Investigating the impact of endogeneity on inefficiency estimates in the application of stochastic frontier analysis to nursing homes

This paper examines the impact of an endogenous cost function variable on the inefficiency estimates generated by stochastic frontier analysis (SFA). The specific variable of interest in this application is endogenous quality in nursing homes. We simulate a dataset based on the characteristics of fo...

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Main Authors: Mutter, R., Greene, William, Spector, W., Rosko, M., Mukamel, D.
Format: Journal Article
Published: 2013
Online Access:http://hdl.handle.net/20.500.11937/13126
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author Mutter, R.
Greene, William
Spector, W.
Rosko, M.
Mukamel, D.
author_facet Mutter, R.
Greene, William
Spector, W.
Rosko, M.
Mukamel, D.
author_sort Mutter, R.
building Curtin Institutional Repository
collection Online Access
description This paper examines the impact of an endogenous cost function variable on the inefficiency estimates generated by stochastic frontier analysis (SFA). The specific variable of interest in this application is endogenous quality in nursing homes. We simulate a dataset based on the characteristics of for-profit nursing homes in California, which we use to assess the impact on SFA-generated inefficiency estimates of an endogenous regressor under a variety of scenarios, including variations in the strength and direction of the endogeneity and whether the correlation is with the random noise or the inefficiency residual component of the error term. We compare each of these cases when quality is included and excluded from the cost equation. We provide evidence of the impact of endogeneity on inefficiency estimates yielded by SFA under these various scenarios and when the endogenous regressor is included and excluded from the model. © 2012 Springer Science+Business Media, LLC (outside the USA).
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spelling curtin-20.500.11937-131262017-09-13T14:59:51Z Investigating the impact of endogeneity on inefficiency estimates in the application of stochastic frontier analysis to nursing homes Mutter, R. Greene, William Spector, W. Rosko, M. Mukamel, D. This paper examines the impact of an endogenous cost function variable on the inefficiency estimates generated by stochastic frontier analysis (SFA). The specific variable of interest in this application is endogenous quality in nursing homes. We simulate a dataset based on the characteristics of for-profit nursing homes in California, which we use to assess the impact on SFA-generated inefficiency estimates of an endogenous regressor under a variety of scenarios, including variations in the strength and direction of the endogeneity and whether the correlation is with the random noise or the inefficiency residual component of the error term. We compare each of these cases when quality is included and excluded from the cost equation. We provide evidence of the impact of endogeneity on inefficiency estimates yielded by SFA under these various scenarios and when the endogenous regressor is included and excluded from the model. © 2012 Springer Science+Business Media, LLC (outside the USA). 2013 Journal Article http://hdl.handle.net/20.500.11937/13126 10.1007/s11123-012-0277-z restricted
spellingShingle Mutter, R.
Greene, William
Spector, W.
Rosko, M.
Mukamel, D.
Investigating the impact of endogeneity on inefficiency estimates in the application of stochastic frontier analysis to nursing homes
title Investigating the impact of endogeneity on inefficiency estimates in the application of stochastic frontier analysis to nursing homes
title_full Investigating the impact of endogeneity on inefficiency estimates in the application of stochastic frontier analysis to nursing homes
title_fullStr Investigating the impact of endogeneity on inefficiency estimates in the application of stochastic frontier analysis to nursing homes
title_full_unstemmed Investigating the impact of endogeneity on inefficiency estimates in the application of stochastic frontier analysis to nursing homes
title_short Investigating the impact of endogeneity on inefficiency estimates in the application of stochastic frontier analysis to nursing homes
title_sort investigating the impact of endogeneity on inefficiency estimates in the application of stochastic frontier analysis to nursing homes
url http://hdl.handle.net/20.500.11937/13126