具有共享产出固定和约束的DEA两阶段效率评价方法研究

数据包络分析方法是组织绩效评价的重要方法。传统的数据包络分析方法都假设所有决策单元的产出水平可以自由调整，但在许多管理实践中都普遍存在着产出固定和的约束，这使得决策单元间产出水平的调整不再满足独立性假设。虽然考虑产出固定和约束的效率评价方法得到了一定的发展，但网络生产结构下具有产出固定和约束的效率评价方法研究仍较缺乏。有鉴于此，本文考虑了具有共享产出的两阶段生产结构，并建立了满足共享产出固定和约束的两阶段效率评价模型与子阶段效率分解模型。最后，本文运用碳达峰政策背景下我国30个省级地区能源生产-能源利用的实证数据进行了方法验证。     

资源约束型两阶段生产系统的DEA效率评价模型

经典的数据包络分析(DEA)模型将决策单元看作"黑箱",忽视决策单元的内部过程,必然会高估决策单元的效率。本文研究了一种资源约束型两阶段生产系统的DEA效率评价方法,针对此类生产过程的内部过程,研究其内部运行机制对整体效率的影响。本文提出的模型实质上是一类特殊的网络DEA模型,其评价原理有别于已有的研究成果,但更有助于管理者确定生产过程的非有效来源及其效率改进方向。实例证实本文方法的合理性。     

两阶段生产系统的DEA效率评价模型

数据包络分析(DEA)作为一种数学规划方法,已经被广泛用来评价一个决策单元相对于其它决策单元的效率。经典的DEA模型把决策单元看作一个“黑箱”,对决策单元的内部运行机制不作深入的研究。本文以一个两阶段生产系统为例,从生产系统的内部过程出发,提出一个基于DEA的模型以合理评估该决策单元的相对效率。本文提出的模型实质上是一类特殊的网络DEA模型,其评价原理有别于已有的研究成果,但确实有助于管理者确定生产过程(如供应链)的非有效来源及其效率改进方向。     

中立型两阶段交叉效率评价方法

在数据包络分析中，已有的两阶段交叉效率评价方法，不仅只能用于基本两阶段网络结构，而且没有中立地分解子阶段效率。文章提出了一个既适用于基本两阶段网络结构，又适用于具有共享输入的两阶段网络结构的，中立型交叉效率评价方法。该方法定义自评时整体效率等于子阶段效率的加权和，在自评整体效率最大的前提下，从使各子阶段效率都尽可能大的角度为每个决策单元分别确定一组最优权重，进而通过互评计算决策单元整体和子阶段的最终效率得分。最后，通过两个实例验证了方法的实用、合理、有效。     

两阶段DEA前沿面投影问题研究——兼对我国上市银行运营绩效进行评价

DEA方法,即数据包络分析方法,是一种用于评价决策单元(Decision Making Units,DMUs)相对有效性的实证方法。近年来DEA方法已经广泛的应用于各行各业的绩效评价中,并发展出两阶段DEA方法。两阶段DEA方法相对于传统DEA方法的优势在于,它不但可以提供被评价对象的总体效率值,还可以分别生成每一阶段的效率值。但正是由于中间要素的存在,按照传统的DEA方法来调整两阶段DEA投入、产出要素的优化过程已不能成功投影在有效前沿面上。本文基于两阶段DEA方法,通过加入"虚拟中间要素"在两阶段DEA中嵌入一个"虚拟阶段",这样不但完善了两阶段DEA的逻辑结构,而且成功的将被评价单元投影到有效前沿面。最后本文应用以上方法对我国上市银行的运营绩效进行了实证分析。实证结果令我们意外的是,国有商业银行运营绩效优于股份制银行。     

基于交叉效率和合作博弈的决策单元排序方法

在数据包络分析中，大量的交叉效率模型已被提出。然而选择不同的目标模型将实现不一样的交叉效率评价。本文基于针对单个决策单元实施的对抗型和仁慈型两个交叉效率模型，用合作博弈方法来研究交叉效率模型的选取，并利用Shapley值对决策单元进行排序。最后通过实例分析显示该排序方法充分利用了最小交叉效率和最大交叉效率的信息完全排序了所有决策单元，具有一定的综合性和合理性。     

基于完全包络面的DEA Super效率评价方法

为了对决策单元进行公平、合理、完全的排序,提出一种考虑完全包络面的DEA Super效率评价方法.讨论包络面的选取与DEA效率值的关系,提出完全包络面的概念,并在等产出图上演示了最优前沿面、最劣前沿面与完全包络面的区别和关系;提出基于最劣前沿面的Super效率DEA模型,给出基于完全包络面的DEA Super效率评价排序模型,目标函数包含决策单元的最优效率和最劣效率两部分.该方法用于决策单元的排序,同时考虑最符合与最不符合决策单元自身偏好的权重体系;该方法用于决策单元的效率排序,能获得比较合理的排序结果,可以实际应用于各种决策单元排序中.     

考虑环境因素的三阶段半参数效率评价模型与实证研究

数据包络分析方法自提出以来,因其在评价决策单元相对有效性的诸多优势而得到了广泛应用,但其局限性之一在于要求决策单元具有相同的投入和产出性质。为了突破这一局限性,本文将参数方法引入DEA评价模型,以考虑外部环境因素对生产系统的影响;构建了一个新的三阶段半参数效率评价模型,其突出特点在于对"环境变量"和"非自由处置变量"的有效处理;选取国内某石油企业下属的各大油田作为分析对象,对上述三阶段模型进行了实证研究,证明了该三阶段模型的实用性和有效性。     

基于所有制视角的上海市建筑业效率评价研究

本文运用数据包络分析法对上海建筑业不同所有制建筑企业的生产技术效率进行评价,在对决策单元的DEA有效、规模效益、纯技术效率进行分析的基础上,提出如何增减决策单元得以提高总体效率,为横向比较衡量建筑行业内不同所有制建筑企业的生产技术效率表现提供了有效的途径。     

三元效率区间下决策单元的全局绩效评价

针对现实生活中投入产出数据的不确定性,许多学者提出从乐观和悲观角度计算决策单元的效率区间,但每个效率区间的上、下界值都是决策单元表现的两种极端情况。本文通过引入心态指标衡量决策者的偏好,获得了一个最有可能的效率值,它与上界值、下界值共同组成了三元效率区间。然后改进了两级排序方法:提出了三元有向距离指数,为所有决策单元获得全序化结果。本文引用前人文中的数例验证了该方法是一种更为精确、可全序化的评价、决策方法,可广泛应用于效率测评中。     

Common benchmarking and ranking of units with DEA

This paper develops a common framework for benchmarking and ranking units with DEA. In many DEA applications, decision making units (DMUs) experience similar circumstances, so benchmarking analyses in those situations should identify common best practices in their management plans. We propose a DEA-based approach for the benchmarking to be used when there is no need (nor wish) to allow for individual circumstances of the DMUs. This approach identifies a common best practice frontier as the facet of the DEA efficient frontier spanned by the technically efficient DMUs in a common reference group. The common reference group is selected as that which provides the closest targets. A model is developed which allows us to deal not only with the setting of targets but also with the measurement of efficiency, because we can define efficiency scores of the DMUs by using the common set of weights (CSW) it provides. Since these weights are common to all the DMUs, the resulting efficiency scores can be used to derive a ranking of units. We discuss the existence of alternative optimal solutions for the CSW and find the range of possible rankings for each DMU which would result from considering all these alternate optima. These ranking ranges allow us to gain insight into the robustness of the rankings.     

Centralized resource allocation based on efficiency analysis for step-by-step improvement paths

The existing centralized resource allocation models often assume that all of the DMUs are efficient after resource allocation. For the DMU with a very low efficiency score, it means the dramatic reduction of the resources, which can cause the organizational resistance. In addition, in reality, it is particularly difficult for the DMUs to achieve their target efficiencies in a single step, especially when they are far from the efficient frontier. Thus, gradual progress towards benchmarking targets is gaining importance. In this paper, we present a new approach for resource allocation based on efficiency analysis under a centralized decision-making environment. Through our approach, the central decision-maker can obtain a sequence of intermediate benchmark targets based on efficiency analysis, which provide a level-wise improvement path to direct the DMUs to reach their ultimate targets on the efficient frontier in an implementable and realistic manner. Numerical examples are presented to illustrate the application procedure of the proposed approach.     

基于证据推理和前景理论的交叉效率排序方法研究

针对由交叉效率评价策略和交叉效率集结方法的多样性而造成评价结果不一致的问题,提出利用证据推理方法和前景理论,综合各个交叉效率评价策略的评价结果,实现对决策单元的统一评价。首先,分别将选用的交叉效率评价策略以及各个评价策略中的他评效率设置成一级指标和二级指标,依据算数平均和前景理论分别确定一、二级指标的权重;其次,依据他评效率确定二级指标置信度,利用证据推理方法将各个交叉效率评价策略的他评效率综合转换成决策单元被评价为有效的置信度。决策者可通过比较决策单元被识别为有效的置信度的大小来判断决策单元交叉效率的大小,进而实现对决策单元的排序;最后,通过案例验证和说明本文提出方法的有效性和实用性。     

考虑满意度的两阶段DEA固定成本分摊方法

考虑具有相同的投入和产出的两阶段决策单元的固定成本分摊问题。将待分摊的固定成本作为一种新的投入，建立两阶段加性DEA模型。首先证明了各决策单元从自身角度出发可以找到至少一种分摊方案，使其自身整体和阶段效率都达到Pareto有效。然后证明了在公共的权重下，至少存在一种分摊方案可以使得各决策单元整体和阶段效率都达到Pareto有效。并给出了这样的有效成本分摊方案集。为了得到公平的成本分摊方案，定义了各DMU各阶段对分摊方案的满意度，最大化最小的满意度，可以得到最终的成本分摊方案。将问题拓展到两阶段存在共享投入的生产系统中，这些性质定理同样成立。数值算例部分将本文与Yu等（2016）的研究结果进行了对比，验证了本文方法的有效性，指出了本文方法的优越性。本文的方法综合考虑了效率和公平，得到的固定成本分摊方案公平合理。     

Eco-efficiency analysis of paper mills along the Huai River: An extended DEA approach

The objective of this paper is to estimate the ecological efficiency of paper mills along the Huai River in China. The main characteristic of the ecological efficiency evaluation problem is that an undesirable output of biochemical oxygen demand (BOD) and a non-discretionary input (BOD emission quota) should be considered simultaneously. By analyzing the impacts of the non-discretionary input on decision-making units’ (DMUs) desirable and undesirable outputs, a non-radial output-oriented DEA model is proposed. In the proposed model, we describe a new approach of defining reference set that requires reference units operate in a similar environment on average. We employ the model to provide efficient inputs/outputs targets for DMU managers to improve DMUs’ efficiencies. Based on the developed model, impacts of the non-discretionary input on DMUs’ returns are also analyzed. We illustrate the proposed model, using real data, for 32 paper mills along the Huai River in China.     

Goal directed benchmarking for organizational efficiency

In this paper, we extend the standard data envelopment analysis (DEA) model to include longer term top management goals. This extension is in recognition of the fact that benchmarking for decision making units (DMUs) is more than a purely monitoring process, and includes a component of future planning. The new model uses a goal programming structure to find points on the efficient frontier which are realistically achievable by DMUs, but at the same time achieving a closer approach to long term organizational goals (as distinct from the local performance of individual DMUs). Consideration is given to the possibility of adjusting constraints on the DMU by investment in extended inputs or new technologies, in which case minimization of associated investment costs becomes an additional management objective.     

Malmquist productivity index based on common-weights DEA: The case of Taiwan forests after reorganization

The performance of a decision making unit (DMU) can be evaluated in either a cross-sectional or a time-series manner, and data envelopment analysis (DEA) is a useful method for both types of evaluation. In order to eliminate the inconsistency caused by using different frontier facets to calculate efficiency, common-weights DEA models have been developed, under which a group of DMUs can be ranked for a specific period. This study proposes a common-weights DEA model for time-series evaluations to calculate the global Malmquist productivity index (MPI) so that the productivity changes of all DMUs have a common basis for comparison. The common-weights global MPI not only has sound properties, but also produces reliable results. The case of Taiwan forests after reorganization shows that the MPIs calculated from the conventional DEA model produce misleading results. The common-weights global MPI approach, on the other hand, correctly identifies districts with unsatisfactory performance before the reorganization and those with unsatisfactory productivity improvement after the reorganization.     

非合作博弈两阶段生产系统DEA并购效率评价

如何选择并购对象及预测并购可行性是企业管理者在并购决策过程中常面临的问题。针对企业并购预测问题,本文以两阶段生产系统的决策单元为研究对象,研究数据包络分析方法在预测并购可行性方面的应用。该生产系统有两个明显的特点:(1)决策单元由两个阶段串行子系统构成,(2)两个子系统一个处于主导地位,而另一个处于从属地位。两个或者两个以上决策单元并购为一个虚拟决策单元。本文在分析由决策单元整体效率与其子系统效率之间关系的基础上,引入非合作博弈的思想,提出了基于非合作博弈的DEA模型评估虚拟决策单元两阶段生产系统的并购效率:即在保持现有的产出水平和生产效率的前提下,分别求解虚拟决策单元及其子系统的并购效率,分析虚拟决策单元如何通过两个子系统实现整个系统的成本节约。最后,将模型应用于台湾24家非寿险保险公司的仿真分析。由于文章提出的方法能够有效地分析虚拟决策单元内部子系统的并购有效性水平,同时考虑子系统之间的主从关系,因此,能够发掘影响虚拟决策单元并购效率的内部因素,因而能够为管理者并购决策提供更精确有效的管理信息,提高并购决策的科学性。