初探隨機性統計邊界法評估相對效率的作法

Proposing a Way of Measuring Relative Efficiency by Stochastic Statistical Frontier Approach

李東杰(Tung-Chieh Lee) ； 蔡佩圜(Pei-Huan Tsai) ； 薛金愛(Jin-Ai Xue)

《商業現代化學刊》 5卷4期 (2010/09) Pp. 43-64

https://doi.org/10.6132/JCM.2010.5.4.03

摘要

本文以太陽能產業上市、櫃及公開發行公司在2008年7月至2009年6月之半年報資料為例，應用Battese & Coelli(1995)的隨機性統計邊界模型（簡稱SFA）之假設，提出評估相對效率的方法，並與原來方式所獲得的絕對效率作比較。實證結果顯示雖然兩者所得結果呈高度顯著相關，但相對效率則較具鑑別度。

關鍵字

隨機邊界統計法 ； 相對效率 ； 絕對效率

並列摘要

This paper used the data of each half a year during July 2008 to June 2009 to evaluate the efficiencies of the TSE, OTC and Public Listed companies of solar energy industry. It applied the assumptions of the Stochastic Statistical Frontier Approach (called SFA) by Battese & Coelli (1995) and proposed the method that could evaluate the relative efficiency through SFA. Furthermore, proceeding the two tests of the Pearson's correlation and the Spearman's rank correlation with absolute efficiency gained by original SFA. The results found the two tests were all significant correlation but the relative efficiency has more discriminated.

並列關鍵字

Stochastic Statistical Frontier Approach ； Relative Efficiency ； Absolute Efficiency