决策单元排序的两阶段 DEA 方法

针对传统数据包络分析方法中的效率值不能区分有效决策单元的相对"优劣性"的不足,文章给出了一种对决策单元排序的两阶段DEA方法,该方法一方面利用传统的C2R模型的评价效率值实现了非DEA有效(C2R)决策单元的排序;另一方面建立了评价DEA有效(C2R)决策单元的C2R模型,实现了DEA有效(C2R)决策单元的排序。通过实例验证该方法在区分DEA有效(C2R)决策单元方面很有效。     

基于区间超效率DEA的企业自主创新项目方案评价

当投入和产出数据为区间数时,传统的超效率DEA模型转化为区间超效率DEA模型.首先建立了求解每个决策单元的最高效率值和最低效率值的确定型超效率DEA模型,从而求得每个决策单元的区间效率值.然后按区间效率值将所有决策单元分为三类,即区间DEA有效、区间DEA部分有效和区间DEA无效,并以简单平均区间效率对各决策单元进行充分排序.最后,将区间超效率DEA模型应用于某自主创新项目8个投资方案评价中,结果较传统的超效率DEA模型更具柔性、更为合理.     

DEA有效决策单元效率评价的新方法

运用DEA模型进行决策单元的相对有效性评价时,可能出现DEA有效的决策单元较多、排序不完全的问题.文章提出了通过构造一个理想决策单元,与DEA有效决策单元一起,继续进行评价的新方法;并通过对我国15个副省级城市的评价排序算例,说明了这种方法的可行性.     

一种具有独立子系统的区间DEA评价与排序方法

具有独立子系统的决策单元的评价及排序问题是DEA研究领域的重要内容之一.文章在修正的Russell模型的基础上,提出了一种两阶段区间DEA方法,对具有不确定性且包含独立子系统的决策单元进行了相对有效性评价与排序.该方法丰富了DEA成果,有着较广的应用前景.     

基于因子分析和改进DEA交叉模型的中国“一流大学”建设高校科研效率评价

高校科研效率提升是当前中国高等院校科研创新工作亟待解决的核心问题。针对传统DEA模型在高校科研效率评价中存在的有效决策单元无法全排序、交叉效率值不唯一等问题,引入TOPSIS思想,建立基于理想决策单元的DEA交叉模型,并采用熵权法集结各决策单元效率值,构建改进的DEA交叉模型;运用因子分析构建评价指标体系,通过消除指标间相关性以满足DEA模型对指标技术要求;采用改进的DEA交叉模型对中国40所"一流大学"建设高校科研效率进行评价,研究结果表明40所"一流大学"建设高校的整体科研效率水平偏低,还存在较大的改进空间。     

基于超效率DEA模型的绿色供应链环境下供应商评价与选择

文章考虑到环境因素,提出了绿色供应链环境下供应商选择的基本流程,构建了一套完整的绿色供应链环境下供应商评估与选择的指标体系。运用DEA方法的C2R模型以及在C2R模型基础上改进建立起来的超效率DEA模型,对绿色供应链环境下的供应商进行客观的定量评价。     

基于DEA方法的我国旅游服务质量测评研究

1D EA方法的测评模型1.1D EA方法的基本模型C2R简介假设有n个决策单元,其中决策单元j对应的输入与输出向量分别为:xj=穴x1j熏x2j熏…熏xmj雪,yj=穴y1j熏y2j熏…熏ysj雪,这里j=1熏2熏…熏n熏穴xj熏yj雪∈T,T为生产可能集。对于DEA评价方法中的C2R模型,生产可能集T满足4条公理:凸     

DEA方法的Excel实现

一、DEA概述 1978年由著名运筹学家A.Charnes、W.W.Cooper和E.Rhodes提出了一个被称为数据包络分析(Data Envelopment Analysis,简称)的方法,用来评价具有多个输入和输出的决策单元(Decision Making Units,DMU)的相对有效性.他们提出了第一个模型C2R模型.之后学者们相继提出了C2GS2模型、BC2模型、C2WH模型等一些其他模型.     

基于交叉竞争型MalmquistTFP模型的能源效率的测量

文章根据各区域间的博弈竞争关系,构建交叉竞争型MalmquisTFP指数模型,并进行实证研究,以内地30个省份的能源效率数据作为案例,并采用提出的交叉竞争效率模型对这些数据进行测量与排序.在与传统测量模型的对比中,采用基于交叉竞争型MalmquistTFP模型的测量结果可显著提升部分评价单元的"异质性",有助于评价单元的比较与排序.测量结果表明,我国全要素能源的效率具有较大上升空间,其潜力有待继续开发.     

对我国科技资源配置效率的测度

针对以往DEA方法在进行科技资源配置效率测度中存在的不足,文章首先基于典型相关分析方法对科技投入要素的相对权重进行了设定;进而采用C2R模型和超效率模型对我国1991~2005年的科技资源配置效率进行了测算,并对其影响因素进行了基于Tobit模型的回归分析。结果表明:我国科技资配置效率整体上处于不断上升的状况,其中政府对科技活动的资金支持和知识产权保护环境的改善有利于配置效率的提高,而改革开放、教育投资和人力资本存量则未起到预期的效果。     

Efficiency gains due to using missing data procedures in regression models

The problem of missing observations in regression models is often solved by using imputed values to complete the sample. As an alternative for static models, it has been suggested to limit the analysis to the periods or units for which all relevant variables are observed. The choice of an imputation procedure affects the asymptotic efficiency of the method used to subsequently estimate the parameters of the model. In this note, we show that the relative asymptotic efficiency of three estimators designed to handle incomplete samples depends on parameters that have a straightforward statistical interpretation. In terms of a gain of asymptotic efficiency, the use of these estimators is equivalent to the observation of a percentage of the values which are actually missing. This percentage depends on three R²-measures only, which can be straightforwardly computed in applied work. Therefore it should be easy in practice to check whether it is worthwhile to use a more elaborate estimator.     

Optimal designs for estimating a choice hierarchy by a general nested multinomial logit model

Abstract

In choice experiments the process of decision-making can be more complex than the proposed by the Multinomial Logit Model (MNL). In these scenarios, models such as the Nested Multinomial Logit Model (NMNL) are often employed to model a more complex decision-making. Understanding the decision-making process is important in some fields such as marketing. Achieving a precise estimation of the models is crucial to the understanding of this process. To do this, optimal experimental designs are required. To construct an optimal design, information matrix is key. A previous research by others has developed the expression for the information matrix of the two-level NMNL model with two nests: Alternatives nest (J alternatives) and No-Choice nest (1 alternative). In this paper, we developed the likelihood function for a two-stage NMNL model for M nests and we present the expression for the information matrix for 2 nests with any amount of alternatives in them. We also show alternative D-optimal designs for No-Choice scenarios with similar relative efficiency but with less complex alternatives which can help to obtain more reliable answers and one application of these designs.     

On estimating the distribution of data envelopment analysis efficiency scores: an application to nursing homes’ care planning process

Data envelopment analysis (DEA) is a deterministic econometric model for calculating efficiency by using data from an observed set of decision-making units (DMUs). We propose a method for calculating the distribution of efficiency scores. Our framework relies on estimating data from an unobserved set of DMUs. The model provides posterior predictive data for the unobserved DMUs to augment the frontier in the DEA that provides a posterior predictive distribution for the efficiency scores. We explore the method on a multiple-input and multiple-output DEA model. The data for the example are from a comprehensive examination of how nursing homes complete a standardized mandatory assessment of residents.     

Efficiency of schemes of sampling from the inverse gaussian-weibull mixture model

The objective of this paper is to study the efficiency of sampling schemes suggested by Hosmer(1973), termed models Ml and M2, relative to the regular random sampling, termed model MO, when samples are drawn from a population having the Inverse Gaussian-Weibull (IG-W) mixture distribution.

It has been shown that whether the efficiency is based on relative variances of the maximum likelihood estimates (ML,E's) of the components of the vector of parameters or on the generalized variances of the MLE's of that vector, Hosmer's models Ml or M2 perform better than model MO.     

基于DEA方法的中国保险公司效率评价

从复保以来中国保险业得到了飞速发展,时至今日,保险公司效率问题已渐渐成为了人们关注的焦点问题。文章运用数据包络方法(DEA),对我国境内中资和外资共31家保险公司的效率进行了目前最广范围的测定和排序。同时运用C2R模型下的效率和C2GS2模型下的技术效率对比研究得出:我国保险业整体效率较低;外资保险公司技术效率较高;中资保险公司的重组对自身技术效率有巨大促进作用。     

Efficiency Measure from Dynamic Stochastic Production Frontier: Application to Tunisian Textile, Clothing, and Leather Industries

This paper adresses the measurement of technical efficiency of textile, clothing, and leather (TCL) industries in Tunisia through a panel data estimation of a dynamic translog production frontier. It provides a perspective on productivity and efficiency that should be instructive to a developing economy which will face substantial competitive pressure along the gradual economic liberalisation process. The importance of TCL industries in Tunisian manufacturing sector is a reason for obtaining more knowledge of productivity and efficiency for this key industry. Dynamic is introduced to reflect the production consequences of the adjustment costs, which are associated with changes in factor inputs. Estimation of a dynamic error components model is considered using the system generalized method of moments (GMM) estimator suggested by Arellano and Bover (1995), Another look at the instrumental-variable estimation of error-components models, J. Econometrics68:29-51) and Blundell and Bond (Blundell, R., Bond, S. (1998a), Initial conditions and moment restrictions in dynamic panel data models. J. Econometrics87:115-143; Blundell, R., Bond, S. (1998b), GMM estimation with persistent panel data: an application to production functions, Paper presented at the Eighth International Conference on Panel Data, Goteborg University). Our study evaluates the sensitivity of the results, particularly of the efficiency measures, to different specifications. Firm-specific time-invariant technical efficiency is obtained using the Schmidt and Sickles (Schmidt, P., Sickles, R. C. (1984). Production frontiers and panel data. J. Bus. Econ. Stat.2:367-374) approach after estimating the dynamic frontier. We stress the importance of allowing for lags in adjustment of output to inputs and of controlling for time-invariant variables when estimating firm-specific efficiency. The results suggest that the system GMM estimation of the dynamic specification produces the most accurate parameter estimates and technical efficiency measure. Mean efficiency scores is of 68%. Policy implications of the results are outlined.     

Statistical modeling and inferences on dynamic decision-making mechanism underlying longitudinal distribution data with resource heterogeneity

We propose a new way of constructing dynamic decision-making model and a non-likelihood based statistical approach for analyzing a new data type: longitudinal distribution data. This longitudinal data records a trajectory of an animal’s dynamic decision-making when continuously exploiting a relative large, but close environment. The ensemble of all hosts contained in the environment is postulated to constitute a manifold of species-specific fitness-gains at any time point, and traverses through two major distinct phases: abundance vs. scarcity of pristine hosts. As such a manifold provides the relative potentials to all possible hosts available for selection, we construct a phase-dependent dynamic decision-making mechanism in a form of a self-adaptive conditional probabilistic model. We devise a Minimum Sum of Chi-squared approach to simultaneously evaluate individual cognitive capability within the two distinct phases and address the validity of the manifold based dynamic decision-making model on the longitudinal distribution data. We analyze three real data sets of seed beetle Callosobruchus maculatus collected from three experimental designs with different degrees of resource heterogeneity. Our statistical inferences are shown to successfully resolve the behavioral ecology issue of whether animal adaptively employs a dynamic decision-making mechanism in response to gradual environmental changes.     

面板数据随机前沿分析的研究综述

近年来,面板数据随机前沿分析（SFA）越来越多地被用于测算各类决策单位的效率,取得了很多成果,但是国内外实证研究文献也存在过度依赖几种假设严格的模型和不注重模型局限性的问题。本文在统一的计量框架下,对面板SFA模型的发展研究进行了系统的梳理总结。本文将相关模型分为两大类：效率不随时间变化的模型和效率可随时间变化的模型,每一类又根据是否对效率项的分布做出假设分为：有分布假设的模型和无分布假设的模型。在明确和比较不同模型的假设、估计过程和局限性的基础上,我们对未来面板SFA模型的应用提出了建议。     

空间ZISF的估计及蒙特卡罗模拟

在随机前沿模型中引入空间效应和技术无效率项的非连续性并构建了空间零无效率随机前沿模型,使用极大似然估计和JLMS方法得出参数和技术效率的估计。蒙特卡罗模拟表明:(1)逆似然比检验能以较高的准确率识别真实模型;(2)本方法在参数估计和技术效率的估计两方面均表现较好;(3)若真实模型为空间零无效率随机前沿模型但误用了空间随机前沿模型,参数估计和技术效率的估计两方面均表现较差。空间零无效率随机前沿模型有其存在的必要性。