new distribution

[graziella85]

Hi, I am an Italian researcher in Economics. I need to know if it is possible introduce new and different distribution for the error component in frontier model with panel data. I think that it is necessary write some instruction. How can I do this?
I hope someone can help me.
Bye

[vinux]

what you mean by "new and different" distribution? One can always construct a model with any distribution.

[graziella85]

Dear Vinux, thank you for your prompt reply.
The issue is that xtfrontier estimates cost/production function forcing the error components to be normally distributed. My interest is to estimate a cost function and modelling the errors with different distributions by using the copula approach. At this stage of my knowledge of stata, I realize that the only useful command is xftrontier with the above limitation to run regressions assuming normal distribution.

I hope to be clearer than before, in the sense that new distribution states for distribution other than normal.

Thank you in advance for your cooperation in this matter.

Best,
Graziella