矿大王新宇管理决策方法论第一讲数据包络分析解析 跟其资料文档.pptVIP

2.1 An example We have four mechanics working in a garage repairing flat tires 用1962年Charnes和Cooper对于分式规 划的Charnes－Cooper变换（称为 C2－ 变换）: 5.3 技术效率TE分解：纯技术效率PTE、规模效率SE 5.4 资源的影子价格分析（DEA框架下） 影子价格 CCR-Input CCR-Output 影子价格 CCR下，输入和输出模型的效率是一致的 6　DEA 应用的一般步骤 可参考文献： 陈世宗等，基于DEA的企业绩效评价方法，系统工程，2005(6) 评价目的 选择DMU 建立输入输出指标体系 DEA模型的选择 评价工作的设计与表述 XLDEA的计算示例 案例分析： 王新宇, 江苏省主要发电厂生产经营效率的评价研究, 预测，2000(3) 我国汽车产业上市公司绩效分析 7 全要素生产率 Malmquist Productivity Index Malmquist index decomposition of TFP growth x y DMUs DMUt F D O E B A C x y DMUs DMUt F D O E B A C 生产前沿面的移动Malmquist Productivity Index ： 技术变动　　　　技术效率变动 规模变动　　纯技术变动 技术变动 Allocative Efficiency A B OR/OQ=OA/OB Strengths and Limitations of DEA As the earlier list of applications suggests, DEA can be a powerful tool when used wisely. A few of the characteristics that make it powerful are: DEA can handle multiple input and multiple output models. It doesnt require an assumption of a functional form relating inputs to outputs. DMUs are directly compared against a peer or combination of peers. Inputs and outputs can have very different units. For example, X1 could be in units of lives saved and X2 could be in units of dollars without requiring an a priori tradeoff between the two. The same characteristics that make DEA a powerful tool can also create problems. An analyst should keep these limitations in mind when choosing whether or not to use DEA. Since DEA is an extreme point technique, noise (even symmetrical noise with zero mean) such as measurement error can cause significant problems. DEA is good at estimating relative efficiency of a DMU but it converges very slowly to absolute efficiency. In other words, it can tell you how well you are doing compared to your peers but not compared to a theoretical maximum. Since DEA is a nonparametric technique, statistical hypothesis tests are difficult and are the focus of ongoing research. Since a standard formulation of DEA creates a separate linear program for each DMU,