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多変量外れ値に対する パラメトリックな生産フロンティアの感度分析 ーSTATA を用いた多変量外れ値検出の水道事業分析への適用ー
https://stars.repo.nii.ac.jp/records/2000343
https://stars.repo.nii.ac.jp/records/20003438ea9c2c5-bad9-4e2f-af8f-fa893cb76565
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
57_矢根真二.pdf (430 KB)
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| Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||||
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| 公開日 | 2023-08-15 | |||||||
| タイトル | ||||||||
| タイトル | 多変量外れ値に対する パラメトリックな生産フロンティアの感度分析 ーSTATA を用いた多変量外れ値検出の水道事業分析への適用ー | |||||||
| 言語 | ja | |||||||
| タイトル | ||||||||
| タイトル | Sensitivity Analysis of Parametric Production Frontiers to Multivariate Outliers : Application of Multivariate Outlier Detection using Stata to Japanese Water Utility Analysis | |||||||
| 言語 | en | |||||||
| 言語 | ||||||||
| 言語 | jpn | |||||||
| キーワード | ||||||||
| 言語 | ja | |||||||
| 主題 | 多変量外れ値 (Multivariate Outliers), 感度分析 (Sensitivity Analysis), SFA (Stochastic Frontier Analysis : 確率的フロンティア分析), １ステップモデル (1-Step Model), 頑健 性 (Robustness) | |||||||
| 資源タイプ | ||||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||||
| 資源タイプ | departmental bulletin paper | |||||||
| 著者 |
矢根真二
× 矢根真二
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| 著者（英） | ||||||||
| 姓名 | YANE Shinji | |||||||
| 言語 | en | |||||||
| 抄録 | ||||||||
| 内容記述タイプ | Abstract | |||||||
| 内容記述 | The purpose of this paper is to conduct a sensitivity analysis of production frontiers and technical efficiencies estimated by a one-step model in stochastic frontier analysis (SFA) against the removal of multivariate outliers. Specifically, this study applies three commands available in STATA, hadimvo・bacon・mcd, on the 12 variables used by Yane and Yane (2018), which applied Wang (2002)’s model to Japanese water utilities. The main findings are as follows : 1) although by default the number of outliers detected is the highest with mcd followed by hadimvo and bacon, it is consistent in that bacon’s outliers are those of hadimvo and hadimvo’s outliers are those of mcd; 2) removing the only two observations with extreme values among the 1,243 water utilities, customer density variable cusden, which is an environmental variable and was not statistically significant to technical inefficiency, becomes statistically significant at the 0.1％ level; 3) the results of sensitivity analysis against outliers using bacon and hadimvo on production frontier and technical efficiency including the forementioned environmental variable, are mostly robust; and 4) mcd, however, detects almost 30％ of the sample as outliers, and extremely contracts the variance of the one-sided error term (which indicates technical inefficiency). Hence, it cannot be used for this frontier analysis as a default |
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| 言語 | en | |||||||
| 書誌情報 |
ja : 桃山学院大学総合研究所紀要 巻 44, 号 1, p. 57-77 |
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| 出版者 | ||||||||
| 出版者 | 桃山学院大学総合研究所 | |||||||
| 言語 | ja | |||||||
| ISSN | ||||||||
| 収録物識別子タイプ | ISSN | |||||||
| 収録物識別子 | 1346048X | |||||||
| 書誌レコードID | ||||||||
| 収録物識別子タイプ | NCID | |||||||
| 収録物識別子 | AA11337282 | |||||||
