基于双前沿面数据包络分析的循环全局Malmquist指数

doi:10.16381/j.cnki.issn1003-207x.2015.11.006

中国管理科学 ›› 2015, Vol. 23 ›› Issue (11): 46-55.doi: 10.16381/j.cnki.issn1003-207x.2015.11.006

基于双前沿面数据包络分析的循环全局Malmquist指数

王应明, 蓝以信

福州大学决策科学研究所, 福建福州 350116

收稿日期:2013-12-09 修回日期:2014-07-29 出版日期:2015-11-20 发布日期:2015-12-01
作者简介:王应明(1964-),男(汉族),福州大学经济与管理学院,教授,博士生导师,研究方向:决策理论与方法、数据包络分析、规则库推理、质量功能展开.
基金资助:
国家自然科学基金资助项目(71371053);高等学校博士学科点专项科研基金资助项目(20123514110012);教育部人文社会科学研究青年基金资助项目(14YJC630056);福建省自然科学基金资助项目(2014J01264)

Measuring Malmquist Productivity Index:A Circular Global Approach Based on Double Frontiers Data Envelopment Analysis

WANG Ying-ming, LAN Yi-xin

Decision Science Institute, Fuzhou University, Fuzhou 350116, China

Received:2013-12-09 Revised:2014-07-29 Online:2015-11-20 Published:2015-12-01

摘要/Abstract

摘要： 利用全部时期的技术构成的前沿面为参照,将双前沿面数据包络分析下的Malmquist指数拓展为双前沿面数据包络分析下的全局Malmquist指数。该全局Malmquist指数不仅较好地综合了乐观前沿面和悲观前沿面两部分信息,而且满足循环性检验;不仅可以避免由于前沿面选择的不同而导致的差异,还可以避免因时期选择的任意性而导致的差异。将其用于福建省工业行业2001-2008年的全要素生产率分析,研究结果较好地说明了该方法的有效性和实用性。

关键词: 数据包络分析, Malmquist指数, 双前沿面数据包络分析, 全局Malmquist指数, 循环性检验

Abstract: Measures of productivity growth constitute core indicators for the analysis of economic growth. The data envelopment analysis (DEA)-based Malmquist quantity index has enjoyed widespread use in a production context. By using all the periods to construct a global benchmarking technology frontier, the double frontiers data envelopment analysis (DFDEA)-based Malmquist productivity index is extended to acquire a DFDEA-based global Malmquist productivity index, which can avoid the differences in evaluation results resulted from the arbitrary choice of frontiers and base periods. This global index integrates the information on both the optimistic frontier and the pessimistic frontier and can meet the requirement of circular test. This global Malmquist productivity index is applied to investigate the behaviors of the industrial sectors of Fujian province during the years 2001 to 2008. The application results have clearly shown that our approach is more comprehensive and more realistic than the traditional DEA-based MPI in measuring productivity index.

Key words: data envelopment analysis, Malmquist productivity index, double frontiers data envelopment analysis, global malmquist productivity index, circular test

中图分类号:

C934

王应明, 蓝以信. 基于双前沿面数据包络分析的循环全局Malmquist指数[J]. 中国管理科学, 2015, 23(11): 46-55.

WANG Ying-ming, LAN Yi-xin. Measuring Malmquist Productivity Index:A Circular Global Approach Based on Double Frontiers Data Envelopment Analysis[J]. Chinese Journal of Management Science, 2015, 23(11): 46-55.

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基于双前沿面数据包络分析的循环全局Malmquist指数

Measuring Malmquist Productivity Index:A Circular Global Approach Based on Double Frontiers Data Envelopment Analysis

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