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中国管理科学 ›› 2019, Vol. 27 ›› Issue (1): 184-193.doi: 10.16381/j.cnki.issn1003-207x.2019.01.018

• 论文 • 上一篇    下一篇

基于病态指数循环分析的评价指标筛选研究

陈洪海   

  1. 南京财经大学金融学院, 江苏 南京 210023
  • 收稿日期:2016-12-31 修回日期:2017-05-17 出版日期:2019-01-20 发布日期:2019-03-25
  • 通讯作者: 陈洪海(1978-),男(汉族),辽宁辽中人,南京财经大学金融学院讲师,金融工程专业博士,研究方向:金融风险管理、决策理论,E-mail:adams2009@163.com. E-mail:adams2009@163.com
  • 基金资助:

    国家社科基金重大资助项目(17ZDA037);国家自然科学基金重点资助项目(71731003);国家自然科学基金面上项目(71471027);国家自然科学基金青年项目(71403116,71501088);江苏省高校自然科学研究面上资助经费项目(18KJB120003)

Method of Screening Evaluation Indicators Based on Circle Ill-Condition Index Analysis

CHEN Hong-hai   

  1. School of Finance, Nanjing University of Finance and Economics, Nanjing 210023, China
  • Received:2016-12-31 Revised:2017-05-17 Online:2019-01-20 Published:2019-03-25

摘要: 为了避免指标集较高的信息重叠扭曲综合评价结果,已有研究通过剔除相关程度高的少部分(主要是两两)指标中相对不重要的指标,虽可保证指标集内少部分指标间的信息重叠不高,但却无法保证指标集的整体信息重叠不高。为此,本研究提出一种新的评价指标筛选方法。其创新与特色主要有三:一是根据一个指标剔除后指标集病态指数减小的幅度越大,该指标对指标集整体信息重叠贡献越大的思路,剔除对剩余指标整体信息重叠贡献最大的指标,循环往复直至剩余指标的整体信息重叠不高为止,克服已有研究无法高效率地降低指标集整体信息重叠及不能测度剩余指标整体信息重叠水平的不足;二是通过剔除相关程度高的任意两个剩余指标中相对不重要的一个指标,避免指标集整体信息重叠不高而个别指标间信息重叠却依然较高;三是通过指标集病态指数减少比例与指标剔除数量的比值表示指标集整体信息重叠降低的效率,检验信息重叠指标筛选方法的相对合理性,弥补已有研究缺乏相关检验标准的不足。最后,通过一组科技评价指标的筛选说明上述方法的可行性及有效性。

关键词: 评价指标筛选, 信息重叠, 综合评价, 病态指数, 变异系数

Abstract: The existing researches delete the relatively unimportant indicators in few indices (mainly including any pair indicators) with high correlation to prevent the high information overlap from distorting the comprehensive evaluation results, which can improve the information overlap of few indicators but is not available to ensure that of the indices set is not high. In this article, a new method of screening indices with high information overlapping is presented. The indicators of the greatest contribution to the overall overlap of residual indicators are deleted successively until the information overlap of all remaining indicators is not high so far, since an indicator makes greater contribution to the information overlap of the indices set if the decrease of ill-condition index for the indices set is lager when it is removed. Furthermore, the dominated one in any pair of remaining indicators with high correlation is deleted to avoid high information overlap between the individual indicators while the overall information overlap of the indices set is not high. The reduction ratio of ill-condition index for the indices set and the number of deleted indicators are used to illustrate the efficiency of reducing the overall information overlap for the indices set, which tests the relative rationality of the suggested method that is more efficient than the correlation analysis method for reducing the overall information overlap for the indices set. The above findings enrich the theoretical research of the indices screening methods, helpfully complements the comprehensive evaluation method, and facilitates the researches in related fields.

Key words: evaluation indices screening, information overlapping, comprehensive assessment, ill-condition index, coefficient of variance

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