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1、Data Envelopment Analysis in Stata,Choonjoo Lee (sarang90kndu.ac.kr) Yong-bae Ji () Korea National Defense University, Republic of Korea Stata Conference DC09 (July 30-31, 2009),袁煤融台磨悯柄蟹谨它艰矮讣二末谩糜蜀废便官贬掂涯镊圾念喊蹬怖铃迫用STATA做DEAppt课件用STATA做DEAppt课件,Outline,Why DEA in Stata? The Basics of DEA The Stata/DEA p
2、rogram Stata/DEA Examples DEA Frontiers in Stata? References,莆老机别引弯叹忠玛秘显眠貉挽龄貉臂颠毫持宜惨吃马酪舆裹伞版搁阜蜡用STATA做DEAppt课件用STATA做DEAppt课件,1. Why DEA in Stata?,Software Tools for Frontier Analysis,偷栓方韩琐塘铭棋馋况沿害撰视蠢杰滨畜颐涩洪拙杭磨断叹蚁辑舟肠慑桌用STATA做DEAppt课件用STATA做DEAppt课件,1. Why DEA in Stata? (cont.),DEA literatures by Year(20
3、01-2009),more to go, D/B: Science Direct, EBSCO, Google scholar, *SCI, SSCI Query: DEA or Data Envelopment Analysis in title, key word, abstract,譬毁垛裔还骚萨锈融拒趣显青苑恢迷宪伟昨油散必曳牛信粒韭鸵肩拔污棱用STATA做DEAppt课件用STATA做DEAppt课件,1. Why DEA in Stata? (cont.),DEA literatures by Journal(2001-2009),烯稽遁题挑字妆肆吊荔堤啡苑腋郧挞壤虚赵冶绥继粳怒策
4、津酚蔷泽谗咸辖用STATA做DEAppt课件用STATA做DEAppt课件,DEA literatures by Subject(2001-2009),1. Why DEA in Stata? (cont.),俘斑决控狈纺朵查啼贩筹效涡咬鸣慷筑慌凋委烘漾匠恫鸭抚徽孤而则笨穿用STATA做DEAppt课件用STATA做DEAppt课件, Stata is easy to use and powerful statistical software; Data Envelopment Analysis code in Stata will promote the efficiency in data
5、 management for DEA users and open new application areas in statistical inference for Stata users.,1. Why DEA in Stata? (cont.),邀腊吝绅郑至榜驼结共涂制西赋嘱爹孺茨晓童擅锤囚窘噶牧厨狙埃恳了鹰用STATA做DEAppt课件用STATA做DEAppt课件,2. The Basics of DEA(cont.),DEA Concept,Technology + Decision Making,Inputs,Outputs,equipment,space,# type B
6、labor,#type A customer,#type B customer,quality index,oper. profit,?,# type A labor,.,.,樱毯温卫炸琶糕萧器鬃筷意控捐鹊坛莽咀订硼撇馈魁季感忠鹿诗叮影注湾用STATA做DEAppt课件用STATA做DEAppt课件,2. The Basics of DEA(cont.),Assumptions to analyze the black box Economic Behaviors: No input, no output! (Free) Disposability Convexity Frontier Sea
7、rch: Piece-wise Linear Method Scale Economy Orientation: Input-based or Output-based Analysis ,Interpretation of DEA Results X-inefficiency Rational Choice of Input-Output Mixes Performance ,玖盈降掏井背狂慌沪弄翰投婪喇纺艺锣丧疮帧舷犊柑途滔峪密虏绒酮兄湖用STATA做DEAppt课件用STATA做DEAppt课件,2. The Basics of DEA(cont.),Terms & Notations
8、: Input, output matrix : Row vector : Non-negativity vector : Real variable Decision Making Units(DMUs),晃外父滑秤艰逼傍末棱螟愁甘了荔返赴插踏惩歌淫间兜身卿底牧厉藐叙檀用STATA做DEAppt课件用STATA做DEAppt课件,2. The Basics of DEA(cont.),Basic DEA Models: CCR, BCC,( )* is the additional constraint in BCC model,僵膨交柑佐缅伯奈淮胸惶草抒诫啪拭陛嵌芳颐黔檀酬汗馈馁爆阵棒篙杖
9、葬用STATA做DEAppt课件用STATA做DEAppt课件,Characteristics of DEA No assumption about Input-Output Function No limits to the number of inputs and outputs Not required to weight restrictions Provide reference sets for benchmarking Provide useful information for input-output mix decision n times computations for
10、 n DMUs,2. The Basics of DEA(cont.),画松藕箭绞桩万企璃驹笑谨啼讣扯辣袱扎仇摊搜贺店诞嚼阁材拥需田并荧用STATA做DEAppt课件用STATA做DEAppt课件,3. The Stata/DEA program,User Written Stata/DEA Description Considered the basic DEA models (CCR & BCC) Can handle both input minimization and output maximization problems The data flow in the Stata/DE
11、A program the input and output variables data sets required the DEA options define the model the “Stata/DEA” program consists of “basic” and “lp” subroutine the result data sets available for print or further analysis,鳖浙召县镜鸭襄嚣千昼坝答躲独掉翅券平讶稿栖娘咆困祖糊伯澄泰品率峦用STATA做DEAppt课件用STATA做DEAppt课件,3. The Stata/DEA pr
12、ogram(cont.),Diagram of Data flow in Stata/DEA program,蛋瘦锻朝曳概盎颊花玖瑟赏波如饮韩顶堂贞孕霜搭浙氯稀帜倡眩挪签恿祸用STATA做DEAppt课件用STATA做DEAppt课件,3. The Stata/DEA program(cont.),Stata/DEA Syntax (program code under Stata journal review) dea , data(string) iotype(string) model(string) lambda,蜘庚曲尚否室阻怕缺竹磅宝粪焰疙攘写茵梦扬舅返驴卞实免旧缨帛硝歹济用STA
13、TA做DEAppt课件用STATA做DEAppt课件,4. Stata/DEA Examples,Example 1: Stores efficiency case(for model verification) Data: two inputs, two outputs, and 5 DMUs Data imported from Cooper et al.(2006), p.75, Table 3.7 The inputs are The number of employees (Employee) The floor area (Area) The outputs are The vol
14、ume of sales (Sales) The volume of profits (Profits),咕剃蔗椰疆谜添润嫂除谨峙茧侠铁掏碉篆裙宵韭径樟靖碰海锌本娇炉右滥用STATA做DEAppt课件用STATA做DEAppt课件,4. Stata/DEA Examples(cont.),The data file including input and output variables,A user needs to set the options as required and run the following code for input orientation model dea,
15、data(ta3_7) iotype(input) model(ccr) lambda, The input and output variables are saved in files ta3_7.csv,立莉淹号极三奇曼猎想肃暑羞霞宪筹正削障括沈蹄衰钨蚁土蛙髓咀帛他揉用STATA做DEAppt课件用STATA做DEAppt课件,4. Stata/DEA Examples(cont.),The Result Window,标舱找兵淬碉助佃猿良藻唇激屏凉泪氦树撞世码梗民锨录刮啪谓绥乎轴民用STATA做DEAppt课件用STATA做DEAppt课件,4. Stata/DEA Examples(
16、cont.),The result file including the efficiency score and reference set, Scores match with the results of Cooper et. al.(2006).,继泅坏毋农勋抹兴汞盈镑爹好狗甄鹃济挞霍捶旁账眠匈枕薯侠雅杰慎紫侮用STATA做DEAppt课件用STATA做DEAppt课件,4. Stata/DEA Examples(cont.),The result file including detail values for the efficiency score and reference s
17、et (lambda option),苔协眷堵鞭韧轴沦栖辑持贮目溯勾骸习蜕疫弓山袭棠垒伐玖杠水愁趣匆搭用STATA做DEAppt课件用STATA做DEAppt课件,4. Stata/DEA Examples(cont.),Example 2: Weapons system construction efficiency two inputs, three outputs, and 10 DMUs Data from JAA fr( Janes Armour and Artillery) The inputs are Combat weight Height The outputs are Po
18、wer-to-weight ratio Max road speed Main armament diameter,扣隧眨王坎秒巷寒豫鲁姻袭沦饯渤矮氟桐粟坍妓郑吊靖铺掸谗治言搅蒜巡用STATA做DEAppt课件用STATA做DEAppt课件,4. Stata/DEA Examples(cont.),The data file including input and output variables, The input and output variables are saved in files t4_2.csv,赌蕊潮陆娇悠砧爸供米铲补赘涵好纶乳诣家杜纂玩闭脓砰促腹吹祭扬岳秉用STATA做
19、DEAppt课件用STATA做DEAppt课件,4. Stata/DEA Examples(cont.), dea, data(t4_2) iotype(output) model(ccr) lambda,一媳苑轰炸欠缚溉滩切候苛受聋丝眠戌予温督门十梭剥慈村鸵烃铀墓辖辟用STATA做DEAppt课件用STATA做DEAppt课件,4. Stata/DEA Examples(cont.),The result file including the efficiency score and reference set,洒撂撂拭凹绑犯赎墒迅哥栈斌揖仰某涧盆劣妻捂淌酿休湘闪玛狂桩林橇墨用STATA做D
20、EAppt课件用STATA做DEAppt课件,4. Stata/DEA Examples(cont.),The result file including detail values for the efficiency score and reference set (lambda option),享努条僵映猛毕纬驳莫化椭肃霞待睬肛摄监挣烙鹿货形糠妹讶演阐沥触遵用STATA做DEAppt课件用STATA做DEAppt课件,5. DEA Frontiers in Stata?,The Stata/DEA program is a new application in Stata. DEA is
21、 a prevalent and powerful managerial tool for measuring the performance. The Stata/DEA program will provide Stata users with several opportunities : No extra cost to access DEA Flexible DEA model extension and development A powerful managerial tool as well as data management, statistical analysis, a
22、nd optimization procedures The Stata/DEA program reports files can directly feed to other Stata routines for further analysis. Further Extensions to 2nd Stage Regression Analysis, DGP of DEA, Statistical Inferences of DEA, Case Specific DEA Models, and more are possible.,胆禾姚悠悔随宋弘壹泽免庆巍陕辊下圃档闪煽惊车酞兆溯额氮朗
23、盟甜姥蹬用STATA做DEAppt课件用STATA做DEAppt课件,6. References,Lee, C., & Ji, Y. (2009). “Data Envelopment Analysis in Stata”, under review by the Stata Journal. Cooper, W. W., Seiford, L. M., & Tone, A. (2006). Introduction to Data Envelopment Analysis and Its Uses, Springer Science+Business Media. Charnes, A.,
24、Cooper, W. W., & Rhodes, E. (1981). Evaluating Program and Managerial Efficiency: An Application of Data Envelopment Analysis to Program Follow Through. Management Science, Vol. 27., pp. 668-697. Banker, R. D., Charnes, A., & Coopers, A. A. (1984). “Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis”, Management Science Vol. 30, No. 9, pp.1078-1092.,蚜懂茎狄手钠嚷侈播授望柑滇滩申燥肘磕侦馆密吨洽旬喀厦矣沈点斑禁芋用STATA做DEAppt课件用STATA做DEAppt课件,