ordermscore.boot: Calculates order-m efficiency score with bootstrap algorithm

In frontiles: Partial Frontier Efficiency Analysis

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 initial algorithm of Cazals et al. (2002).

Usage

ordermscore.boot(xobs, yobs, xeval=xobs, yeval=yobs, m=30, B=200, m.move=FALSE)

Arguments

xobs	a matrix of size n1 x p, input of sample points
yobs	a matrix of size n1 x q, output of sample points
xeval	a matrix of size n2 x p, input of assessment points
yeval	a matrix of size n2 x q, output of assessment points
m	an integer, the number of selected firms
B	an integer, the number of replication
m.move	a boolean, to choose different values of m

Details

This function computes the algorithm initially proposed by Cazals et al. (2002). If m.move=TRUE, different values of m are given as suggested by Daouia et al (2009).

Value

a data.frame object with the average mean order-m efficiency score and standard deviation associated:

output	output direction
output	output direction
input	input direction
input	input direction
hyper	hyperbolic direction
hyper	hyperbolic direction

Author(s)

Abdelaati Daouia and Thibault Laurent

References

Cazals et al. (2002), Nonparametric frontier estimation: a robust approach, Journal of Econometrics.

Daouia et al. (2009), Regularization of Nonparametric Frontier Estimators, TSE working paper.

See Also

ordermscore,alphascore

Examples

# 1st example
data(spain)
score.orderm.b<-ordermscore.boot(xobs=as.matrix(spain[,c(2,3,4)]),yobs=as.matrix(spain[,1]))

system.time(
ordermscore.boot(xobs=as.matrix(spain[,c(2,3,4)]),yobs=as.matrix(spain[,1]))
)
system.time(
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.b<-ordermscore.boot(xobs,yobs,xeval,yeval)

Example output

Loading required package: classInt
Loading required package: colorspace
Loading required package: rgl
Loading required package: sp
Warning messages:
1: In rgl.init(initValue, onlyNULL) : RGL: unable to open X11 display
2: 'rgl_init' failed, running with rgl.useNULL = TRUE 
3: .onUnload failed in unloadNamespace() for 'rgl', details:
  call: fun(...)
  error: object 'rgl_quit' not found 
   user  system elapsed 
  0.298   0.016   0.317 
   user  system elapsed 
  0.004   0.000   0.004 

frontiles documentation built on May 1, 2019, 8:45 p.m.