ordermscore {frontiles} | 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 |
yobs |
a matrix of size |
xeval |
a matrix of size |
yeval |
a matrix of size |
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.
See Also
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)