主管:中国科学院
主办:中国优选法统筹法与经济数学研究会
   中国科学院科技战略咨询研究院
论文

带负值的Hybrid DEA模型研究及其应用

展开
  • 广西科技大学管理学院, 广西 柳州 545006

收稿日期: 2014-07-09

  修回日期: 2015-06-23

  网络出版日期: 2016-03-18

A Non-Oriented Measure for Hybrid-DEA model with negative data

Expand
  • Management School, Guangxi University of Science and Technology, Liuzhou 545006, China

Received date: 2014-07-09

  Revised date: 2015-06-23

  Online published: 2016-03-18

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。

本文引用格式

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

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.

参考文献

[1] Charnes A, Cooper W W, Rhodes E. Measuring the efficiency of decision making units[J].European Journal of Operational Research,1978, 2(6):429-444.

[2] Banker R D,Charnes A C, Cooper W W. Some models for estimating technicaland scale inef ciencies in data envelopment analysis[J]. Management Science,1984, 30(9):1078-1092.

[3] 傅敏维,尹航,杨贵彬. 基于混合 DEA 模型的医药行业上市公司经营效率相对有效性评价[J].中国管理科学,2006,14(5):91-97.

[4] 毕功兵,冯晨鹏,丁晶晶. 考虑环境属性约束的平行结构DEA模型[J].中国管理科学,2011,19(5):79-86.

[5] 程昀,杨印生.矩阵型网络DEA模型及其实证检验[J].中国管理科学,2013,21(5):103-109.

[6] 李春好,苏杭,佟轶杰,等. 基于理想决策单元参照求解策略的BKL交叉效率评价模型[J].中国管理科学,2015,23(2):116-122.

[7] Russell R R.Measures of technical efficiency[J]. Journal of Economic Theory,1985,35(1):109-126.

[8] Pastor J T,Ruiz J L, Sirvent I.An enhanced DEA russell graph efficiency measure[J]. European Journal of Operational Research,1999,115(3)::596-607.

[9] Tone K.A slacks-based measure of efficiency in data envelopment analysis[J]. European Journal of Operational Research,2001, 130(3):498-509.

[10] 孙立成,周德群,李群,等.基于非径向效率DEA聚类模型的FEEEP系统协调发展[J].系统工程理论与实践,2009,29(7):139-146.

[11] 周忠宝,孙亮,刘德彬,等. 存在保证域的模糊非径向偏好GCE模型[J].中国管理科学,2014,22(2):75-84.

[12] Tone K. A hybrid measure of efficiency in DE. Working Paper,GRIPS Research Report Series.

[13] Ali A I, Seiford L M. Translation invariance in data envelopment analysis[J]. Operations Research Letters, 1990,9(6):403-405.

[14] Lovell C A K, Pastor J T. Units invariant and translation invariant DEA models[J]. Operations Research Letters,1995, 18(3):147-151.

[15] Cooper W W, Seiford L M,Tone K. Data envelopment analysis:A comprehen-sive text with models, applications, references and DEA-solver software[M]. Boston:KluwerAcademic Publishers,2007.

[16] Seiford L M, Zhu J. Modeling undesirable factors in efficiency evaluation[J]. European Journal of Operational Research,2002,142(1):16-20.

[17] Chen Z, Lin R. Mutual fund performance evaluation using dataenv elopment analysis with new risk measures[J]. OR Spectrum, 2006,28(3):375-398.

[18] Portela M C A S, Thanassoulis E, Simpson G. A directional distanceapproach to deal with negative data in DEA:An application to bank branches[J]. Journal of Operational Research Society,2004, 55 (10):1111-1121.

[19] Sharp J A, Liu W B, Meng Wer. A modified slacks-based measure model for data envelopment analysis with ‘natural’ negative outputs and inputs[J]. Journal of Operational Research Society,2006, 57 (11), 1-6.

[20] Emrouznejad A, Anouze A L, Thanassoulis E. A semi-oriented radial measure for measuring the efficiency of decision making units with negative data, using DEA[J]. European Journal of Operational Research, 2010, 200(1):297-304.

[21] Lamb J D, Tee K H. Data envelopment analysis models of investment funds[J]. European Journal of Operational Research, 2012,216(3):687-696.

[22] Cheng Gong, Zervopoulos P, Qian Zhenhua. A variant of radial measure capable of dealing with negative inputs and outputs in data envelopment analysis[J].European Journal of Operational Research, 2013,225(1):100-105.

[23] Reza K M, Gholam R A, Emrouznejadc A. A modified semi-oriented radial measure for target setting with negative data[J]. Measurement,2014, 54:152-158.

[24] Charnes A, Cooper W W. Programming with linear fractional functionals[J]. Naval Research Logistics Quarterly,1962, 9(3-4):181-185.

[25] Emrouznejad A, Amin G R, Thanassoulis E,et al. On the boundedness of the SORM DEA models with negative data, Europear Journal Operational Research,2010, 206(1):265-268.

[26] Drake L, Hall M J B. Efficiency in Japanese banking:An empirical analysis[J]. Journal of Banking and Finance,2003, 27(5):891-917.

[27] Girardone C, Molyneux P. Gardener E P M. Analysing the determinants of bank effciency:The case of Italian banks[J]. Applied Economics,2004, 36(3):215-227.

[28] Chang T-C,Chiu Y-H.Affecting factors on risk-adjusted ef ciency in Taiwan's banking industry[J]. Contemporary Economic Policy,2006, 24(4):634-648.

[29] Chiu Y-H,Chen Yuchuan,Bai Xuejie.Efficiency and risk in Taiwan banking:SBM super-DEA estimation. Applied Economics,2011, 43 (5):587-602.

[30] Chiu Y H, Chen Yuchuan,Bai Xuejie. A comparison of operating performance management between Taiwanbanks and foreign banks based on the Meta-Hybrid DEA model[J]. Economic Modelling,2013, 33:433-439.
文章导航

/