Aspects of Statistical Analysis in DEA-Type Frontier Models
Leopold Simar ()
No 1995061, CORE Discussion Papers from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
In Grosskopf (1995) and Banker (1995) different approaches and problems of statistical inference in DEA frontier models are presented. This paper focuses on the basic characteristics of DEA models from a statistical point of view. It arose from comments and discussions on both papers above. The framework of DEA models is deterministic (all the observed points lie on the same side of the frontier) nevertheless a stochastic statistical model can be constructed once a data generating process is defined. So statistical analysis may be performed and sampling properties of DEA estimators can be established. However, practical statistical inference (like test of hypothesis, confidence intervals, ... ) still needs artifacts like the bootstrap to be performed. A consistent bootstrap relies also on a clear definition of the data generating process and on a consistent estimator of it: the approach of Simar and Wilson (1995) is described. Finally, some trails are proposed for introducing stochastic noise in DEA models, in the spirit of the Kneip-Simar (1995) approach.
References: Add references at CitEc
Citations View citations in EconPapers (15) Track citations by RSS feed
Downloads: (external link)
http://alfresco.uclouvain.be/alfresco/download/att ... b/coredp_1995_61.pdf (application/pdf)
Our link check indicates that this URL is bad, the error code is: 500 Can't connect to alfresco.uclouvain.be:443 (http://alfresco.uclouvain.be/alfresco/download/attach/workspace/SpacesStore/e3c48c29-c423-4420-8fd4-f0c1e233cf8b/coredp_1995_61.pdf [301 Moved Permanently]--> https://alfresco.uclouvain.be/alfresco/download/attach/workspace/SpacesStore/e3c48c29-c423-4420-8fd4-f0c1e233cf8b/coredp_1995_61.pdf)
Working Paper: Aspects of statistical analysis in DEA-type frontier models
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:cor:louvco:1995061
Access Statistics for this paper
More papers in CORE Discussion Papers from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Voie du Roman Pays 34, 1348 Louvain-la-Neuve (Belgium). Contact information at EDIRC.
Series data maintained by Alain GILLIS ().