Maximum likelihood estimation of stochastic frontier models, in which observed output falls short of an unobserved production frontier by a one-sided inefficiency term in addition to symmetric noise, following Aigner, Lovell and Schmidt (1977) <doi:10.1016/0304-4076(77)90052-5> and Meeusen and van den Broeck (1977) <doi:10.2307/2525757>. Cross-sectional models cover fifteen noise and inefficiency distribution pairs, with heteroskedasticity permitted in either error component. Panel models include the true fixed and random effects estimators of Greene (2005) <doi:10.1016/j.jeconom.2004.05.003> and the four-component model of Colombi, Kumbhakar, Martini and Vittadini (2014) <doi:10.1007/s11123-014-0386-y>. Further entry points address zero inefficiency, latent classes, two-tier frontiers, sample selection, nonparametric frontiers, dependence between the error components, and endogenous regressors after Amsler, Prokhorov and Schmidt (2016) <doi:10.1016/j.jeconom.2015.06.013>. Technical efficiency prediction, marginal effects, and specification tests for wrong skewness, for the assumed inefficiency distribution and for heteroskedasticity are provided.  sfa is currently hosted on CRAN and on GitHub.  

Data envelopment analysis in R.  Nonparametric efficiency measurement by data envelopment analysis. Provides radial (Charnes-Cooper-Rhodes and Banker-Charnes-Cooper) technical efficiency under constant, variable, non-increasing and non-decreasing returns to scale, the slacks-based measure of Tone (2001), the additive model of Charnes and others (1985), and the directional distance function of Chambers, Chung and Fare (1996), all through one interface and one result object. Efficiency estimates are accompanied by peers, slacks, returns-to-scale classification, scale efficiency and the optimal multipliers, and by bias-corrected estimates and confidence intervals from the smoothed homogeneous bootstrap of Simar and Wilson (1998). Where prices are known, cost, revenue and Nerlovian profit efficiency separate the technical component from the allocative one; where they are not, cross-efficiency with the secondary goals of Doyle and Green (1994) ranks units that a self-appraisal leaves tied. This package succeeds the archived 'DEA' package of Diaz-Martinez and Fernandez-Menendez (2008).  DEA is currently hosted on CRAN and on GitHub.