Simar, Leopold and Zelenyuk, Valentin (2004): On testing equality of distributions of technical efficiency scores. Published in: Econometric Reviews , Vol. 25, No. 4 (December 2006): pp. 497522.

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Abstract
The challenge of the econometric problem in production efficiency analysis is that the very efficiency scores to be analyzed are unobserved. Recently, statistical properties have been discovered for a class of estimators popular in the literature, known as data envelopment analysis (DEA) approach. This opens a wide range of possibilities for a wellgrounded statistical inference about the true efficiency scores from their DEAestimates. In this paper we investigate possibility of using existing tests for equality of two distributions for such a context. Considering statistical complications pertinent to our context, we consider several approaches to adapt the Li (1996) test to the context and explore their performance in terms of the size and the power of the test in various Monte Carlo experiments. One of these approaches showed good performance both in the size and in the power, thus encouraging for its wide use in empirical studies.
Item Type:  MPRA Paper 

Original Title:  On testing equality of distributions of technical efficiency scores 
Language:  English 
Keywords:  Kernel Density Estimation and Tests, Bootstrap, DEA 
Subjects:  C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General > C14  Semiparametric and Nonparametric Methods: General C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General > C12  Hypothesis Testing: General C  Mathematical and Quantitative Methods > C2  Single Equation Models ; Single Variables > C24  Truncated and Censored Models ; Switching Regression Models ; Threshold Regression Models C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General > C15  Statistical Simulation Methods: General D  Microeconomics > D2  Production and Organizations > D24  Production ; Cost ; Capital ; Capital, Total Factor, and Multifactor Productivity ; Capacity 
Item ID:  28003 
Depositing User:  Valentin Zelenyuk 
Date Deposited:  11 Jan 2011 21:05 
Last Modified:  30 Sep 2019 01:03 
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URI:  https://mpra.ub.unimuenchen.de/id/eprint/28003 