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題名：Performance Analysis of Linear Regression Systems Subject to Inefficiency
書刊名：Asia Pacific Management Review
作者：Bellamine, Ilyes／Morita, Hiroshi／Ishii, Hiroaki
出版日期：2004
卷期：9:3
頁次：頁379-390
主題關鍵詞：Non-Stochastic inefficiency function；Linear regression system；Maximum likelihood；Akaike information criterion
原始連結：連回原系統網址new window
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  • 被引用次數被引用次數:期刊(1) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:7
  • 點閱點閱:43
We propose a procedure for analysis of the performance of linear systems subject to inefficiency that is defined as the lack of output due to a change of some supposed constant factors assigned firstly to the disturbance term. To estimate the inefficiency it is recommended to decompose the systematic term into two terms, one representing the effect of the important (controllable) factors and the other representing the effect of factors that have been considered as stable but effectively changed during the experiment. The latter term is called inefficiency and it is approximated by a multi-step function. The number of gaps (or steps) is identified through the Akaike information criterion, and the parameters of the inefficiency function and the linear model are obtained by maximizing the appropriate likelihood function. The procedure enables us to decompose the levels of input into zones where the performance of the system is different. The paper concludes with a worked case study along with the performance of a mail processing process is analyzed.
期刊論文
1.Banker, Rajiv D.(1984)。Estimating most productive scale size using data envelopment analysis。European Journal of Operational Research，17(1)，35-44。  new window
2.James, B.、James, K. K.、Siegmund, D.(1987)。Tests for a change point。Biometrika，74(11)，71-83。  new window
3.Cooper, W. W.、Thompson, R. G.、Thrall, R. M.(1996)。Introduction: Extensions and new developments in DEA。Annals of Operations Research，66，1-45。  new window
4.Mandel, B. J.(1969)。The Regression Control Chart。Journal of Quality Technology，1(1)，1-9。  new window
5.Zhu, A.、Cooper, W. W.(1981)。Evaluating Program and Managerial Efficiency: An Application of DEA to Program Follow Through。Manageerial Science，27(6)，668-697。  new window
6.Greene, W. H.(1980)。Maximum Likelihood Estimation of Econometric Frontier Functions。Journal of Econometrics，13(1)，27-56。  new window
7.Stevenson, Rodney E.(1980)。Likelihood Functions for Generalized Stochastic Frontier Estimation。Journal of Econometrics，13(1)，57-66。  new window
8.Hinkley, D. V.(1969)。Inference about the intersection in two-phase regression。Biometrika，56，495-504。  new window
9.Battese, George E.、Coelli, Timothy J.(1995)。A Model for Technical Inefficiency Effects in a Stochastic Frontier Production Function for Panel Data。Empirical Economics，20(2)，325-332。  new window
10.Aigner, Dennis J.、Lovell, Charles Albert Knox、Schmidt, Peter(1977)。Formulation and Estimation of Stochastic Frontier Production Function Models。Journal of Econometrics，6(1)，21-37。  new window
11.Meeusen, Wim、Van Den Broeck, Julien(1977)。Efficiency Estimation From Cobb-Douglas Production Functions with Composed Error。International Economic Review，18(2)，435-444。  new window
12.Akaike, Hirotsugu(1974)。A new look at the statistical model identification。IEEE Transactions on Automatic Control，19(6)，716-723。  new window
13.Wang, Kuo-liang、Weng, Chih-chiang、Chang, Mei-lin(20010300)。A Study of Technical Efficiency of Travel Agencies in Taiwan。Asia Pacific Management Review，6(1)，73-90。new window  new window
14.Charnes, Abraham、Cooper, William W.、Rhodes, Edwardo(1978)。Measuring the efficiency of decision making units。European Journal of Operational Research，2(6)，429-444。  new window
15.Quandt, Richard E.(1960)。Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes。Journal of the American Statistical Association，55，324-330。  new window
16.Lovell, C. A. K.、Forsund, F. R.、Schmidt, P.(1980)。A Survey of Frontier Production Functions and Their Relationship to Efficiency Measurement。Journal of Econometrics，13(1)，5-25。  new window
17.Bauer, P. W.(1990)。Recent Developments in the Econometric Estimation of Frontiers。Journal of Econometrics，46(1/ 2)，39-56。  new window
18.Hudson, D. J.(1966)。Fitting Segmented Curves Whose Join Points Have to be Estimated。Journal of the American Statistical Association，61，1097-1129。  new window
19.Kim, H. J.、Siegmund, D.(1989)。The Likelihood Ratio Test for a Change Point in Simple Linear Regression。Biometrika，76，409-423。  new window
20.Page, E. S.(1955)。A Test for a Change in a Parameter Occurring at an Unknown Point。Biometrika，42(3/4)，523-527。  new window
21.Robinson, D. E.(1964)。Estimates for the Points of Intersection of Two Polynomial Regressions。Journal of the American Statistical Association，59，224-330。  new window
22.Schmidt, P.(1986)。Frontier Production Functions。Econometric Reviews，4，289-328。  new window
23.Sprent, P.(1961)。Some Hypothesis Concerning Two Phase Regression Lines。Biometrics，17，634-645。  new window
會議論文
1.Bellamine, I.、Morita, H.(2002)。Inefficiency of the Production Process。沒有紀錄。216-217。  new window
圖書
1.Färe, Rolf、Lovell, C. A. Knox、Grosskopf, Shawna P.(1985)。The measurement of efficiency of production。Boston, Massachusetts：Kluwer-Nijhoff Publisher。  new window
 
 
 
 
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