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基于Bootstrap方法数据包络分析的回归分析 预览 被引量:5

Data Envelopment Analysis Regression Analysis Based on Bootstrap Approach
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摘要 数据包络分析(DEA)方法中每一决策单元(DMU)有效性值的计算都涉及到考察集中所有其他DMU,因而使得DEA有效性值之间并不独立.为克服DEA有效性值的这种内在依赖性,提出了基于Bootstrap方法的DEA回归分析方法,以提高回归分析结果的可信度,并以封闭式基金业绩的DEA回归分析为例对之加以说明. The calculation of the data envelopment analysis (DEA) efficiency unit effic anal sion (DMU) involves all the other DMUs in the observation set ,thus it is no iency scores. To overcome the inherent dependency of the DEA efficie ysis based on the Bootstrap approach was presented to increase the relia analysis,and a DEA regression analysis of closed-end fund performance score for one decision-making t independent within the DEA ncy scores, a DEA regression bility of the results of regreswas illustrated.
作者 全林 罗洪浪 QUAN Lin, LUO Hong-lang (1. School of International and Public Affairs,Shanghai Jiaotong Univ. ,Shanghai 200030 ,China; 2. Investment and Research Center,Guoyuan Securities, Shanghai 200120)
出处 《上海交通大学学报》 EI CAS 北大核心 2005年第10期 1652-1655,共4页 Journal of Shanghai Jiaotong University
关键词 数据包络分析 回归分析 BOOTSTRAP方法 data envelopment analysis (DEA) regression analysis Bootstrap approach
作者简介 全林(1963-),男,重庆人,教授,主要从事宏微观经济理论与资本市场研究。电话(Tel.)E—mail:quanlin@sjtu.edu.cn。
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