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El análisis de correlación canónica como instrumento para la evaluación de la eficiencia

Author

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  • Alfredo Moreno Sáez

    ( Facultad de Ciencias Económicas y Empresariales. Universidad Complutense de Madrid.)

  • David Trillo del Pozo

    ( Facultad de Ciencias Económicas y Empresariales. Universidad Complutense de Madrid.)

Abstract

Se propone un método para construir las variables que mejor representen al conjunto de inputs y outputs utilizados en el análisis de eficiencia. Mediante el análisis de correlación canónica se pueden obtener diferentes grupos de variables como combinación lineal de las variables de input, que maximizan la correlación con otro grupo de variables que representan al conjunto de los outputs. Sobre la base de estas variables, previamente transformadas para facilitar los análisis de eficiencia, se calcularán los índices de eficiencia relacionados con cada uno de los pares de variables canónicas a través de modelos de tipo estocástico y datos de panel.

Suggested Citation

  • Alfredo Moreno Sáez & David Trillo del Pozo, 2001. "El análisis de correlación canónica como instrumento para la evaluación de la eficiencia," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 01-21, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  • Handle: RePEc:ucm:doctra:01-21
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    Keywords

    Análisis estadístico multivariable.;

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