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Category: Data Envelopment Analysis
DOI: 10.4018/978-1-4666-5202-6.ch146
Nonlinear Effciency in DEA
Relative to “Ideal Reference”
INTRODUCTION
Since the original publication on Data Envelop-
ment Analysis (DEA) by Charnes et al. (1978)
measuring the efficiency of decision making units,
there has been a rapid and continuous growth
in this area of study. A considerable amount of
research publications have appeared, a significant
portion of which focusing on DEA applications of
efficiency and productivity in the banking sector.
For example, a comprehensive survey of litera-
ture on bank efficiency could be found in Fethi
and Pasiouras (2010). They have examined bank
branch efficiencies in more than 30 studies over
the period 1998-2009. All these studies are using
DEA to estimate bank efficiency. Thompson et
al. (1995) introduced nonlinear LC-AR efficiency
measure to DEA literature, where they discussed
the single-output multiple-inputs model subject to
linked-cone (LC) assurance-regions (AR).
A major criticism leveled against DEA is that
DEA measures only relative efficiency of deci-
sion making units (DMUs) participating in the
study. While highlighting this as a drawback in
DEA methodology, some authors in the past have
suggested incorporating best-practice efficiency
analysis by including an industrial benchmark
among the DMUs. Lei Li et al. (2013), Dharmapala
et al. (2007), Cook and Zhu (2006), Zhu (1996),
Thanassoulis and Dyson (1992), and Golany
(1998) are among those suggested. In this paper,
we compute the nonlinear LC-AR measure against
the linear radial measures of CCR (Charnes et al.,
1978), BCC (Banker et al., 1984), CCR/AR and
BCC/AR (Thompson et al., 1992), relative to an
“ideal reference”- an industrial benchmark. We
demonstrate the computations in an application to
a set of banks and show that the nonlinear measure
is stricter. To our knowledge, we may be the first
to carry out such a comparative study.
LITERATURE REVIEW
As a nonparametric method based on linear
programming, DEA has been used to assess per-
formance efficiency in many areas of decision
science. A comprehensive listing and analysis
of DEA research that covers the first 30 years of
its history could be found in Emrouznejad et al.
(2008). But in this paper, we narrow our search to
the banking sector. Ji et al. (2012) researched in
rating and ranking Chinese commercial banks, us-
ing DEA, in the presence of an undesirable output,
non-performing loans. Minh et al. (2012) proposed
a method to rank efficient units in DEA based on
slack-based measure of efficiency, with an appli-
cation to agricultural bank branches in Vietnam.
Dharmapala and Edirisuriya (2011) reported a
decision model to predict profitability of banks
using LC-AR efficiency and profit ratios. Cooper
et al. (2011) proposed a new method to measure
and decompose profit inefficiency through the
weighted additive model. Fadzlan (2010), using
DEA, provided empirical evidence on the evolu-
tion of the Indonesian banking sector’s efficiency
during the post Asian financial crisis period of
1999-2008. His findings suggested that Indone-
sian banking sector’s inefficiency stems largely
from pure technical rather than scale. Malhotra et
al. (2009), while claiming that during the recent
financial crisis they had seen a substantial decline
in the profitability and liquidity of the financial
services, used DEA to evaluate the strength of
P. Sunil Dharmapala
College of Economics & Political Science, Sultan Qaboos University, Sultanate of Oman
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