a statistical test for outlier identification in data envelopment analysis
Authors
abstract
in the use of peer group data to assess individual, typical or best practice performance, the effective detection of outliers is critical for achieving useful results. in these ‘‘deterministic’’ frontier models, statistical theory is now mostly available. this paper deals with the statistical pared sample method and its capability of detecting outliers in data envelopment analysis. in the presented method, each observation is deleted from the sample once and the resulting linear program is solved, leading to a distribution of efficiency estimates. based on the achieved distribution, a pared test is designed to identify the potential outlier(s). we illustrate the method through a real data set. the method could be used in a first step, as an exploratory data analysis, before using any frontier estimation.
similar resources
A statistical test for outlier identification in data envelopment analysis
In the use of peer group data to assess individual, typical or best practice performance, the effective detection of outliers is critical for achieving useful results. In these ‘‘deterministic’’ frontier models, statistical theory is now mostly available. This paper deals with the statistical pared sample method and its capability of detecting outliers in data envelopment analysis. In the prese...
full textData envelopment analysis for imprecise data in Buyer-Seller Relationship
In the environment of business‐to‐business e‐commerce, Buyers and sellers in mature industrial markets can turn single transactions into long-term beneficial relationships by a deeper understanding of the complex connection between the two and buyers and sellers are uncertain about their roles. A “must-do” for the sellers, in particular, is to understand patterns of investment and reward,...
full textA nonlinear model for common weights set identification in network Data Envelopment Analysis
In the Data Envelopment Analysis (DEA) the efficiency of the units can be obtained by identifying the degree of the importance of the criteria (inputs-outputs).In DEA basic models, challenges are zero and unequal weights of the criteria when decision- making units are evaluated. One of the strategies applied to deal with these problems is using common weights of the each input...
full textA Common Weight Data Envelopment Analysis Approach for Material Selection
Material selection is one of the major problems in manufacturing environments since the improper selected material may lead to fail in the production processes and result in customer dissatisfaction and cost inefficiency. Every material has different properties which should be considered as major criteria during the material selection procedure. Selection criteria could be quantitative or quali...
full textOutlier test for a group of multivariate observations
Assume that we have m independent random samples each of size n from Np(; ) and our goal is to test whether or not the ith sample is an outlier (i=1,2,…..m). To date it is well known that a test statistics exist whose null distribution is Betta and given the relationship between Betta and F distribution, an F test statistic can be used. In the statistical literature however a clear and preci...
full textMy Resources
Save resource for easier access later
Journal title:
iranian journal of optimizationPublisher: islamic azad university, rasht branch
ISSN
volume 2
issue 3 2010
Hosted on Doprax cloud platform doprax.com
copyright © 2015-2023