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2013 | 14 | 2 | 158-168

Article title

SUBSAMPLING APPROACH FOR STATISTICAL INFERENCE WITHIN STOCHASTIC DEA MODELS

Authors

Content

Title variants

Languages of publication

EN

Abstracts

EN
In the current literature, many different stochastic extensions of the DEA framework can be found. Such generalized approaches enable one to model the uncertainty inherent to the form of the production possibility set and the value of the technical efficiency measure at any given point of the former. In the paper we provide a detailed discussion of some statistical model and the subsampling algorithm which are used in statistical inference. The methodology is then illustrated with an empirical example using the real-world data from the Polish energy sector.

Year

Volume

14

Issue

2

Pages

158-168

Physical description

Dates

published
2013

Contributors

author
  • Department of Econometrics and Operations Research Cracow University of Economics

References

  • Gijbels I., Mammen E., Park B.U., Simar L. (1999) On estimation of monotone and
  • concave frontier function, JASA, Vol. 94, pp. 220-228.
  • Guzik B. (2009) Basic DEA models in analysis of economic and social efficiency, Poznań University of Economics, Poznań.
  • Kneip A., Park B.U., Simar L. (1998) A Note on the convergence of nonparametric DEA estimators for production efficiency scores, Econometric Theory, Vol. 14, pp. 783-793.
  • Kneip A., Simar L., Wilson P.W. (2008) Asymptotics and consistent bootstraps for DEA estimators in nonparametric frontier models, Econometric Theory, Vol. 24, pp. 1663-1697.
  • Löthgren M., Tambour M. (1999) Testing scale efficiency in DEA models: a bootstrapping approach, Applied Economics, Vol. 31, pp. 1231-1237.
  • Osiewalski J., Wróbel–Rotter R. (2002) A Bayesian Random Effect Model in Cost Efficiency Analysis (with the Application to Polish Electric Power Stations), Statistical Review, Vol. 49(2), pp. 47-68.
  • Park B.U., Simar L., Weiner Ch. (2000) The FDH estimator for productivity efficiency
  • scores, Econometric Theory, Vol. 16, pp. 855-877.
  • Politis D., Romano J., Wolf M. (2001) On the asymptotic theory of subsampling, Statistica Sinica, Vol. 11, pp. 1105-1124.
  • Prędki A. (2012) The Origins of Production Possibility Sets in the DEA Method [in:] Mathematics and Information Technology at the Service of Economics: Theory - Models, [ed.] W. Jurek, Scientific Bulletin of Poznań University of Economics, no. 241, Poznań, pp. 126-137.
  • Simar L., Wilson P.W. (1998) Sensitivity analysis of efficiency scores: how to bootstrap in nonparametric frontier models, Management Science, Vol. 44, pp. 49-61.
  • Simar L., Wilson P.W. (2000) A general methodology for bootstrapping In nonparametric frontier models, Journal of Applied Statistics, Vol. 27, pp. 779-802.
  • Simar L., Wilson P.W. (2011) Inference by the m out of n bootstrap in nonparametric frontier models, Journal of Productivity Analysis, Vol. 36, pp. 33-53.

Document Type

Publication order reference

Identifiers

YADDA identifier

bwmeta1.element.desklight-9cd53ec1-f494-421e-8d20-b90dd03c3df7
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