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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. More specifically, algorithm #1 (Simar and Wilson, 2007: 41-42) is implemented. This implies that DEA efficiency scores that enter the model as lhs variable have to be estimated prior to running simarwilson. The user-written command dea allows for this in Stata (Ji and Lee, 2010). Unlike a naive two-step approach, 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 iterative procedure is pursued that involves (i) an initial truncated regression analyses, (ii) repeatedly sampling pseudo-disturbances from the truncated normal distribution, generating artificial efficiency scores, and re-estimating the model, (iii) calculating bootstrapped standard errors and confidence intervals from the simulated coefficients distribution. One can interpret simarwilson as procedure for correcting the standard errors one gets from applying truncreg for regressing DEA scores on explanatory variables. simarwilson requires user-written mata module RTNORM (Belotti and Ilardi, 2010) to drawn from the truncated normal distribution.

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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: 23 May 2016
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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