由于数据包裹分析方法的抽样错误导致效率得分的差异:来自银行业的证据
Kishore L1, Geetha E1, Shivaprasad S P2
1Department of Commerce, Manipal Academy of Higher Education, Manipal, Karnataka, 576104, India.
F1000Research
|February 17, 2025
概括
这项研究表明,采样错误可以显著影响使用数据包裹分析 (DEA) 的银行业绩评估. 研究人员必须采取预防措施,以避免DEA研究中的误导性结果.
科学领域:
- 财务分析 财务分析
- 计量经济学 计量经济学
- 统计建模 统计建模
背景情况:
- 数据包围分析 (DEA) 是银行效率评估的首选方法.
- 传统的比率分析可能不如DEA有效.
- 采样错误可能会损害DEA的绩效评估.
研究的目的:
- 提供DEA采样错误的统计证据.
- 为了证明抽样错误如何影响银行效率得分.
- 为了强调在DEA研究中减少错误的必要性.
主要方法:
- 利用印度银行财务报告 (2014-2017年) 的二次数据.
- 包括15家公共和5家私营部门的银行.
- 应用非参数统计测试来分析效率指标.
主要成果:
- 在DEA效率得分中观察到统计学上显著的差异.
- 包括或排除特定样本导致了显著的效率差异.
- 异常值明显影响了DEA计算.
结论:
- 抽样错误是DEA绩效评估中的一个关键问题.
- 新的统计证据证实了DEA的采样错误的可能性.
- 预防措施对于确保准确的DEA结果至关重要.
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