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Performance of the Bootstrap for Dea Estimators and Iterating the Principle

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Handbook on Data Envelopment Analysis

Part of the book series: International Series in Operations Research & Management Science ((ISOR,volume 71))

Abstract

This paper further examines the bootstrap method proposed by Simar and Wilson (1998) for DEA efficiency estimators. Some simplifications as well as Monte Carlo evidence on the coverage probabilities of confidence intervals estimated by the method are offered. In addition, we present similar evidence for confidence intervals estimated with the so-called naive bootstrap to illustrate the fact that the naive bootstrap is inconsistent in the DEA setting. Finally, we propose an iterated version of the bootstrap which may be used to improve bootstrap estimates of confidence intervals.

Research support from “Projet d’Actions de Recherche Concertées?” (No. 98/03-217) and from, the “Inter-university Attraction Pole”, Phase V (No. P5/24) from the Belgian Government is gratefully acknowledged.

Research support from the Texas Advanced Computing Center is gratefully acknowledged.

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Author information

Authors and Affiliations

  1. Institut de Statistique and CORE, Université Catholique de Louvain, Voie du Roman Pays 20, Louvain-la-Neuve, Belgium

    Léopold Simar

  2. Department of Economics, University of Texas, Austin, Texas, 78712, USA

    Paul W. Wilson

Authors
  1. Léopold Simar
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  2. Paul W. Wilson
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Editor information

Editors and Affiliations

  1. University of Texas at Austin, USA

    William W. Cooper

  2. University of Michigan at Ann Arbor, USA

    Lawrence M. Seiford

  3. Worcester Polytechnic Institute, USA

    Joe Zhu

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© 2004 Kluwer Academic Publishers

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Simar, L., Wilson, P.W. (2004). Performance of the Bootstrap for Dea Estimators and Iterating the Principle. In: Cooper, W.W., Seiford, L.M., Zhu, J. (eds) Handbook on Data Envelopment Analysis. International Series in Operations Research & Management Science, vol 71. Springer, Boston, MA. https://doi.org/10.1007/1-4020-7798-X_10

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  • DOI: https://doi.org/10.1007/1-4020-7798-X_10

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4020-7797-5

  • Online ISBN: 978-1-4020-7798-2

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