The Use of Yanai’s Generalized Coefficient of Determination to Reduce the Number of Variables in DEA Models

• 作者: Mauricio Benegas
• 来源期刊: 美国运筹学期刊(英文)
• 学科: 数学
• 关键词: DEA Yanai’s GENERALIZED Coefficient of Determination Pseudo-Rank Dimension Reduction Improving DISCRIMINATION
• 年，卷（期）: 2017,（3）
• 页码范围: 187-200
• 页数: 14页
• 分类号: O1

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.