snreg: Regression with Skew-Normally Distributed Error Term

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Authors: Oleg Badunenko
Cited by: 0
References: 1

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