Performance of the Bootstrap for DEA Estimators and Iterating the Principle

Leopold Simar and Paul Wilson

Chapter Chapter 10 in Handbook on Data Envelopment Analysis, 2011, pp 241-271 from Springer

Abstract: Abstract This chapter further examines the bootstrap method proposed by Simar and Wilson (Manag Sci 44(11):49–61, 1998) for DEA efficiency estimators. Some simplifications as well as Monte Carlo evidence on the coverage probabilities of confidence intervals estimated by the method are offered. In addition, we present similar evidence for confidence intervals estimated with the so-called naive bootstrap to illustrate the fact that the naive bootstrap is inconsistent in the DEA setting. Finally, we propose an iterated version of the bootstrap which may be used to improve bootstrap estimates of confidence intervals.

Keywords: Data envelopment analysis; Bootstrap; Distance function; Efficiency; Frontier models (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (9)

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Related works:
Working Paper: Performance of the bootstrap for DEA estimators and iterating the principle (2011)
Working Paper: Performance of the Bootstrap for DEA Estimators and Iterating the Principle (2000)
Working Paper: Performance of the Bootstrap for DEA Estimators and Iterating the Principle (1999)
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DOI: 10.1007/978-1-4419-6151-8_10

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