snreg: Regression with Skew-Normally Distributed Error Term
Abstract
Models with skew‑normally distributed and thus asymmetric error terms, implementing the methods developed in Badunenko and Henderson (2023) "Production analysis with asymmetric noise" . 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.
Fields of Study & Subjects
Statistical Distribution Estimation and Applications
Efficiency Analysis Using DEA
Advanced Statistical Methods and Models
Publication details
- Publication date
- 6 February 2026
- Document type
- Dataset