Questions tagged [efficiency]

A measure of the quality of a statistical estimator.

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Bootstrapping data envelopment analysis efficiency score using R

I want to perform bootstrapping for calculation of efficiency score from data envelopment analysis (DEA) using R. Are there any examples of data and results for this type of analysis in R to enable ...
7
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1answer
287 views

Why efficiency matters?

Suppose we are trying to estimate the quantity $\theta$ and we have that the estimator $\hat\theta_n$. Suppose it is efficient, i.e. is variance is the smallest among certain class of other possible ...
3
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0answers
243 views

A little confusion on Profile likelihood

As we all know, profile likelihood is an effective method for the estimation of conditional parametric model. But I still don't know exactly why it works. Profile likelihood was thoroughly studied by ...
2
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0answers
171 views

Quantifying the loss of efficiency incurred by a pseudo-likelihood estimator relative to the true maximum likelihood estimator

I'm working on a couple of problems where I use pseudo-likelihood (a.k.a. composite likelihood) as an estimation method since full maximum likelihood is not feasible. To give some background without ...
6
votes
3answers
2k views

How can one speed up this correlation calculation in R without multicore?

I have a colleague who calculates correlations in which one set of scores for a subject (e.g. 100 scores) is correlated with another set of scores for that same subject. The resulting correlation ...

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