做银行效率,数据来源于银行年报的真实数据,用DEAP跑过之后出现大量的有效DMU,总体效率偏高,和以往的文献不符,这是怎么回事?
输入命令
2008.dta DATA FILE NAME
2008.out OUTPUT FILE NAME
13 NUMBER OF FIRMS
1 NUMBER OF TIME PERIODS
2 NUMBER OF OUTPUTS
3 NUMBER OF INPUTS
1 0=INPUT AND 1=OUTPUT ORIENTATED
1 0=CRS AND 1=VRS
0 0=DEA(MULTI-STAGE), 1=COST-DEA, 2=MALMQUIST-DEA, 3=DEA(1-STAGE), 4=DEA(2-STAGE)
以下是输出数据
Results from DEAP Version 2.1
Instruction file = 2008.ins
Data file = 2008.dta
Output orientated DEA
Scale assumption: VRS
Slacks calculated using multi-stage method
EFFICIENCY SUMMARY:
firm crste vrste scale
1 0.865 1.000 0.865 drs
2 1.000 1.000 1.000 -
3 1.000 1.000 1.000 -
4 1.000 1.000 1.000 -
5 0.996 1.000 0.996 drs
6 0.917 0.983 0.934 drs
7 1.000 1.000 1.000 -
8 1.000 1.000 1.000 -
9 1.000 1.000 1.000 -
10 1.000 1.000 1.000 -
11 0.965 0.994 0.971 irs
12 0.754 0.805 0.936 irs
13 0.830 1.000 0.830 irs
mean 0.948 0.983 0.964
Note: crste = technical efficiency from CRS DEA
vrste = technical efficiency from VRS DEA
scale = scale efficiency = crste/vrste
Note also that all subsequent tables refer to VRS results
SUMMARY OF OUTPUT SLACKS:
firm output: 1 2
1 0.000 0.000
2 0.000 0.000
3 0.000 0.000
4 0.000 0.000
5 0.000 0.000
6 0.000 0.000
7 0.000 0.000
8 0.000 0.000
9 0.000 0.000
10 0.000 0.000
11 0.000 73.695
12 0.000 151.267
13 0.000 0.000
mean 0.000 17.305
SUMMARY OF INPUT SLACKS:
firm input: 1 2 3
1 0.000 0.000 0.000
2 0.000 0.000 0.000
3 0.000 0.000 0.000
4 0.000 0.000 0.000
5 0.000 0.000 0.000
6 40.207 0.000 40.538
7 0.000 0.000 0.000
8 0.000 0.000 0.000
9 0.000 0.000 0.000
10 0.000 0.000 0.000
11 0.000 0.000 17.883
12 0.000 0.000 29.916
13 0.000 0.000 0.000
mean 3.093 0.000 6.795
SUMMARY OF PEERS:
firm peers:
1 1
2 2
3 3
4 4
5 5
6 7 2 3
7 7
8 8
9 9
10 10
11 7 10 8
12 7 10 8
13 13
SUMMARY OF PEER WEIGHTS:
(in same order as above)
firm peer weights:
1 1.000
2 1.000
3 1.000
4 1.000
5 1.000
6 0.788 0.205 0.006
7 1.000
8 1.000
9 1.000
10 1.000
11 0.565 0.259 0.176
12 0.560 0.095 0.346
13 1.000
PEER COUNT SUMMARY:
(i.e., no. times each firm is a peer for another)
firm peer count:
1 0
2 1
3 1
4 0
5 0
6 0
7 3
8 2
9 0
10 2
11 0
12 0
13 0
SUMMARY OF OUTPUT TARGETS:
firm output: 1 2
1 31896.520 15754.070
2 36835.750 21461.670
3 44360.110 30431.100
4 30149.840 22692.150
5 4899.860 1517.180
6 13218.681 6116.888
7 6812.670 1921.550
8 2817.150 789.640
9 6464.750 1293.790
10 8527.540 2955.550
11 6553.723 1990.132
12 5594.383 1628.301
13 3456.680 873.940
SUMMARY OF INPUT TARGETS:
firm input: 1 2 3
1 1239.910 249278.000 900.540
2 1315.800 298581.000 644.800
3 1775.370 385609.000 803.000
4 1218.520 441883.000 1042.850
5 263.320 19536.000 33.870
6 472.233 77734.000 186.902
7 241.870 17695.000 62.600
8 138.670 10381.000 16.810
9 259.310 19853.000 39.780
10 257.500 36916.000 116.760
11 227.760 21385.000 68.567
12 207.690 16987.000 51.904
13 209.100 11109.000 36.400
FIRM BY FIRM RESULTS:
Results for firm: 1
Technical efficiency = 1.000
Scale efficiency = 0.865 (drs)
PROJECTION SUMMARY:
variable original radial slack projected
value movement movement value
output 1 31896.520 0.000 0.000 31896.520
output 2 15754.070 0.000 0.000 15754.070
input 1 1239.910 0.000 0.000 1239.910
input 2 249278.000 0.000 0.000 249278.000
input 3 900.540 0.000 0.000 900.540
LISTING OF PEERS:
peer lambda weight
1 1.000