Jumat, 25 Oktober 2013

DAFTAR REFERENSI PENTING METODE DEA



REFERENSI PENTING DEA

SEBELUM 2001
1984 BANKER, CHARNES & COOPER Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis
1996 SANTOS & DULA Data Envelopment Analysis: A Tool for Measuring Efficiency and Performance
1996 TONE A Simple Characterization of Returns to Scale in Data Envelopment Analysis
1997 [EBOOK} DWG Data Envelopment Analysis: A Technique for Measuring The Efficiency of Government Service Delivery
1997 KORHONEN Searching the Efficient Frontier in Data Envelopment Analysis
1997 SENGUPTA A Dynamic Efficiency Model Using Data Envelopment Analysis
1998 CHERCHYE & PUYENBROECK Learning from Input-Output Mixes in DEA: A Proportional Measure for Slack-Based Efficient Projections
1998 LOTHGREN How to Bootstrap DEA Estimators: A Monte Carlo Comparison
1999 BOUYSSOU Using DEA as A Tool for MCDM: Some Remarks
2000 TALLURI Data Envelopment Analysis: Models and Extensions
 
2001-2005
2001 HIRSCHBERG & LYE Clustering in A Data Envelopment Analysis using Bootstrapped Efficiency Scores
2001 COOPER ETAL Sensitivity and Stability Analysis in DEA: Some Recent Developments
2002 DESPOTIS & SMIRLIS Data Envelopment Analysis with Imprecise Data
2002 CINCA ETAL On Model Selection in Data Envelopment Analysis: A Multivariate Statistical Approach
2003 KUOSMANEN Modeling Blank Data Entries in Data Envelopment Analysis
2003 [EBOOK] RAMANATHAN An Introduction to Data Envelopment Analysis
2003 MANSSON How Can We Use The Result from A DEA Analysis? Identification of Firm-Relevant Reference Units
2003 HAAS Productive Efficiency of English Football Temas: A Data Envelopment Analysis Approach
2004 COOPER ETAL Data Envelopment Analysis: History, Models and Interpretations
2004 BANKER ETAL Returns to Scale in Different DEA Models
2004 ZHENG & PADMANABHAN Constructing Ensembles from Data Envelopment Analysis
2004 LINS ETAL A Multi-Objective Approach to Determine Alternative Targets in Data Envelopment Analysis
2005 BRONN & BRONN Reputation and Organizational Efficiency: A Data Envelopment Analysis Study

2006-2010
2006 KUOSMANEN & KORTELAINEN Valuing Environmental Factors in Cost-Benefit Analysis using Data Envelopment Analysis
2006 SHERMAN & ZHU Data Envelopment Analysis Explained
2006 STAUB Statistical Properties of DEA Estimators in Production Frontiers
2007 [EBOOK] MANZONI A New Approach to Performance Measurement using Data Envelopment Analysis
2008 KUOSMANEN & JOHNSON Data Envelopment Analysis as Nonparametric Least Squares Regression
2008 LANGROUDI ETAL Validity Examination of EFQM’s Results by DEA Models
2008 COELLI A Data Envelopment Analysis (Computer) Program
2008 McDONALD Using Least Squares and Tobit in Second Stage DEA Efficiency Analysis
2009 CHEN ETAL Addictive Efficiency Decomposition in Two-Stage DEA
2009 TONE & TSUTSUI Tuning Regression Results for Use in Multi-Stage Data Adjustment Approach of DEA
2009 PO ETAL A New Clustering Approach using Data Envelopment Analysis
2010 ASHRAFI ETAL Two-Stage Data Envelopment Analysis: An Enhanced Russell Measure Model
2010 EMROUZNEJAD & WITTE A Unified Process for Non-Parametric Projects
2010 AZIZI & MATIN  Two-Stage Production Systems under Variable Returns to Scale Technology: A DEA Approach

2011-2015
2011 ASHRAFI ETAL A Slacks-Based Measure of Efficiency in Two-Stage Data Envelopment Analysis
2011 SADIQ The Final Frontier: A SAS Approach to Data Envelopment Analysis
2012 JOHNSON & KUOSMANEN One-stage and Two-stages DEA Estimation of The Effects of Contextual Variables
2012 JABLONSKY Data Envelopment Analysis Models with Network Structure
2012 CHARLES & KUMAR Data Envelopment Analysis and Its Applications to Management
2012 TZIOGKIDIS Monte Carlo Experiments on Bootstrap DEA
2012 BERALDI & BRUNI Data Envelopment Analysis under Uncertainty and Risk
2012 TZIOGKIDIS Bootstrap DEA and Hypothesis Testing
2012 TZIOGKIDIS The Simar and Wilsons Bootstrap DEA Approach: A Critique
2013 JABLONSKY Two-Stages Data Envelopment Analysis Model with Interval Inputs and Outputs
2013 DEMERDASH ETAL Developing a Stochastic Input Oriented Data Envelopment Analysis (SIODEA) Model
2013 TONE & TSUTSUI An Epsilon-Based Measure of Efficiency in DEA
2013 [EBOOK] RUSYDIANA Mengukur Tingkat Efisiensi dengan Data Envelopment Analysis

Minggu, 13 Oktober 2013

DEA Bootstrap


DEA Bootstrap dilakukan melalui dua prosedur, yaitu menghitung skor efisiensi terlebih dahulu, kemudian mempergunakan analisis regresi untuk menjelaskan keragaman daripada skor-skor efisiensi tersebut. Regresi Ordinary Least Square (OLS) memiliki keterbatasan dalam analisa keragaman skor efisiensi DEA, dikarenakan skor DEA tersebut sangat berhubungan (berkorelasi) erat dengan variabel bebas pembentuknya (pada proses perhitungan skor DEA pada tahapan analisa data), sehingga nilai estimasi regresi dapat bias (Simar, 1992).

Di sisi lain, terdapat beberapa pendekatan untuk menyelesaikan permasalahan pendugaan keragaman skor efisiensi DEA dengan regresi (Xue dan Harker, 1999; Casu dan Molineux, 1999). Pendekatan ini dilakukan oleh Xue dan Harker (1999): menitikberatkan bahwa skor efisiensi yang dihasilkan model DEA jelas bergantung
sama lain dalam analisis statistik.

Alasan dependensi ini sebenarnya merupakan fakta yang umum diketahui bahwa skor efisiensi DEA sendiri adalah indeks relatif efisiensi, bukan indeks efisiensi absolut. Dikarenakan keberadaan dependensi inheren di antara skor efisiensi, salah satu asumsi analisis regresi konvensional, independensi di dalam sampel (autokorelasi), dilanggar. Sehingga, prosedur regresi konvensional (uji asumsi klasik) menjadi tidak valid. Untuk langkah alternatifnya, Xue dan Harker (1999) serta Casu dan Molineux (1999) melakukan regresi bootstrap.

Regresi metode bootstrap adalah metode berbasis komputer untuk melakukan pengukuran akurasi terhadap pendugaan (estimasi) statistik, yang pertama kali diperkenalkan oleh Efron (1979), dan sejak masa itu menjadi alat statistik yang populer dan menyeluruh. Penelitian Simar (1992), kemungkinan merupakan penelitian pertama yang melakukan metode bootstrap untuk menghitung interval keyakinan atas skor efisiensi relatif yang dihasilkan oleh frontier non-parametrik.

Semenjak itu, bootstrap dipergunakan untuk membuktikan distribusi empiris atas skor efisiensi pada setiap kasus (pengamatan) dalam sampel penelitian; untuk memperoleh interval keyakinan dan mengukur bias (residu) dari skor efisiensi DEA; dan untuk menganalisa sensitivitas skor efisiensi atas keragaman sampel setelah skor diperoleh dari frontier non-parametrik (Simar dan Wilson, 1995).

Minggu, 06 Oktober 2013

Kerangka "COOPER" dalam DEA

In large and complicated datasets, a standard process could facilitate performance assessment and help to (1) translate the aim of the performance measurement to a series of small tasks, (2) select homogeneous DMUs and suggest an appropriate input/output selection, (3) detect a suitable model, (4) provide means for evaluating the effectiveness of the results, and (5) suggest a proper solution to improve the efficiency and productivity of entities (also called Decision Making Units, DMUs). 

We suggest a framework which involves six interrelated phases: (1) Concepts and objectives, (2) On structuring data, (3) Operational models, (4) a Performance comparison model, (5) Evaluation, and (6) Results and deployment. Taking the first letter of each phase, we obtain the COOPER-framework (in honour of and in agreement with one of the founders of DEA). Figure 1 systemizes the six phases.

Selasa, 01 Oktober 2013

BUKU: Islamic Banking Efficiency: Efficiency Of Islamic Banks In Pakistan using Data Envelopment Analysis

Islamic banking is one of the most growing sectors of financial market and gaining popularity in Islamic world. With increasing competition and advances in banking systems Islamic banks must be efficient to reap the benefits of growing demand. 

This book investigates the efficiency of Islamic banks in Pakistan using non-parametric approach of Data Envelopment Analysis (DEA). The purpose is to look at the financial characteristics that make Islamic banks efficient. Keep in view the financial characteristics of performance, current study apart efficient Islamic banks from those that are found inefficient. 

The efficiency of Islamic banks is measured in specified input and output variables. Staff cost, fixed assets and total deposits are taken as input variables while total loans, income and liquid assets are taken as output variables.