带负值的Hybrid DEA模型研究及其应用

doi:10.16381/j.cnki.issn1003-207x.2016.03.018

摘要/Abstract

摘要： 现有的对DEA模型中出现负值的研究,主要是针对一些简单的半导向型、径向的模型研究,但是对于复杂的模型,大多是将负值变量先行处理为正值后,再代入模型,丧失了原有的数据结构,导致模型的准确性和可靠性遭到质疑,尤其是Hybrid DEA模型,包含了径向与非径向、无导向的因素,目前尚无对负值情况的研究。因此,本文以半导向模型CCR为基础,经过数学推导,得到一系列无导向、非径向的数学模型,并将Emrouznejad et al.的负值处理规则应用到这些模型,从而得到能处理负值情况的无导向径向模型(NORM-VRS DEA)和无导向非径向模型(NOM-VRS DEA),进而对其数学模型进行了深入的研究,推导得出相关引理与结论,最终解决了Hybrid DEA模型带有负值情况的问题。随后,利用开发的模型对中国规范型证券公司的经营效率进行了实证分析,验证了模型的实际有效性以及所推导出的引理和结论是否正确,发现了与原有Hybrid DEA理论的一些不相符之处,并对其原因进行了简单分析。

关键词: Hybrid DEA, SORM, NOM DEA, 风险因素

Abstract: The existing research appears to negative DEA model, mainly for some simple semi-oriented and radial model. As to complex models, mostly the negative variable look-ahead processing is positive, then substituted into model, but this idea loss the original data structure, resulting in the accuracy and reliability of the model has been questioned, particularly Hybrid DEA model, including radial and non-radial, non-oriented factors, and there is no case for the negative research. Therefore, from a semi-oriented CCR model, it is based on mathematically derived to give a series of non-oriented, non-radial mathematical model and such negative processing rules provided by Emrouznejad apply to these models, thus forming the new ones handling the negative non-oriented situations radial model (NORM-VRS DEA), non-oriented and non-radial model (NOM-VRS DEA), further, conducted in-depth study of its mathematical model, there are some conclusions lemma and final settlement of Hybrid DEA model problems with the negative situations. Subsequently, the development of model specification for Chinese securities company's operating efficiency empirical analysis also verify the actual effectiveness of the model and whether deduced lemma and conclusions are correct or not. Finally, It's found that something of the original Hybrid DEA theory contrary to the department, and give a simple analysis.

Key words: hybrid DEA, SORM, NOM-VRS DEA, NORM-VRS DEA

中图分类号:

C931

马璐, 高李昊. 带负值的Hybrid DEA模型研究及其应用[J]. 中国管理科学, 2016, 24(3): 149-158.

MA Lu, GAO Li-hao. A Non-Oriented Measure for Hybrid-DEA model with negative data[J]. Chinese Journal of Management Science, 2016, 24(3): 149-158.

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