Aspects of Statistical Analysis in DEA-Type Frontier Models
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.
|Date of creation:||01 Oct 1995|
|Date of revision:|
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