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snreg  

Regression with Skew-Normally Distributed Error Term
View on CRAN: Click here


Download and install snreg package within the R console
Install from CRAN:
install.packages("snreg")

Install from Github:
library("remotes")
install_github("cran/snreg")

Install by package version:
library("remotes")
install_version("snreg", "1.2.0")



Attach the package and use:
library("snreg")
Maintained by
Oleg Badunenko
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-02-06
Latest Update: 2026-02-06
Description:
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.
How to cite:
Oleg Badunenko (2026). snreg: Regression with Skew-Normally Distributed Error Term. R package version 1.2.0, https://cran.r-project.org/web/packages/snreg. Accessed 18 Sep. 2026.
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