Performance of the bootstrap for DEA estimators and iterating the principle
(2000) , 40 pages
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- Authors
- Abstract
- This paper further examines the bootstrap method proposed by Simar and Wilson (1998) for DEA efficiency estimators. Some simplifications are provided, and we provide Monte Carlo evidence on the coverage probabilities of confidence intervals estimated by the method. In addition, we provide similar evidence for confidence intervals estimate with the so-called naive bootstrap, which is known to be inconsistent in the DEA setting. Finally, we propose an interated version of the bootstrap which may be used to improve bootstrap estimates of confidence intervals.
- Affiliations
University of Texas Department of Economics
Citations
Simar, L., & Wilson, P. (2000). Performance of the bootstrap for DEA estimators and iterating the principle (STAT Discussion Papers 0002). https://hdl.handle.net/2078.5/39303