Dealing with endogeneity in data envelopment analysis applications

Although the presence of the endogeneity is frequently observed in economic production processes, it tends to be overlooked when practitioners apply data envelopment analysis (DEA). In this paper we deal with this issue in two ways. First, we provide a simple statistical heuristic procedure that ena...

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Detalles Bibliográficos
Autores: Santín González, Daniel, Sicilia, Gabriela
Tipo de recurso: artículo
Fecha de publicación:2017
País:España
Institución:Universidad Complutense de Madrid (UCM)
Repositorio:Docta Complutense
Idioma:inglés
OAI Identifier:oai:docta.ucm.es:20.500.14352/18905
Acceso en línea:https://hdl.handle.net/20.500.14352/18905
Access Level:acceso abierto
Palabra clave:Data envelopment analysis (DEA)
Endogeneity
Simulation
Education.
Econometría (Economía)
Educación
5302 Econometría
58 Pedagogía
Descripción
Sumario:Although the presence of the endogeneity is frequently observed in economic production processes, it tends to be overlooked when practitioners apply data envelopment analysis (DEA). In this paper we deal with this issue in two ways. First, we provide a simple statistical heuristic procedure that enables practitioners to identify the presence of endogeneity in an empirical application. Second, we propose the use of an instrumental input DEA (II-DEA) as a potential tool to address this problem and thus improve DEA estimations. A Monte Carlo experiment confirms that the proposed II-DEA approach outperforms standard DEA in finite samples under the presence of high positive endogeneity. To illustrate our theoretical findings, we perform an empirical application on the education sector.