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Last data update: 2014.03.03

R: Calculates order-m efficiency score with asymptotic formula

ordermscore

R Documentation

Calculates order-m efficiency score with asymptotic formula

Description

Calculates order-m efficiency score (output, input and hyperbolic direction) for a set of assessment points (xeval, yeval) depending on sample points (xobs, yobs), using the formulas of Daouia and Gijbels (2011).

Usage

ordermscore(xobs, yobs, xeval=xobs, yeval=yobs, m=30)

Arguments

`xobs`	a matrix of size n1 x p, input of sample points
`yobs`	a matrix of size n1 x q, output of sample points
`xeval`	a matrix of size n2 x p, input of assessment points
`yeval`	a matrix of size n2 x q, output of assessment points
`m`	an integer

Details

A score between 0 and 1 means that DMU is inefficient. If DMU greater than 1, DMU is super-efficient. The asymptotic formula of the order-m score are given in Daouia and Gijbels (2011).

Value

a data.frame object with the order-m efficiency score in:

`output`	output direction
`input`	input direction
`hyper`	hyperbolic direction

Author(s)

Abdelaati Daouia and Thibault Laurent

References

Daouia and Gijbels (2011), Robustness and inference in nonparametric partial-frontier modeling, Journal of Econometrics.

Examples

# 1st example
data(spain)
score.orderm<-ordermscore(xobs=as.matrix(spain[,c(2,3,4)]),yobs=as.matrix(spain[,1]))

# 2nd example
data(burposte)
ind.samp<-sample(nrow(burposte),500)
xobs=as.matrix(burposte[ind.samp[1:100],2])
yobs=as.matrix(burposte[ind.samp[1:100],3])
xeval=as.matrix(burposte[ind.samp[101:500],2])
yeval=as.matrix(burposte[ind.samp[101:500],3])
score.orderm.2<-ordermscore(xobs,yobs,xeval,yeval)