Improving envelopment in data envelopment analysis by means of unobserved DMUs: an application of banking industry | ||
| Journal of Quality Engineering and Production Optimization | ||
| مقاله 6، دوره 1، شماره 2، مهر 2015، صفحه 71-80 اصل مقاله (787.08 K) | ||
| نوع مقاله: Research Paper | ||
| شناسه دیجیتال (DOI): 10.22070/jqepo.2015.276 | ||
| نویسندگان | ||
| fatemeh rakhshan* 1؛ Mohammad Reza Alirezaee2 | ||
| 1student | ||
| 2master | ||
| چکیده | ||
| In data envelopment analysis, the relative efficiency of a decision making unit (DMU) is defined as the ratio of the sum of its weighted outputs to the sum of its weighted inputs allowing the DMUs to freely allocate weights to their inputs/outputs. However, this measure may not reflect a the true efficiency of a DMU because some of its inputs/outputs may not contribute reasonably in computing the efficiency measure. Traditionally, to overcome this problem weights restrictions have been imposed. But an approach for solving this problem by inclusion of some unobserved DMUs, obtained via a process with four steps, has been proposed in 2004. These unobserved DMUs are created by adjusting the output levels of certain observed relatively efficient DMUs. The method used in this research is for DMUs that are operating under a constant return to scale (CRS) technology with a single input multi-output context. This method is implemented for 47 branches of bank Maskan in northeast of Tehran and the results will be analysed. | ||
| کلیدواژهها | ||
| data envelopment analysis؛ linear programming applications؛ value judgments | ||
| مراجع | ||
|
1. Allen, R., Anthanasopoulos, A., Dyson, R., Thanassoulis, E. (1997). Weight restrictions and value judgments in data envelopment analysis: Evolution, development and future directions. Annals of Operations Research, 73, 13-34. 2. Allen, R., Thanassoulis, E. (2004). Improving envelopment in data envelopment analysis. European Journal of Operational Research,154, 363-379.
3. Andersen, P., Petersen, N.C. (1993). A procedure for ranking efficient units in data envelopment analysis. Management Science, 39 (10) 1261-1264. 4. Charnes, A., Cooper, W.W., Rhodes, E. (1978). Measuring the efficiency of decision making units. European Journal of
Operational Research, 2, 429-444.
5. Charnes, A., Cooper, W.W., Huang, Z.M., Sun, D.B. (1990). Polyhedral cone-ratio DEA models with an illustrative application to large commercial banks. Journal of Econometrics, 46, 73-91.
6. Charnes, A., Cooper, W.W., Thrall, R.M. (1991). A structure for classifying and characterizing efficiency and inefficiency in data envelopment analysis, Journal of Productivity Analysis, 2(3) 197-237.
7. Dyson, R.G., Thanassoulis, E. (1988). Reducing weight flexibility in DEA. Journal of Operational Research Society, 39(6) 563-576.
8. Farrell, M.J., The measurement of productive efficiency. Journal of the Royal Statistical Society, Series A, 125, 252-267.
9. Jahanshahloo, G.R., Soleimani-Damaneh, M. (2005). A note on simulating weights restrictions in DEA: An improvement of Thanassoulis and Allen's method. Computers & Operation Research, 32, 1037-1044.
10. Kuosmanen, T. (2005). Weak disposability in nonparametric production analysis with undesirable outputs. American Journal of Agricultural Economics, 87(4) 1077-1082.
11. Kuosmanen, T., Podinovski, V.V. (2009). Weak disposablity in nonparametric production analysis: reply to Fare and Grosskopf. American Journal of Agricultural Economics, 91(2) 539-545.
12. Olesen, O.B., Petersen, N.C. (1996). Indicators of ill-conditioned data sets and model misspecification in data envelopment analysis: An extended facet approach. Management Science, 42(2) 205-219.
13. Podinovski, V.V., Kuosmanen, T. (2011). Modelling weak disposability in data envelopment analysis under relaxed convexity assumptions. European Journal of Operational Research, 211(3) 577-585.
14. Roll, Y., Golany, B. (1993). Alternate methods treating factor weights in DEA. OMEGA: The International Journal of Management Science, 21(1) 99-109.
15. Roll, Y., Cook, W.D., Golany, B. (1991). Controlling factor weights in DEA. IIE Transactions, 23(1) 2-9.
16. Sowlati, T., Paradi, J. (2004). Establishing the ''practical frontier'' in data envelopment analysis. Omega, 32(4) 261-271.
17. Thanassoulis, E., Allen, R. (1998). Simulating weight restrictions in data envelopment analysis by means of unobserved DMUs. Management Science, 44(4) 586-594.
18. Thanassoulis, E. Kortelainen, M., Allen, R. (2012). Improving envelopment in data envelopment analysis under variable returns to scale. European Journal of Operational Research, 218, 175-185.
19. Thompson, R.G., Langemeier, L.N. Lee, C-H., Lee, E., Thrall, R.M. (1990). The role of multiplier bounds in efficiency analysis with application to Kansas farming. Journal of Econometrics, 46, 93-108.
20. Wong, Y., -H.B., Beasley, J.E. (1990). Restricting weight flexibility in DEA. Journal of Operational Society, 41(9) 829-835.
| ||
|
آمار تعداد مشاهده مقاله: 1,179 تعداد دریافت فایل اصل مقاله: 1,028 |
||