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文件名:  cash_US_2000.dta
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各位板上的大神


请问关于这个dea的题目该如何操作


Using the data in cash_US_2000.data, create the following variables: na=ta_usd- cash; chna=cash/na; mtb=(ta_usd-ce+mc)/ta_usd; cfna=(ebit+da–interest –tax- dividend)/na; size=ln(ta_usd); dmu=_n. Obtain the efficiency scores based on varying returns to scale by using chna, cfna, leverage, and size as the inputs and mtb as the output. (Hint: size is the natural log of total assets in USD; cash means cash holdings; mtb is market-to-book ratio; cfna is a proxy of profitability; leverage is the ratio of debt to total assets; dmu is the decision making unit in DEA.)

(a) Investigate whether and how the efficiency derived is influenced by chna and size. Are the results intuitive? Explain.

(b) Consider incorporating a non-linear relationship between size and efficiency by including size-squared in the model. How are the results thus obtained compared to those in (a)?



我一开始跑 dea chna cfna leverage size = mtb , rts(vrs)

但是跑很久、结果也很长,我这样操作是否错误?

这题正确该如何执行、如何解释与回答题目呢?


附上资料档与新增变数的指令:


  • g na=ta_usd- cash
  • g chna=cash/na
  • g mtb=(ta_usd-ce+mc)/ta_usd
  • g cfna=(ebit+da-interest-tax-dividend)/na
  • g size=ln(ta_usd)
  • g dmu=_n


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