| 基于Bootstrap方法数据包络分析的回归分析 |
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| 引用本文： | 全林,罗洪浪.基于Bootstrap方法数据包络分析的回归分析[J].上海交通大学学报,2005,39(10):1652-1655. |
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| 作者姓名： | 全林 罗洪浪 |
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| 作者单位： | 1. 上海交通大学,国际与公共事务学院,上海,200030
2. 国元证券投资研究中心,上海,200120 |
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| 摘 要： | 数据包络分析（DEA）方法中每一决策单元（DMU）有效性值的计算都涉及到考察集中所有其他DMU，因而使得DEA有效性值之间并不独立．为克服DEA有效性值的这种内在依赖性，提出了基于Bootstrap方法的DEA回归分析方法，以提高回归分析结果的可信度，并以封闭式基金业绩的DEA回归分析为例对之加以说明．
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| 关 键 词： | 数据包络分析 回归分析 Bootstrap方法 |
| 文章编号： | 1006-2467(2005)10-1652-04 |
| 收稿时间： | 2004-10-18 |
| 修稿时间： | 2004年10月18 |
Data Envelopment Analysis Regression Analysis Based on Bootstrap Approach |
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| QUAN Lin,LUO Hong-lang.Data Envelopment Analysis Regression Analysis Based on Bootstrap Approach[J].Journal of Shanghai Jiaotong University,2005,39(10):1652-1655. |
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| Authors: | QUAN Lin LUO Hong-lang |
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| Institution: | 1. School of International and Public Affairs,Shanghai Jiaotong Univ. ,Shanghai 200030 ,China; 2. Investment and Research Center,Guoyuan Securities, Shanghai 200120 |
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| Abstract: | The calculation of the data envelopment analysis(DEA) efficiency score for one decision-making unit(DMU) involves all the other DMUs in the observation set,thus it is not independent within the DEA efficiency scores.To overcome the inherent dependency of the DEA efficiency scores,a DEA regression analysis based on the Bootstrap approach was presented to increase the reliability of the results of regression analysis,and a DEA regression analysis of closed-end fund performance was illustrated. |
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| Keywords: | data envelopment analysis(DEA) regression analysis Bootstrap approach |
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