A general methodology for bootstrapping in non-parametric frontier models

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A general methodology for bootstrapping in non-parametric frontier models

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Léopold Simar, Paul W. Wilson

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Abstract

The Data Envelopment Analysis method has been extensively used in the literature to provide measures of firms' technical efficiency. These measures allow rankings of firms by their apparent performance. The underlying frontier model is non-parametric since no particular functional form is assumed for the frontier model. Since the observations result from some data-generating process, the statistical properties of the estimated efficiency measures are essential for their interpretations. In the general multi-output multi-input framework, the bootstrap seems to offer the only means of inferring these properties (i.e. to estimate the bias and variance, and to construct confidence intervals). This paper proposes a general methodology for bootstrapping in frontier models, extending the more restrictive method proposed in Simar & Wilson (1998) by allowing for heterogeneity in the structure of efficiency. A numerical illustration with real data is provided to illustrate the methodology.

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Article provided by Taylor and Francis Journals in its journal Journal of Applied Statistics.

Volume (Year): 27 (2000)
Issue (Month): 6 (August)
Pages: 779-802
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Handle: RePEc:taf:japsta:v:27:y:2000:i:6:p:779-802

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Paper
- Simar, L. & Wilson, P.W., 1998. "A General Methodology for Bootstrapping in Nonparametric Frontier Models," Papers 9811, Catholique de Louvain - Institut de statistique.

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

I. Gijbels & E. Mammen & B. Park & L. Simar, . "On Estimation of Monotone and Concave Frontier Function," Sonderforschungsbereich 373 1998-9, Humboldt Universitaet Berlin.
Other versions:
- GIJBELS, Irne & MAMMEN, Enno & PARK, Byeong U. & SIMAR, LŽopold, 1997. "On estimation of monotone and concave frontier functions," CORE Discussion Papers 1997031, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Wilson, Paul W, 1993. "Detecting Outliers in Deterministic Nonparametric Frontier Models with Multiple Outputs," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(3), pages 319-23, July.
Kneip, A & Park, B-U & Simar, L, 1996. "A Note on the Convergence of Nonparametric DEA Efficiency Measures," Papers 9603, Catholique de Louvain - Institut de statistique.
Other versions:
- KNEIPÊ, Alois & PARKÊ, ByeongÊU. & SIMARÊ, LŽopold, 1996. "A Note on the Convergence of Nonparametric DEA Efficiency Measures," CORE Discussion Papers 1996039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Tsybakov, A.B. & Korostelev, A.P. & Simar, L., 1992. "Efficient Estimation of Monotone Boundaries," Papers 9209, Catholique de Louvain - Institut de statistique.
Simar, Leopold & Wilson, Paul W., 1999. "Estimating and bootstrapping Malmquist indices," European Journal of Operational Research, Elsevier, vol. 115(3), pages 459-471, June. [Downloadable!] (restricted)
Other versions:
- SIMAR , LŽopold & WILSONÊ, Paul, 1996. "Estimating and bootstrapping malmquist indices," CORE Discussion Papers 1996060, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

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