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SIMARWILSON: Stata module to perform Simar & Wilson efficiency analysis

Listed author(s):
  • Harald Tauchmann

    ()

    (Friedrich-Alexander-Universität Erlangen-Nürnberg)

simarwilson implements the procedure proposed by Simar and Wilson (J. Econometrics, 2007) for regression analysis of DEA (data envelopment analysis) efficiency scores. Unlike naive two-step approaches, the Simar and Wilson procedure accounts for (i) DEA efficiency scores being bounded - depending on how inefficiency is defined - from above or from below at the value of one, and (ii) for DEA generating a complex and generally unknown correlation pattern among estimated efficiency scores. In technical terms a multi-step procedure is pursued that involves (i) truncated regression analysis, (ii) simulating the unknown error correlation, and (iii) calculating bootstrap standard errors and CIs. One may interpret simarwilson as a procedure for correcting the standard errors one gets from using truncreg for regressing DEA scores on explanatory variables. DEA efficiency scores that enter the model as dependent variable have to be estimated prior to running simarwilson. The user-written commands dea (Ji and Lee, 2010) and teradial, as well as the accompanying commands teradialbc and nptestrts, (Badunenko and Mozharovskyi, 2016) allow for this using stata. Primarily, algorithm #1 (Simar and Wilson, 2007) is implemented by simarwilson. Yet, the command also allows for applying (the double-bootstrap) algorithm #2 (Simar and Wilson, 2007) by choosing bias-corrected efficiency estimates as dependent variable. The user-written command teradialbc (Badunenko and Mozharovskyi, 2016) allows for obtaining such estimates. With the (smoothed) heterogeneous option specified, teradialbc approximates the procedure suggested in Simar and Wilson (2007) to obtain bias-corrected efficiency estimates, which is one step in algorithm #2.

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File URL: http://fmwww.bc.edu/repec/bocode/s/simarwilson.ado
File Function: program code
Download Restriction: no

File URL: http://fmwww.bc.edu/repec/bocode/s/simarwilson.sthlp
File Function: help file
Download Restriction: no

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S458156.

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Programming language: Stata
Requires: Stata version 12 and rtnorm from SSC (q.v.)
Date of creation: 13 Mar 2016
Date of revision: 13 Apr 2017
Handle: RePEc:boc:bocode:s458156
Note: This module should be installed from within Stata by typing "ssc install simarwilson". Windows users should not attempt to download these files with a web browser.
Contact details of provider: Postal:
Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA

Phone: 617-552-3670
Fax: +1-617-552-2308
Web page: http://fmwww.bc.edu/EC/
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