用STATA做DEAPPT学习课件

DataEnvelopmentAnalysisinStata,ChoonjooLee(sarang90kndu.ac.kr)Yong-baeJi(jyb7707)KoreaNationalDefenseUniversity,RepublicofKoreaStataConferenceDC09(July30-31,2009),Outline,WhyDEAinStata?TheBasicsofDEATheStata/DEAprogramStata/DEAExamplesDEAFrontiersinStata?References,1.WhyDEAinStata?,SoftwareToolsforFrontierAnalysis,1.WhyDEAinStata?(cont.),DEAliteraturesbyYear(2001-2009),moretogo,D/B:ScienceDirect,EBSCO,Googlescholar,*SCI,SSCIQuery:DEAorDataEnvelopmentAnalysisintitle,keyword,abstract,1.WhyDEAinStata?(cont.),DEAliteraturesbyJournal(2001-2009),DEAliteraturesbySubject(2001-2009),1.WhyDEAinStata?(cont.),Stataiseasytouseandpowerfulstatisticalsoftware;DataEnvelopmentAnalysiscodeinStatawillpromotetheefficiencyindatamanagementforDEAusersandopennewapplicationareasinstatisticalinferenceforStatausers.,1.WhyDEAinStata?(cont.),2.TheBasicsofDEA(cont.),DEAConcept,Technology+DecisionMaking,Inputs,Outputs,equipment,space,#typeBlabor,#typeAcustomer,#typeBcustomer,qualityindex,fit,?,#typeAlabor,.,.,2.TheBasicsofDEA(cont.),AssumptionstoanalyzetheblackboxEconomicBehaviors:Noinput,nooutput!(Free)DisposabilityConvexityFrontierSearch:Piece-wiseLinearMethodScaleEconomyOrientation:Input-basedorOutput-basedAnalysis,InterpretationofDEAResultsX-inefficiencyRationalChoiceofInput-OutputMixesPerformance,2.TheBasicsofDEA(cont.),Terms&Notations:Input,outputmatrix:Rowvector:Non-negativityvector:RealvariableDecisionMakingUnits(DMUs),2.TheBasicsofDEA(cont.),BasicDEAModels:CCR,BCC,()*istheadditionalconstraintinBCCmodel,CharacteristicsofDEANoassumptionaboutInput-OutputFunctionNolimitstothenumberofinputsandoutputsNotrequiredtoweightrestrictionsProvidereferencesetsforbenchmarkingProvideusefulinformationforinput-outputmixdecisionntimescomputationsfornDMUs,2.TheBasicsofDEA(cont.),3.TheStata/DEAprogram,UserWrittenStata/DEADescriptionConsideredthebasicDEAmodels(CCR&BCC)CanhandlebothinputminimizationandoutputmaximizationproblemsThedataflowintheStata/DEAprogramtheinputandoutputvariablesdatasetsrequiredtheDEAoptionsdefinethemodelthe“Stata/DEA”programconsistsof“basic”and“lp”subroutinetheresultdatasetsavailableforprintorfurtheranalysis,3.TheStata/DEAprogram(cont.),DiagramofDataflowinStata/DEAprogram,3.TheStata/DEAprogram(cont.),Stata/DEASyntax(programcodeunderStatajournalreview)dea,data(string)iotype(string)model(string)lambda,4.Stata/DEAExamples,Example1:Storesefficiencycase(formodelverification)Data:twoinputs,twooutputs,and5DMUsDataimportedfromCooperetal.(2006),p.75,Table3.7TheinputsareThenumberofemployees(Employee)Thefloorarea(Area)TheoutputsareThevolumeofsales(Sales)Thevolumeofprofits(Profits),4.Stata/DEAExamples(cont.),Thedatafileincludinginputandoutputvariables,Auserneedstosettheoptionsasrequiredandrunthefollowingcodeforinputorientationmodeldea,data(ta3_7)iotype(input)model(ccr)lambda,Theinputandoutputvariablesaresavedinfilesta3_7.csv,4.Stata/DEAExamples(cont.),TheResultWindow,4.Stata/DEAExamples(cont.),Theresultfileincludingtheefficiencyscoreandreferenceset,ScoresmatchwiththeresultsofCooperet.al.(2006).,4.Stata/DEAExamples(cont.),Theresultfileincludingdetailvaluesfortheefficiencyscoreandreferenceset(lambdaoption),4.Stata/DEAExamples(cont.),Example2:Weaponssystemconstructionefficiencytwoinputs,threeoutputs,and10DMUsDatafromJAAfr(JanesArmourandArtillery)TheinputsareCombatweightHeightTheoutputsarePower-to-weightratioMaxroadspeedMainarmamentdiameter,4.Stata/DEAExamples(cont.),Thedatafileincludinginputandoutputvariables,Theinputandoutputvariablesaresavedinfilest4_2.csv,4.Stata/DEAExamples(cont.),dea,data(t4_2)iotype(output)model(ccr)lambda,4.Stata/DEAExamples(cont.),Theresultfileincludingtheefficiencyscoreandreferenceset,4.Stata/DEAExamples(cont.),Theresultfileincludingdetailvaluesfortheefficiencyscoreandreferenceset(lambdaoption),5.DEAFrontiersinStata?,TheStata/DEAprogramisanewapplicationinStata.DEAisaprevalentandpowerfulmanagerialtoolformeasuringtheperformance.TheStata/DEAprogramwillprovideStatauserswithseveralopportunities:NoextracosttoaccessDEAFlexibleDEAmodelextensionanddevelopmentApowerfulmanagerialtoolaswellasdatamanagement,statisticalanalysis,andoptimizationproceduresTheStata/DEAprogramreportsfilescandirectlyfeedtootherStataroutinesforfurtheranalysis.FurtherExtensionsto2ndStageRegressionAnalysis,DGPofDEA,StatisticalInferencesofDEA,CaseSpecificDEAModels,andmorearepossible.,6.References,Lee,C.,&Ji,Y.(2009).“DataEnvelopmentAnalysisinStata”,underreviewbytheStataJournal.Cooper,W.W.,Seiford,L.M.,&Tone,A.(2006).IntroductiontoDataEnvelopmentAnalysisandItsUses,SpringerScience+BusinessMedia.Charnes,A.,Cooper,W.W.,&Rhodes,E.(1981).EvaluatingProgramandManagerialEfficiency:AnApplicationofDataEnve