IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this software component

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.

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL:
File Function: program code
Download Restriction: no

File URL:
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.

in new window

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:

More information through EDIRC

Order Information: Web:

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s458156. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum)

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.