This is an explanatory note for the code accompanying the paper 

Bayesian Stochastic Frontier Analysis Using WinBUGS

by Jim Griffin and Mark Steel, Department of Statistics Research Report 443, 
2005, and available at 
http://www.warwick.ac.uk/go/msteel/steel_homepage/techrep/sfbugsrev.pdf
and published in Journal of Productivity Analysis, 27, (2007), 163-176
(see http://dx.doi.org/10.1007/s11123-007-0033-y for publisher's link)

Code and data are in the zipped file called SFBugsSite. This zipped file contains ODC files which 
comprise both code and data, as used in the paper. All code can be used directly in WinBUGS version 1.4 
and the data is already in the required format. The ODC files can simply be read as input
in WinBUGS. Once read in, highlight the model specification, click on "model" then on "specification".
The model specification tool will appear; click on "check model". Then highlight the data and click 
on "load data". Then click on "compile" and highlight the initial values; finally click on "load inits". 
The sampler can be run through the "update" tool, whereas the "inference" menu determines what is 
recorded. 

The first part of the name of each ODC file defines the inefficiency distribution used,
and then the dataset. The rest of the name corresponds to the following:
restrict = economic restrictions imposed
cov = firm-type covariates included
time = Coelli-type time factor for inefficiencies
t= t-distributed measurement error (otherwise normal error).
Finally, no_time_trend and linear_time_trend are self-explanatory. 

Note: the file general_exp_electricity_random implements the random coefficient model of Tsionas (2002) 
as referenced in the paper.