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Progressing from uncertainty to risk for DEA-based decisions / D. T. Barnum in Journal of the operational research society (JORS), Vol. 61 N° 10 (Octobre 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 10 (Octobre 2010) . - pp. 1548–1555 Titre : Progressing from uncertainty to risk for DEA-based decisions Type de document : texte imprimé Auteurs : D. T. Barnum, Auteur ; J. M. Gleason, Auteur ; B. Hemily, Auteur Année de publication : 2011 Article en page(s) : pp. 1548–1555 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Data  envelopment  analysis  Methodology  Econometrics  Regression  Statistics  Probability Index. décimale : 001.424 Résumé : We demonstrate a methodology for estimating, with a specified probability, the interval within which the true DEA efficiency of an individual Decision Making Unit occurs. With this procedure, decisions based on DEA scores are made under conditions of risk, as opposed to the current practice in which decisions are made under uncertainty. The method applies statistical Panel Data Analysis (PDA), which provides proven and powerful methodologies for diagnostic testing of residuals and estimation of confidence intervals. Using PDA, we demonstrate, with a sample of real-world data, that DEA score residuals sometimes are independent and Normally distributed, and estimate confidence intervals based on these validated assumptions. Then, using another sample of real-world data in which violations of these assumptions do occur, we demonstrate well-known PDA Generalized Least Squares statistical models that account for the violations in the estimation of confidence intervals. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n10/abs/jors2009120a.html [article] Progressing from uncertainty to risk for DEA-based decisions [texte imprimé] / D. T. Barnum, Auteur ; J. M. Gleason, Auteur ; B. Hemily, Auteur . - 2011 . - pp. 1548–1555. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 10 (Octobre 2010) . - pp. 1548–1555 Mots-clés : Data  envelopment  analysis  Methodology  Econometrics  Regression  Statistics  Probability Index. décimale : 001.424 Résumé : We demonstrate a methodology for estimating, with a specified probability, the interval within which the true DEA efficiency of an individual Decision Making Unit occurs. With this procedure, decisions based on DEA scores are made under conditions of risk, as opposed to the current practice in which decisions are made under uncertainty. The method applies statistical Panel Data Analysis (PDA), which provides proven and powerful methodologies for diagnostic testing of residuals and estimation of confidence intervals. Using PDA, we demonstrate, with a sample of real-world data, that DEA score residuals sometimes are independent and Normally distributed, and estimate confidence intervals based on these validated assumptions. Then, using another sample of real-world data in which violations of these assumptions do occur, we demonstrate well-known PDA Generalized Least Squares statistical models that account for the violations in the estimation of confidence intervals. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n10/abs/jors2009120a.html