• 제목/요약/키워드: Model efficiency

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THE CENSORED REGRESSION QUANTILE ESTIMATORS FOR NONLINEAR REGRESSION MODEL

  • Park, Seung-Hoe
    • Journal of applied mathematics & informatics
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    • 제13권1_2호
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    • pp.373-384
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    • 2003
  • In this paper, we consider the asymptotic properties of regression quantile estimators for the nonlinear regression model when dependent variables are subject to censoring time, and propose the sufficient conditions which ensure consistency and asymptotic normality for regression quantile estimators in censored nonlinear regression model. Also, we drive the asymptotic relative efficiency of the censored regression model with respect to the ordinary regression model.

Asymptotics Properties of LAD Estimators in Censored Nonlinear Regression Model

  • Park, Seung-Hoe;Kim, Hae-Kyung
    • Journal of the Korean Statistical Society
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    • 제27권1호
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    • pp.101-112
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    • 1998
  • This paper is concerned with the asymptotic properties of the least absolute deviation estimators for the nonlinear regression model when dependent variables are subject to censoring time, and proposed the simple and practical sufficient conditions for the strong consistency and asymptotic normality of the least absolute deviation estimators in censored regression model. Some desirable asymptotic properties including the asymptotic relative efficiency of proposed model with respect to standard model are given.

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DEA 모형을 이용한 부품소재산업의 효율성 분석 (DEA Model for Measuring the relative Efficiency of Korean Materials and Components Industry)

  • 오지환;정기호
    • 경영과정보연구
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    • 제31권1호
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    • pp.273-292
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    • 2012
  • 우리나라 부품소재산업의 효율성을 분석하기 위해 48개의 부품소재업체들을 추출하여 DEA를 통한 효율성 분석을 실시하였다. CCR-I 모형과 BCC-I 모형를 통한 효율성 분석 결과, 효율적 기업과 비효율적 기업들을 파악할 수 있었고, 부품소재산업 업종별로도 분류하여 보았다. 비효율적 기업들이 효율적 기업이 되기 위한 투입 및 산출변수들의 개선 값들과 벤치마킹해야 할 참조집합을 제시하였다. 또한 규모효율성(scale efficiency)을 측정하여 비효율성의 원인이 규모에 의한 것인지 비효율적인 운영에 의한 것인지 분석하고, 규모수익성 결과에 따라 비효율적 기업들을 대상으로 규모의 증감에 따른 효율성 향상 방안을 제시할 수 있었다. 그리고 초효율성(super-efficiency) 분석을 통해 효율적 기업들간의 상대적 효율성 값도 제시하였다.

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국내항만의 효율성 결정요소 - 패널분석과 이분산 토빗모형을 이용하여 - (The Determinants of the Efficiency of Korean Ports - Using Panel Analysis and Heteroscedastic Tobit Model -)

  • 모수원
    • 한국항만경제학회지
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    • 제24권4호
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    • pp.349-361
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    • 2008
  • 국내 항만 간 수출입 물동량 처리실적은 지속적으로 변화하고 있다. 수출에서는 부산항의 비중이 크고 빠르게 감소함과 더불어 국내 여타 항만들의 비중이 증가하고 있으며, 수입에서는 인천항의 비중이 빠르게 높아지고 있다. 이에 본고는 DEA모형을 이용하여 도출한 국내 항만의 수출효율성과 수입효율성을 종속변수로 하여 패널분석을 한다. 또한 패널 분석의 단점을 보완하기 위하여 효율성 척도를 종속변수로 하여 이분산 토빗모형을 적용한다. 먼저 모형을 설정하고 모형의 안정성을 담보한 후 패널분석을 실시하여 고정계수모형과 확률계수모형에 관계없이 항만수출비중은 음의 부호로 유의하나 항만수입비중은 유의하지 않다는 것과 지역수출비중은 음의 부호로 유의하나 지역수입비중은 효율성과 유의한 관계를 갖지 않는다는 것을 보인다. 규모더미변수를 투입하여 부산항을 제외한 광양항, 평택항, 인천항, 울산항과 같은 대규모 항만의 효율성이 목포항과 군산항과 같은 소규모 항만의 효율성보다 높지 않다는 것도 밝힌다. 이분산성을 고려한 type II 토빗모형을 적용하여 지역의 수출은 효율성에 부정적 영향을 미치는데 비해 지역항만의 수출은 긍정적 영향을 미치며, 지역내총생산은 수출효율성에 별다른 영향을 미치지 않는다는 것을 보인다. 이러한 결과를 통해 배후단지 조성과 항만의 효율성이 동의어가 아니라는 것도 보인다.

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공공기관의 유형별 효율성 평가와 비효율성 원인의 규명에 관한 연구 (Efficiency Rating by Types of Public Institutions and Identification of Inefficiency Sources)

  • 김현정
    • 한국경영과학회지
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    • 제40권1호
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    • pp.75-89
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    • 2015
  • In recent years, attention to the high debt ratio in public institutions has pushed the government to make efforts in reducing the debt ratio. However, in order to stimulate the economy, the government needs drastically innovative measures that reduce debt by improving efficiency rather than moderate approaches that focus solely on debt reduction. Despite this need, no study has yet systematically analyzed the overall efficiency of domestic public institutions and identified the source of inefficiencies in each public entity. Therefore, largely two research questions are examined. First, this study compares the efficiency levels by types of public institutions. Second, this study identifies the cause of inefficiencies in each public institution and proposes directions for improving efficiency. Based on a 5-year data of 302 public institutions published in public business information systems and organizational websites from 2009 to 2013, Data Envelopment Analysis (DEA) was performed. The input variables include the number of employees and total costs while the output variables include sales and net income. Reflecting the characteristics of public institutions, the input-oriented CCR model and input-oriented BCC model were utilized. Analysis results are as follows. First, market-oriented public institutions showed the highest efficiency while fund management quasi-governmental agencies showed the highest inefficiency. Second, scale efficiency score was measured by applying the CCR model and the BCC model on the organizations with the lowest efficiency level, fund management quasi-governmental agencies. Based on these analysis results, the source of inefficiency and detailed directions for improvement were proposed for Decision Making Units (DMUs) with low CCR and BCC scores.

지역 장애인복지시설의 운영효율성 및 영향요인 분석 -전라지역 중증장애인 거주시설을 중심으로- (Analysis of the Operation Efficiency and Influence Factors of Local Welfare Facilities for the Disabled -Focusing on Housing Facilities of the Severely Disabled in Jeolla Region-)

  • 이형배
    • 디지털융복합연구
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    • 제12권12호
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    • pp.611-620
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    • 2014
  • 본 연구는 DEA 모형을 활용하여 전라지역 중증장애인 거주시설의 운영효율성 및 영향요인 분석을 수행하였다. 첫째, CCR 모형을 이용한 2012년의 효율성 분석을 수행하였으며, 그 결과 12개 DMU가 효율적으로 판명되었고, CCR 평균효율성은 0.85로 전체 DMU의 효율성이 양호함을 확인하였다. 둘째, DEA 모형의 효율성 영향요인 분석을 위해서 Tobit 모형을 이용하여 투입 및 산출변수를 독립변수로 하고 효율성을 종속변수로 하는 회귀분석을 실시하였으며, 그 결과 세부변수의 유의성은 낮았으나, 전체적으로 투입변수는 효율성에 부(-)의 영향력을 보이고 산출변수는 정(+)의 영향력 경향을 보였으며, 운영효율성에서 종사자수 외의 투입변수에서 유의미한 결과가 나타나지 않은 점은 결국 중증장애인 거주시설은 투입변수에 대한 확대보다는 복지 전달체계, 운영환경 및 구조 개선, 프로그램 보완 등의 노력이 필요한 것으로 볼 수 있다.

Cost and Profit Efficiency of Banks: Stochastic Frontier Analysis vs Data Envelopment Analysis

  • Baten, Md. Azizul;Kasim, Maznah Mat;Rahman, Md. Mafizur
    • 아태비즈니스연구
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    • 제6권2호
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    • pp.1-17
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    • 2015
  • This study compares the most widely used parametric and non-parametric techniques to measure cost and profit efficiency of banks, namely the Stochastic Frontier Analysis (SFA) and Data Envelopment Analysis (DEA). We formulate the specification form of both stochastic cost and profit frontier models and constant return to scale Cost DEA and Profit DEA models and provide an empirical assessment of the cost and profit frontiers based on a panel dataset of National Commercial Banks (NCBs) and Private Banks (PBs) in Bangladesh over the 2001-2010 period. The cost inefficiency and profit efficiency are slightly higher for PBs than NCBs in case of both SFA and DEA. The coefficients of advance and off-balance sheet items are significant that positively influence the banks in stochastic cost frontier model while the advance, other earning assets, price of borrowed fund are significant and negative effects on the banks in stochastic profit frontier model. The average cost inefficiency and average profit efficiency are recorded with 16.3% and 91% respectively. The highest and lowest cost inefficiency are observed for Janata Bank and United Commercial Bank Limited whilst the highest and lowest profit efficiency are recorded for Eastern Bank Limited and Janata Bank respectively. The average technical and allocative efficiency are 68.8% and 35.9%, respectively in case of CRS cost-DEA model whereas they are 70.3% and 31.8% in case of CRS profit-DEA model. The average cost inefficiency is recorded 6.3% by SFA whereas it is 24.5% by DEA. The average profit efficiency is found 91% by SFA while it is 22.1% by DEA, and SFA method shows better bank efficiency than DEA.

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열병합발전의 성능 모니터링을 위한 발전효율 모델 (Power Generation Efficiency Model for Performance Monitoring of Combined Heat and Power Plant)

  • 고성근;고홍철;이준석
    • 플랜트 저널
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    • 제16권4호
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    • pp.26-32
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    • 2020
  • 화력발전소에서 장치 이상이나 열화로 인해 발전효율이 저하될 때 운전자가 이를 감지하고 적시에 조처를 취할 수 있도록 지원하는 성능관리시스템은 무엇보다도 발전효율을 정확하게 예측하는 것이 중요하다. 공정용 증기 또는 난방용열(이하 공정용 증기로 단일화 표기)과 전기를 동시에 생산하는 열병합발전에 대해 지금까지 다수의 발전효율 모델들이 제안되었는데, 대부분 공정용 증기의 가치를 제대로 평가하지 못해 발전효율을 정확하게 예측하지 못했다. 본 연구에서는 발전효율 예측 모델의 계수를 조업 데이터를 통해 결정하고, 공정용 증기의 전기 환산효율(ECE, Electricity Conversion Efficiency) 모델을 적용함으로써 공정용 증기의 가치를 정확하게 평가할 수 있도록 하였다. 본 방법을 열병합발전의 설계 데이터에 적용하여 발전부하에 대한 발전효율의 추세선을 구한 결과 R2가 99.91%로 회귀 수준이 매우 높았다. 본 결과로부터 조업 데이터를 이용한 ECE 모델 계수 결정 방법이 발전효율을 정확하게 예측하여 열병합발전에 대한 성능 모니터링에 적합함을 확인할 수 있었다.

DEA를 이용한 전복종자 생산업체의 경영효율성 분석 (Analysis of Management Efficiency for Abalone Seed Producer based on DEA Approach)

  • 오예진;이남수;김대영
    • 수산경영론집
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    • 제51권1호
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    • pp.37-52
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    • 2020
  • The production of abalone seed has grown and been specialized since the 2000s with the growth of the abalone farming industry. Despite the increase in the production of abalone seeds, the sales volume of abalone seeds remained flat and competition among producers increased. This paper will analyze the management efficiency of abalone seed production fishery to diagnose the management status and improve the abalone seed production efficiency. In addition, this study is the result of the basic research on the abalone seed industry and it is meaningful to prepare a platform for further research since the management status survey and the management efficiency survey of abalone seed production fishery have not been conducted until now. The data on the farmed fish prices of abalone seeds were collected from surveys of sample fish as part of the fish seed observation project conducted by the Fisheries Outlook Center (FOC) of Korea Maritime and Fisheries Development Institute (KMI). Management efficiency analysis utilizes DEA (Data Envelopment Analysis) model. The DEA model was analyzed by classifying into CCR (Super-CCR), BCC, and SBM (Super-SBM) models according to the assumptions taking into account the characteristics of the industry. The slack considered in the SBM model was judged as possible decreases in input variables and increase in output variables. The average efficiency from the CCR model was analyzed to be 69%. The BCC model was classified into input and output orientations, and the average efficiency was 79% and 75%, respectively. There were seven production fisheries with an SE value of 1 or more, which remained unchanged in terms of size and could be benchmarked. The average efficiency of the SBM model was 59% for CRS and 66% for VRS. Under the VRS assumptions, the variable increase/decrease efficiency analysis shows that labor costs can be reduced by 37.3%, facility capacity by 18.8%, and operating costs by 8.5%. In order to improve management efficiency, Wando needs to reduce labor and management costs. In Jindo region, sales increase as well as labor cost reduction is urgent. In other regions, reduced facilities and increased sales are recommended.

基于DEA模型的威海渔业生产效率评价研究 (The Evaluation Research of Weihai Fishery Production Efficiency Based on DEA Model)

  • 吴宜诺
    • Journal of East Asia Management
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    • 제3권1호
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    • pp.11-23
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    • 2022
  • Under the circumstances of China's slower economic growth, the first document ofthe central committee of the CPC continue to focus on "three agricultures" problems, agriculture play a basic role on China's economic. Since 2007, the first document directly stresses the important role of agricultural and fisheries every year. Central Government Working Report of 2015 also stresses that under the new normal of economy, it is important to improve quality and efficiency of agriculture. Agricultural focus going forward will be on improving capacity of competitiveness, innovation and sustainable development.The fishery as an important part of agriculture plays a vital role in the protection of national food security, the prosperity of the rural economy and the optimization of national food structure. However, the situation faced on accelerating the speed of Chinese fisheries is still grim. As an important fishery breeding city in my country, Weihai has achieved remarkable results in the development of fisheries. Based on the input-output indicators of Weihai City from 2010 to 2020, this article uses the DEA model method to conduct a comprehensive analysis of the factors affecting the fishery production efficiency in Weihai City. This paper calculates the two stages of comprehensive efficiency, pure technical efficiency and scale efficiency, and comprehensive compares the two stages. The research results show that: From 2010 to 2020, the average comprehensive technical efficiency of Weihai fishery was 0.928, the average scale efficiency was 0.963, and the average pure technical efficiency was 0.963. The comprehensive technical efficiency of Weihai fishery production showed an upward and downward trend, the pure technical efficiency showed a downward and then upward trend, and the pure technical efficiency showed a fluctuating trend.