Title:Data Envelopment Analysis

Authosr:W.W.Cooper,L.M.Seiford,K.Tone

Publisher:Springer

Contents:

Preface xxv
1. GEIMERAL DISCUSSION 1
1.1 Introduction 1
1.2 Single Input and Single Output 2
1.3 Two Inputs and One Output Case 6
1.4 One Input and Two Outputs Case 8
1.5 Fixed and Variable Weights 12
1.6 Summary and Conclusion 13
1.7 Problem Supplement for Chapter 1 15
2. BASIC CCR MODEL 21
2.1 Introduction 21
2.2 Data 22
2.3 The CCR Model 23
2.4 From a Fractional to a Linear Program 23
2.5 Meaning of Optimal Weights 25
2.6 Explanatory Examples 25
2.6.1 Example 2.1 (1 Input and 1 Output Case) 26
2.6.2 Example 2.2 (2 Inputs and 1 Output Case) 27
2.7 Illustration of Example 2.2 30
2.8 Summary of Chapter 2 32
2.9 Selected Bibliography 33
2.10 Problem Supplement for Chapter 2 34
3. CCR MODEL AND PRODUCTION CORRESPONDENCE 41
3.1 Introduction 41
3.2 Production Possibility Set 42
3.3 The CCR Model and Dual Problem 43
3.4 The Reference Set and Improvement in Efficiency 47
ii DATA ENVELOPMENT ANALYSIS
3.5 Theorems on CCR-Efficiency 48
3.6 Computational Aspects of the CCR Model 50
3.6.1 Computational Procedure for the CCR Model 50
3.6.2 Data Envelopment Analysis and the Data 52
3.6.3 Determination of Weights (=Multipliers) 52
3.6.4 Reasons for Solving the CCR Model Using the Dual {DLPo) 52
3.7 Example 53
3.8 The Output-Oriented Model 58
3.9 An Extension of the Two Phase Process in the CCR Model 60
3.10 Discretionary and Non-Discretionary Inputs 63
3.11 Summary of Chapter 3 68
3.12 Notes and Selected Bibliography 68
3.13 Related DEA-Solver Models for Chapter 3 70
3.14 Problem Supplement for Chapter 3 71
ALTERNATIVE DEA MODELS 87
4.1 Introduction 87
4.2 The BCC Models 89
4.2.1 The BCC Model 91
4.2.2 The Output-oriented BCC Model 93
4.3 The Additive Model 94
4.3.1 The Basic Additive Model 94
4.3.2 Translation Invariance of the Additive Model 97
4.4 A Slacks-Based Measure of Efficiency (SBM) 99
4.4.1 Definition of SBM 100
4.4.2 Interpretation of SBM as a Product of Input and Output Inefficiencies 101
4.4.3 Solving SBM 101
4.4.4 SBM and the CCR Measure 103
4.4.5 The Dual Program of the SBM Model 104
4.4.6 Oriented SBM Models 105
4.4.7 A Weighted SBM Model 105
4.4.8 Decomposition of Inefficiency 106
4.4.9 Numerical Example (SBM) 106
4.5 A Hybrid Measure of Efficiency (Hybrid) 106
4.5.1 A Hybrid Measure 107
4.5.2 Decomposition of Inefficiency 109
4.5.3 Comparisons with the CCR and SBM Models 110
4.5.4 An Illustrative Example 111
4.6 Russell Measure Models 112
4.7 Summary of the Basic DEA Models 114
4.8 Summary of Chapter 4 116
4.9 Notes and Selected Bibliography 117
4.10 Appendix: Free Disposal Hull (FDH) Models 117
4.11 Related DEA-Solver Models for Chapter 4 119
4.12 Problem Supplement for Chapter 4 120
Contents IX
RETURNS TO SCALE 131
5.1 Introduction 131
5.2 Geometric Portrayals in DEA 134
5.3 BCC Returns to Scale 136
5.4 CCR Returns to Scale 138
5.5 Most Productive Scale Size 143
5.6 Further Considerations 147
5.7 Relaxation of the Convexity Condition 150
5.8 Decomposition of Technical Efficiency 152
5.8.1 Scale Efficiency 152
5.8.2 Mix Efficiency 154
5.8.3 An Example of Decomposition of Technical Efficiency 155
5.9 An Example of Returns to Scale Using a Bank Merger Simulation 156
5.9.1 Background 156
5.9.2 Efficiencies and Returns to Scale 156
5.9.3 The Effects of a Merger 159
5.10 Summary 162
5.11 Additive Models 162
5.12 Multiplicative Models and "Exact" Elasticity 165
5.13 Summary of Chapter 5 170
5.14 Appendix: FGL Treatment and Extensions 171
5.15 Related DEA-Solver Models for Chapter 5 172
5.16 Problem Supplement for Chapter 5 173
MODELS WITH RESTRICTED MULTIPLIERS 177
6.1 Introduction 177
6.2 Assurance Region Method 178
6.2.1 Formula for the Assurance Region Method 178
6.2.2 General Hospital Example 181
6.2.3 Change of Efficient Frontier by Assurance Region Method 183
6.2.4 On Determining the Lower and Upper Bounds 184
6.3 Another Assurance Region Model 185
6.4 Cone-Ratio Method 186
6.4.1 Polyhedral Convex Cone as an Admissible Region of Weights 186
6.4.2 Formula for Cone-Ratio Method 187
6.4.3 A Cone-Ratio Example 188
6.4.4 How to Choose Admissible Directions 189
6.5 An Application of the Cone-Ratio Model 189
6.6 Negative Slack Values and Their Uses 194
6.7 A Site Evaluation Study for Relocating Japanese Government Agencies out
of Tokyo 196
6.7.1 Background 196
6.7.2 The Main Criteria and their Hierarchy Structure 197
6.7.3 Scores of the 10 Sites with respect to the 18 Criteria 198
6.7.4 Weights of the 18 Criteria by the 18 Council Members (Evaluators) 199
6.7.5 Decision Analyses using Averages and Medians 201
X DATA ENVELOPMENT ANALYSIS
6.7.6 Decision Analyses using the Assurance Region Model 201
6.7.7 Evaluation of "Positive" of Each Site 202
6.7.8 Evaluation of "Negative" of Each Site 202
6.7.9 Uses of "Positive" and "Negative" Scores 203
6.7.10 Decision by the Council 203
6.7.11 Concluding Remarks 204
6.8 Summary of Chapter 6 205
6.9 Notes and Selected Bibliography 206
6.10 Related DEA-Solver Models for Chapter 6 206
6.11 Problem Supplement for Chapter 6 207
7. NON-DISCRETIONARY AND CATEGORICAL VARIABLES 215
7.1 Introduction 215
7.2 Examples 217
7.3 Non-controllable, Non-discretionary and Bounded Variable Models 219
7.3.1 Non-controllable Variable (NCN) Model 219
7.3.2 An Example of a Non-Controllable Variable 220
7.3.3 Non-discretionary Variable (NDSC) Model 222
7.3.4 Bounded Variable (BND) Model 224
7.3.5 An Example of the Bounded Variable Model 224
7.4 DBA with Categorical DMUs 227
7.4.1 An Example of a Hierarchical Category 227
7.4.2 Solution to the Categorical Model 228
7.4.3 Extension of the Categorical Model 229
7.5 Comparisons of Efficiency between Different Systems 231
7.5.1 Formulation 231
7.5.2 Computation of Efficiency 232
7.5.3 Illustration of a One Input and Two Output Scenario 232
7.6 Rank-Sum Statistics and DEA 233
7.6.1 Rank-Sum-Test (Wilcoxon-Mann-Whitney) 234
7.6.2 Use of the Test for Comparing the DEA Scores of Two Groups 235
7.6.3 Use of the Test for Comparing the Efficient Frontiers of Two Groups 236
7.6.4 Bilateral Comparisons Using DEA 236
7.6.5 An Example of Bilateral Comparisons in DEA 237
7.6.6 Evaluating Efficiencies of Different Organization Forms 238
7.7 Summary of Chapter 7 240
7.8 Notes and Selected Bibliography 240
7.9 Related DEA-Solver Models for Chapter 7 240
7.10 Problem Supplement for Chapter 7 242
8. ALLOCATION MODELS 257
8.1 Introduction 257
8.2 Overall Efficiency with Common Prices and Costs 258
8.2.1 Cost Efficiency 258
8.2.2 Revenue Efficiency 260
8.2.3 Profit Efficiency 260
8.2.4 An Example 261
Contents XI
8.3 New Cost Efficiency under Different Unit Prices 262
8.3.1 A New Scheme for Evaluating Cost Efficiency 262
8.3.2 Differences Between the Two Models 264
8.3.3 An Empirical Example 265
8.3.4 Extensions 267
8.4 Decomposition of Cost Efficiency 269
8.4.1 Loss due to Technical Inefficiency 269
8.4.2 Loss due to Input Price Inefficiency 270
8.4.3 Loss due to Allocative Inefficiency 271
8.4.4 Decomposition of the Actual Cost 271
8.4.5 An Example of Decomposition of Actual Cost 272
8.5 Summary of Chapter 8 272
8.6 Notes and Selected Bibliography 273
8.7 Related DEA-Solver Models for Chapter 8 274
8.8 Problem Supplement for Chapter 8 276
9. DATA VARIATIONS 283
9.1 Introduction 283
9.2 Sensitivity Analysis 283
9.2.1 Degrees of Freedom 283
9.2.2 Algorithmic Approaches 284
9.2.3 Metric Approaches 284
9.2.4 Multiplier Model Approaches 287
9.3 Statistical Approaches 291
9.4 Chance-Constrained Programming and Satisficing in DEA 298
9.4.1 Introduction 298
9.4.2 Satisficing in DEA 298
9.4.3 Deterministic Equivalents 299
9.4.4 Stochastic Efficiency 302
9.5 Summary of Chapter 9 304
10. SUPER-EFFICIENCY MODELS 309
10.1 Introduction 309
10.2 Radial Super-efficiency Models 310
10.3 Non-radial Super-efficiency Models 313
10.3.1 Definition of Non-radial Super-efficiency Measure 314
10.3.2 Solving Super-efficiency 315
10.3.3 Input/Output-Oriented Super-efficiency 316
10.3.4 An Example of Non-radial Super-efficiency 316
10.4 Extensions to Variable Returns-to-Scale 317
10.4.1 Radial Super-efficiency Case 317
10.4.2 Non-radial Super-efficiency Case 318
10.5 Summary of Chapter 10 319
10.6 Notes and Selected Bibliography 319
10.7 Related DEA-Solver Models for Chapter 10 319
10.8 Problem Supplement for Chapter 10 320
Xli DATA ENVELOPMENT ANALYSIS
11. EFFICIENCY CHANGE OVER TIME 323
11.1 Introduction 323
11.2 Window Analysis 324
11.2.1 An Example 324
11.2.2 Application 324
11.2.3 Analysis 326
11.3 Malmquist Index 328
11.3.1 Dealing with Panel Data 328
11.3.2 Catch-up Effect 329
11.3.3 Frontier-shift Effect 329
11.3.4 Malmquist Index 330
11.3.5 The Radial Ml 331
11.3.6 The Non-radial and Slacks-based Ml 333
11.3.7 The Non-radial and Non-oriented Ml 336
11.3.8 Scale Efficiency Change 337
11.3.9 Illustrative Examples for Model Comparisons 338
11.3.10 Concluding Remarks 344
11.4 Summary of Chapter 11 345
11.5 Notes and Selected Bibliography 345
11.6 Related DEA-Solver Models for Chapter 11 345
12. SCALE ELASTICITY AND CONGESTION 349
12.1 Introduction 349
12.2 Scale Elasticity in Production 350
12.3 Congestion 353
12.3.1 Strong Congestion 354
12.3.2 Weak Congestion 357
12.3.3 Summary of Degree of Scale Economies and Congestion 360
12.4 Illustrative Examples 360
12.4.1 Degree of Scale Economies and Strong Congestion 360
12.4.2 Weak vs. Strong Congestion 361
12.5 Summary of Chapter 12 362
12.6 Notes and Selected Bibliography 363
12.7 Related DEA-Solver Models for Chapter 12 364
12.8 Problem Supplement for Chapter 12 364
13. UNDESIRABLE OUTPUTS MODELS 367
13.1 Introduction 367
13.2 An SBM with Undesirable Outputs 368
13.2.1 An Undesirable Output Model 368
13.2.2 Dual Interpretations 369
13.2.3 Returns-to-scale (RTS) Issues 370
13.2.4 Imposing Weights to Inputs and/or Outputs 370
13.3 Non-separable 'Good' and 'Bad' Output Model 371
13.4 Illustrative Examples 374
13.4.1 Separable Bad Outputs Models 374
13.4.2 An Example with Both Separable and Non-separable Inputs/Outputs 375
Contents Xlil
13.5 Comparisons with Other Methods 376
13.6 Summary of Chapter 13 378
13.7 Related DEA-Solver Models for Chapter 13 378
14. ECONOMIES OF SCOPE AND CAPACITY UTILIZATION 381
14.1 Introduction 381
14.2 Economies of Scope 382
14.2.1 Definition 382
14.2.2 Checking for Economies of Scope 382
14.2.3 Checking a Virtual Merger 386
14.2.4 Comparisons of Business Models 387
14.2.5 Illustrative Examples 388
14.3 Capacity Utilization 390
14.3.1 Fixed vs. Variable Input Resources 390
14.3.2 Technical Capacity Utilization 391
14.3.3 Price-Based Capacity Utilization Measure 392
14.3.4 Long-Run and Short-Run Capacity Utilization 395
14.3.5 Illustrative Examples 396
14.4 Summary of Chapter 14 401
14.5 Notes and Selected Bibliography 401
14.6 Related DEA-Solver Models for Chapter 14 402
14.7 Problem Supplement for Chapter 14 402
15. A DEA GAME 405
15.1 Introduction 405
15.2 Formulation 406
15.3 Coalition and Characteristic Function 409
15.4 Solution 411
15.4.1 Coalition and Individual Contribution 411
15.4.2 The Shapley Value 411
15.5 DEA min Game 414
15.6 Summary of Chapter 15 415
15.7 Notes and Selected Bibliography 416
15.8 Problem Supplement for Chapter 15 416
16. MULTI-STAGE USE OF PARAMETRIC AND NON-PARAMETRIC MODELS 423
16.1 Introduction 423
16.2 OLS Regressions 423
16.3 Modification and Extensions 424
16.4 Stochastic Frontier Analysis and Composed Error Models 426
16.5 DEA and Regression Combinations 427
16.6 Multi-stage DEA-Regression Combinations and its Application to Japanese
Banking 428
16.6.1 Introduction 428
16.6.2 The Multistage Framework 430
16.6.3 An Application to Japanese Banking 433
xiv DATA ENVELOPMENT ANALYSIS
16.6.4 Discussion 438
16.6.5 Summary of This Case Study 439
16.7 Summary of Chapter 16 439
16.8 Notes and Selected Bibliography 439
Appendices 443
A-Linear Programming and Duality 443
A.l Linear Programming and Optimal Solutions 443
A.2 Basis and Basic Solutions 443
A.3 Optimal Basic Solutions 444
A.4 Dual Problem 445
A.5 Symmetric Dual Problems 446
A.6 Complementarity Theorem 447
A.7 Farkas' Lemma and Theorem of the Alternative 448
A.8 Strong Theorem of Complementarity 449
A.9 Linear Programming and Duality in General Form 451
B-Introduction to DEA-Solver 454
B.l Platform 454
B.2 Installation of DEA-Solver 454
B.3 Notation of DEA Models 454
B.4 Included DEA Models 456
B.5 Preparation of the Data File 456
B.5.1 The CCR, BCC, IRS, DRS, GRS, SBM, Super-Efficiency, Scale Elasticity,
Congestion and FDH Models 456
B.5.2 The AR Model 457
B.5.3 The ARC Model 458
B.5,4 The NCN and NDSC Models 459
B.5.5 The BND Model 460
B.5.6 The CAT, SYS and Bilateral Models 460
B.5.7 The Cost and New-Cost Models 461
B.5.8 The Revenue and New-Revenue Models 462
B.5.9 The Profit, New-Profit and Ratio Models 462
B.5.10 The Window and Malmquist Models 462
B.5.11 The Hybrid Model 463
B.5.12 Weighted SBM Model 464
B.5.13 The Bad Outputs Model 465
B.5.14 The Non-separable Outputs Model 465
B.6 Starting DEA-Solver 466
B.7 Results 466
B.8 Data Limitations 473
B.8.1 Problem Size 473
B.8.2 Inappropriate Data for Each Model 474
B.9 Sample Problems and Results 475
B.IO Summary 475
B.10.1 Models that Require Numbers to be Supplied through Keyboard 475
Contents XV
B.10.2 Summary of Headings to Inputs/Outputs 475
C-Bibliography 477
index
479
Index
483

有点贵哦，不过病急乱投医，也是正需要

可以便宜点吗？我没有这么多钱，但是真的很想要这本书。希望您帮个忙