Regression with Skew-Normally Distributed Error Term
Extract Model Coefficients
Linear Regression via MLE
Print Summary of snreg Results
Residuals for snreg Objects
snreg: Regression with Skew-Normally Distributed Error Term
Linear Regression with Skew-Normal Errors
Stochastic Frontier Model with a Skew-Normally Distributed Error Term
Summary Utility (su)
Summary for Skew-Normal Regression Models
Compute Owen's T Function T(h, a)
Compute Owen's T Function T(h, a)
Extract the Variance-Covariance Matrix
Models with skew‑normally distributed and thus asymmetric error terms, implementing the methods developed in Badunenko and Henderson (2023) "Production analysis with asymmetric noise" <doi:10.1007/s11123-023-00680-5>. 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.