评估从随机前沿模型获得的效率排名的准确性

Q3 Economics, Econometrics and Finance Applied Econometrics Pub Date : 2023-01-01 DOI:10.22394/1993-7601-2023-71-128-142

Ilya Nikolskiy, Kirill Furmanov

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引用次数: 0

摘要

提出了一种评估基本随机前沿模型中决策单元的真实无效率与其JLMS估计之间一致性的方法。对于低效率分量的半正态分布，导出了哈勒尔C指数的近似公式。仿真研究表明，该方法的近似误差约为0.01,Harrell’s C的有限样本值小于渐近值。因此，近似公式可以看作是随机前沿模型排序精度的上界。

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Assessing the accuracy of efficiency rankings obtained from a stochastic frontier model

A technique for assessing the concordance between true inefficiency of decision making units in a basic stochastic frontier model and their JLMS estimates is proposed. An approximate formula for Harrell’s C‐index is derived for the case of half‐normal distribution of inefficiency component. A simulation study shows that the approximation error is about 0.01 and that finite‐sample values of Harrell’s C are lower than asymptotic values. Hence, the approximate formula may be considered as an upper bound for the ranking accuracy of the stochastic frontier model.

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来源期刊

Applied Econometrics Economics, Econometrics and Finance-Economics, Econometrics and Finance (miscellaneous)

CiteScore

0.70

自引率

0.00%

发文量

期刊介绍： The Journal of Applied Econometrics is an international journal published bi-monthly, plus 1 additional issue (total 7 issues). It aims to publish articles of high quality dealing with the application of existing as well as new econometric techniques to a wide variety of problems in economics and related subjects, covering topics in measurement, estimation, testing, forecasting, and policy analysis. The emphasis is on the careful and rigorous application of econometric techniques and the appropriate interpretation of the results. The economic content of the articles is stressed. A special feature of the Journal is its emphasis on the replicability of results by other researchers. To achieve this aim, authors are expected to make available a complete set of the data used as well as any specialised computer programs employed through a readily accessible medium, preferably in a machine-readable form. The use of microcomputers in applied research and transferability of data is emphasised. The Journal also features occasional sections of short papers re-evaluating previously published papers. The intention of the Journal of Applied Econometrics is to provide an outlet for innovative, quantitative research in economics which cuts across areas of specialisation, involves transferable techniques, and is easily replicable by other researchers. Contributions that introduce statistical methods that are applicable to a variety of economic problems are actively encouraged. The Journal also aims to publish review and survey articles that make recent developments in the field of theoretical and applied econometrics more readily accessible to applied economists in general.