness, whereas a negative one is expected under the model, which leads to estimated full efficiencies of all firms. We propose a new approach to the problem by generalizing the distribution used for the inefficiency variable. This generalized stochastic frontier model allows the sample data to have the wrong skewness while estimating well-defined and non-degenerate efficiency measures. We discuss the statistical properties of the model and we discuss a test for the symmetry of the error term (no inefficiency). We provide a simulation study to show that our model delivers estimators of efficiency with smaller bias than those of the classical model even if the population skewness has the correct sign. Finally, we apply the model to data of the U.S. textile industry for 1958-2005, and show that for a number of years our model suggests technical efficiencies well below the frontier, while the classical one estimates no inefficiency in those years.

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Section: Discussionmentioning

confidence: 96%

The “wrong skewness” problem in stochastic frontier models: A new approach

Hafner

Manner

Simar

2016

Econometric Reviews

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“…Extensions of these tests are investigated by [9]. Tests based on kernel density estimation have been investigated by [10,11], where the computation of p-values relies on the bootstrap. Data-driven smooth tests of symmetry have been proposed by [12].…”

Section: Tests Of Univariate Symmetrymentioning

confidence: 99%

On Consistent Nonparametric Statistical Tests of Symmetry Hypotheses

Quessy

2016

Symmetry

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Being able to formally test for symmetry hypotheses is an important topic in many fields, including environmental and physical sciences. In this paper, one concentrates on a large family of nonparametric tests of symmetry based on Cramér-von Mises statistics computed from empirical distribution and characteristic functions. These tests possess the highly desirable property of being universally consistent in the sense that they detect any kind of departure from symmetry as the sample size becomes large. The asymptotic behaviour of these test statistics under symmetry is deduced from the theory of first-order degenerate V-statistics. The issue of computing valid p-values is tackled using the multiplier bootstrap method suitably adapted to V-statistics, yielding elegant, easy-to-compute and quick procedures for testing symmetry. A special focus is put on tests of univariate symmetry, bivariate exchangeability and reflected symmetry; a simulation study indicates the good sampling properties of these tests. Finally, a framework for testing general symmetry hypotheses is introduced.

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“…of the error term u should be symmetric conditional on Y; but neither homoscedasticity nor normality is required. The conditional symmetry was checked using the test proposed by Ahmad and Li (1997).…”

Section: Figure A1: De…nitions Of Individualized Incomementioning

confidence: 99%

Is power more evenly balanced in poor households?

Couprie

Peluso

Trannoy

2010

Journal of Public Economics

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The structure of intra-household allocation is crucial to know whether a transfer from a rich household to a poor one translates into a transfer from a rich individual to a poor one. If rich households are more unequal than poor ones, then a progressive transfer among households reduces intra-household inequality, hence inequality among individuals. More speci…cally, two conditions have to be satis…ed for extending Generalized JEL Classi…cation: D63, D13, C14.

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Testing symmetry of an unknown density function by kernel method

Cited by 71 publications

References 14 publications

The “wrong skewness” problem in stochastic frontier models: A new approach

The “wrong skewness” problem in stochastic frontier models: A new approach

On Consistent Nonparametric Statistical Tests of Symmetry Hypotheses

Is power more evenly balanced in poor households?

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