Bootstrap estimation for nonparametric efficiency estimates

Wilson, Paul W.;Simar, Léopold
(1995) , 34 pages

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Abstract
This paper develops a consistent bootstrap estimation procedure to obtain confidence intervals for nonparametric measures of productive efficiency. Although the methodology is illustrated in terms of technical efficiency measured by output distance functions, the technique can be easily extended to other consistent nonparametric frontier models. Variation in estimated efficiency scores is assumed to result from variation in empirical approximations to the true boundary of the production set. The bootstrap procedure also corrects for bias inherent in nonparametric efficiency estimators.
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Wilson, P. W., & Simar, L. (1995). Bootstrap estimation for nonparametric efficiency estimates (STAT Discussion Papers 9517). https://hdl.handle.net/2078.5/33159