A Bootstrap-Regression Procedure to Capture Unit Specific Effects in Data Envelopment Analysis

The Data Envelopment Analysis (DEA) efficiency score obtained for an individual firm is a point estimate without any confidence interval around it. In recent years, researchers have resorted to bootstrapping in order to generate empirical distributions of efficiency scores. This procedure assumes that all firms have the same probability of getting an efficiency score from any specified interval within the [0,1] range. We propose a bootstrap procedure that empirically generates the conditional distribution of efficiency for each individual firm given systematic factors that influence its efficiency. Instead of resampling directly from the pooled DEA scores, we first regress these scores on a set of explanatory variables not included at the DEA stage and bootstrap the residuals from this regression. These pseudo-efficiency scores incorporate the systematic effects of unit-specific factors along with the contribution of the randomly drawn residual. Data from the U.S. airline industry are utilized in an empirical application.

Análisis de la evolución de los resultados de los alumnos y la metodología Bootstrap para detección de cambios

En este trabajo nos enfocamos en el problema del punto de cambio aplicado al control de calidad del proceso enseñanza-aprendizaje. Para ello se tomo en cuenta la evolución temporal de la proporción de alumnos promocionados, por cuatrimestre, de la asignatura Estadística de la Facultad de Ingeniería de la UNLP, desde el año 2001 al 2008. El objetivo es analizar la posible aparición de cambios en dicha proporción no detectados por las cartas de control convencionales. Se trata de establecer las posibles causas de esos cambios en el marco de las transformaciones ocurridas a partir de la acreditación de las carreras de Ingeniería de la UNLP, usando estas herramientas de estudio. El análisis de punto de cambio es una novedosa herramienta utilizada con el fin de determinar la existencia o no de cambios en procesos de diferente índole. Para su aplicación se emplea un test de hipótesis y la metodología Bootstrap.

Análisis de la evolución de los resultados de los alumnos y la metodología Bootstrap para detección de cambios

En este trabajo nos enfocamos en el problema del punto de cambio aplicado al control de calidad del proceso enseñanza-aprendizaje. Para ello se tomo en cuenta la evolución temporal de la proporción de alumnos promocionados, por cuatrimestre, de la asignatura Estadística de la Facultad de Ingeniería de la UNLP, desde el año 2001 al 2008. El objetivo es analizar la posible aparición de cambios en dicha proporción no detectados por las cartas de control convencionales. Se trata de establecer las posibles causas de esos cambios en el marco de las transformaciones ocurridas a partir de la acreditación de las carreras de Ingeniería de la UNLP, usando estas herramientas de estudio. El análisis de punto de cambio es una novedosa herramienta utilizada con el fin de determinar la existencia o no de cambios en procesos de diferente índole. Para su aplicación se emplea un test de hipótesis y la metodología Bootstrap.

Theoretical analysis and numerical verification of the consistency of viscous smoothed-particle-hydrodynamics formulations in simulating free-surface flows

The theoretical formulation of the smoothed particle hydrodynamics (SPH) method deserves great care because of some inconsistencies occurring when considering free-surface inviscid flows. Actually, in SPH formulations one usually assumes that (i) surface integral terms on the boundary of the interpolation kernel support are neglected, (ii) free-surface conditions are implicitly verified. These assumptions are studied in detail in the present work for free-surface Newtonian viscous flow. The consistency of classical viscous weakly compressible SPH formulations is investigated. In particular, the principle of virtual work is used to study the verification of the free-surface boundary conditions in a weak sense. The latter can be related to the global energy dissipation induced by the viscous term formulations and their consistency. Numerical verification of this theoretical analysis is provided on three free-surface test cases including a standing wave, with the three viscous term formulations investigated.

Seasonal Dynamic Factor Analysis and Bootstrap Inference: Application to Electricity Market Forecasting

In this work, we propose the Seasonal Dynamic Factor Analysis (SeaDFA), an extension of Nonstationary Dynamic Factor Analysis, through which one can deal with dimensionality reduction in vectors of time series in such a way that both common and specific components are extracted. Furthermore, common factors are able to capture not only regular dynamics (stationary or not) but also seasonal ones, by means of the common factors following a multiplicative seasonal VARIMA(p, d, q) × (P, D, Q)s model. Additionally, a bootstrap procedure that does not need a backward representation of the model is proposed to be able to make inference for all the parameters in the model. A bootstrap scheme developed for forecasting includes uncertainty due to parameter estimation, allowing enhanced coverage of forecasting intervals. A challenging application is provided. The new proposed model and a bootstrap scheme are applied to an innovative subject in electricity markets: the computation of long-term point forecasts and prediction intervals of electricity prices. Several appendices with technical details, an illustrative example, and an additional table are available online as Supplementary Materials.

Improving web learning through model optimization using bootstrap for a tour-guide robot

We perform a review of Web Mining techniques and we describe a Bootstrap Statistics methodology applied to pattern model classifier optimization and verification for Supervised Learning for Tour-Guide Robot knowledge repository management. It is virtually impossible to test thoroughly Web Page Classifiers and many other Internet Applications with pure empirical data, due to the need for human intervention to generate training sets and test sets. We propose using the computer-based Bootstrap paradigm to design a test environment where they are checked with better reliability.

Aplicación de la metodología bootstrap para la estimación de la movilidad de furgonetas

En este trabajo se muestran los resultados de la aplicación de la metodología bootstrap a datos de 3369 encuestas realizadas en 2009 a nivel nacional entre conductores de furgonetas, para obtener datos de movilidad interurbana y total, según edad de los vehículos, uso, conductores y otras características de este tipo de vehículo. Se obtienen estimaciones puntuales e intervalos de confianza para la movilidad total de furgonetas, así como para los cuatro tipos de furgonetas según la clasificación realizada en el proyecto de referencia. Se comparan los resultados obtenidos con estimaciones alternativas realizadas con otras fuentes de datos para el mismo colectivo (encuestas realizadas en inspecciones en carretera realizadas por la ATGC de la DGT e inspecciones en ITV) y datos publicados por fuentes oficiales. Estos resultados de movilidad (en término de vehículo-kilómetro) se usarán para la estimación de ratios de accidentalidad en un estudio comparado con otros colectivos de vehículos.

Bootstrap confidence levels for phylogenetic trees

Evolutionary trees are often estimated from DNA or RNA sequence data. How much confidence should we have in the estimated trees? In 1985, Felsenstein [Felsenstein, J. (1985) Evolution 39, 783–791] suggested the use of the bootstrap to answer this question. Felsenstein’s method, which in concept is a straightforward application of the bootstrap, is widely used, but has been criticized as biased in the genetics literature. This paper concerns the use of the bootstrap in the tree problem. We show that Felsenstein’s method is not biased, but that it can be corrected to better agree with standard ideas of confidence levels and hypothesis testing. These corrections can be made by using the more elaborate bootstrap method presented here, at the expense of considerably more computation.

Bootstrap confidence levels for phylogenetic trees.

Evolutionary trees are often estimated from DNA or RNA sequence data. How much confidence should we have in the estimated trees? In 1985, Felsenstein [Felsenstein, J. (1985) Evolution 39, 783-791] suggested the use of the bootstrap to answer this question. Felsenstein's method, which in concept is a straightforward application of the bootstrap, is widely used, but has been criticized as biased in the genetics literature. This paper concerns the use of the bootstrap in the tree problem. We show that Felsenstein's method is not biased, but that it can be corrected to better agree with standard ideas of confidence levels and hypothesis testing. These corrections can be made by using the more elaborate bootstrap method presented here, at the expense of considerably more computation.

Trends in Socioeconomic Inequalities in Ischemic Heart Disease Mortality in Small Areas of Nine Spanish Cities from 1996 to 2007 Using Smoothed ANOVA

The aim of this study was to analyze the evolution of socioeconomic inequalities in mortality due to ischemic heart diseases (IHD) in the census tracts of nine Spanish cities between the periods 1996–2001 and 2002–2007. Among women, there are socioeconomic inequalities in IHD mortality in the first period which tended to remain stable or even increase in the second period in most of the cities. Among men, in general, no socioeconomic inequalities have been detected for this cause in either of the periods. These results highlight the importance of intra-urban inequalities in mortality due to IHD and their evolution over time.

Technical efficiency determinants within a dual banking system:a DEA-bootstrap approach

The purpose of this study is to provide a comparative analysis of the efficiency of Islamic and conventional banks in Gulf Cooperation Council (GCC) countries. In this study, we explain inefficiencies obtained by introducing firm-specific as well as macroeconomic variables. Our findings indicate that during the eight years of study, conventional banks largely outperform Islamic banks with an average technical efficiency score of 81% compared to 95.57%. However, it is clear that since 2008, efficiency of conventional banks was in a downward trend while the efficiency of their Islamic counterparts was in an upward trend since 2009. This indicates that Islamic banks have succeeded to maintain a level of efficiency during the subprime crisis period. Finally, for the whole sample, the analysis demonstrates the strong link of macroeconomic indicators with efficiency for GCC banks. Surprisingly, we have not found any significant relationship in the case of Islamic banks.

Bootstrap for Critical Branching Process with Non-Stationary Immigration

2000 Mathematics Subject Classification: Primary 60J80, Secondary 62F12, 60G99.