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中国管理科学

中国管理科学 ›› 2019, Vol. 27 ›› Issue (3): 20-29.doi: 10.16381/j.cnki.issn1003-207x.2019.03.003

• 论文 • 上一篇    下一篇

半参数空间ZISF的估计、分类与蒙特卡罗模拟

蒋青嬗1, 黄灿2, 李毅君3   

  1. 1. 广东外语外贸大学数学与统计学院, 广东 广州 510006;
    2. 广东工业大学管理学院, 广东 广州 510520;
    3. 中山大学岭南学院, 广东 广州 510275
  • 收稿日期:2016-09-27 修回日期:2017-03-13 出版日期:2019-03-20 发布日期:2019-04-28
  • 通讯作者: 黄灿(1985-),男(汉族),广东饶平人,广东工业大学管理学院讲师,博士,研究方向:社会网络与公司金融,E-mail:van017@163.com.. E-mail:van017@163.com
  • 基金资助:

    国家统计局全国统计科学研究一般项目（2018LY81）；广东省哲学社会科学规划项目（GD17XYJ07）；教育部人文社会科学规划基金资助项目（16YJA910001）

The Estimation, Classification and Monte Carlo Simulation for Semiparametric Spatial ZISF

JIANG Qing-shan1, HUANG Can2, LI Yi-jun3   

  1. 1. School of Mathematics and Statistics, Guangdong University of Foreign Studies, Guangzhou 510006, China;
    2. School of Management, Guangdong University of Technology, Guangzhou 510520, China;
    3. Lingnan College, Sun Yat-sen University, Guangzhou 510275, China
  • Received:2016-09-27 Revised:2017-03-13 Online:2019-03-20 Published:2019-04-28

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摘要： 零无效率随机前沿模型（ZISF）包含随机前沿模型和回归模型，两模型各有一定的发生概率，适用于技术无效生产单元和技术有效生产单元同时存在的情形。本文在ZISF的生产函数中引入空间效应和非参函数，并假设回归模型的发生概率为非参函数，构建了半参数空间ZISF。该模型可有效避免忽略空间效应导致的有偏且不一致估计量，也避免了线性模型的拟合不足。本文对非参函数采用B样条逼近，使用极大似然方法和JLMS法分别估计参数和技术效率。蒙特卡罗结果表明：①本文方法的估计精度和分类精度均较高。随着样本容量的增大，精度增加。②忽略空间效应或者非参数效应，估计精度和分类精度降低，文中模型有存在必要性。③忽略发生概率的非参数效应会严重降低估计和分类精度，远大于忽略生产函数的非参数效应的影响。

关键词: 随机前沿模型, 零技术无效率项, 空间效应, 非参函数, 蒙特卡罗模拟

Abstract: Zero inefficiency stochastic frontier model (ZISF) contains regression model and stochastic frontier model, which are with certain probability respectively. Thus ZISF can accommodate the presence of both efficient and inefficient firms. Now the theoretical researches about ZISF are rare. Especially for spatial ZISF, the existing ZISFs are with poor applicability. By incorporating spatial effects and nonparametric functions into ZISF, semiparametric spatial ZISF is constructed in this paper. The semiparametric spatial ZISF can avoid under-fitting derived from linear model and the biased and inconsistent estimators derived from neglecting spatial effects. B-splines are used to approximate nonparametric function and the model has been changed into linear spatial ZISF. The two order norm of approximate error can converge to zero quickly, so the approximate error can be neglected. Maximum likelihood method and JLMS method are used to estimate parameters and technical efficiencies respectively. The Monte Carlo simulation shows that:(i) The method in this paper is with high estimation accuracies for parameters, nonparametric functions and technical efficiencies and with high classification for technical efficiencies. With sample size increasing, the accuracies become higher. (ii) Neglecting any one of effect such as spatial effect or nonparametric effect will get lower estimation accuracies and classification accuracies. So the model in paper is necessary. (iii) The nonparametric effect in production function or in probability of occurrence has different impact on the estimation and classification accuracies. When the nonparametric effect in production function is neglected, there is only a small reduction for the estimation and classification accuracies. While the nonparametric effect in probability of occurrence is neglected, the estimation and classification accuracies have been substantially decreased.

Key words: stochastic frontier model, zero technical inefficiencies, spatial effect, nonparametric function, Monte Carlo simulation

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