The Use of Yanai’s Generalized Coefficient of Determination to Reduce the Number of Variables in DEA Models
The Use of Yanai’s Generalized Coefficient of Determination to Reduce the Number of Variables in DEA Models作者机构:School of Business Accounting and Economics Federal University of Ceará Fortaleza Brazil
出 版 物:《American Journal of Operations Research》 (美国运筹学期刊(英文))
年 卷 期:2017年第7卷第3期
页 面:187-200页
主 题:DEA Yanai’s Generalized Coefficient of Determination Pseudo-Rank Dimension Reduction Improving Discrimination
摘 要:This paper proposes a new method to reduce the dimensionality of input and output spaces in DEA models. The method is based on Yanai’s Generalized Coefficient of Determination and on the concept of pseudo-rank of a matrix. In addition, the paper suggests a rule to determine the cardinality of the subset of selected variables in a way to gain the maximal discretionary power and to suffer a minimal informational loss.