本文選題：DEA方法　切入點：多元回歸分析方法　出處：《哈爾濱工業(yè)大學》2012年碩士論文

【摘要】：近些年來，伴隨著我國商業(yè)銀行的不斷發(fā)展，商業(yè)銀行的效率問題已經(jīng)越來越多的受到經(jīng)濟界與政府監(jiān)管部門的密切關注。當下國內(nèi)外學者在進行效率測量時，經(jīng)常使用數(shù)據(jù)包絡分析法，也就是DEA（Data EnvelopAnalysis）方法。DEA方法是一種非參數(shù)的線性規(guī)劃方法，目前已經(jīng)普遍的被用來評價決策單元的相對效率。但是目前DEA方法雖然具有不需事先構建生產(chǎn)函數(shù)和主管賦權重的優(yōu)點但也有只能對研究目標的相對效率進行橫向?qū)Ρ�，對造成研究對象間效率差異的影響因素只能主觀分析而沒有理論依據(jù)的局限性。 本文中，基于DEA方法中的局限性，使用了多元回歸分析方法與DEA方法相結(jié)合，對我國商業(yè)銀行的效率進行綜合評價分析。在利用DEA方法第一次分析研究對象的相對效率后，使用DEA效率估算值作為因變量，投入產(chǎn)出指標作為自變量進行多元回歸分析。通過對變量系數(shù)以及顯著性的分析，排除了部分變量。最后使用篩選后的變量進行最終DEA效率分析，得出研究目標更加準確的效率值。并根據(jù)多元回歸分析結(jié)果，對造成研究目標間效率差異的原因進行分析。通過DEA與多元回歸分析方法的結(jié)合使用，使得測量出的效率值更加準確，并可以客觀真實的分析出造成效率差異的原因。 實證分析結(jié)果顯示，五年來我國商業(yè)銀行整體效率保持著穩(wěn)步上升的增長趨勢。其中國有大型商業(yè)銀行的效率值明顯低于股份制商業(yè)銀行。根據(jù)實證分析結(jié)果提出了：優(yōu)化管理模式，降低經(jīng)營成本，控制員工規(guī)模，合理擴大資產(chǎn)規(guī)模，，保持合理的存貸比例，提高業(yè)務創(chuàng)新能力，加大非利息收入等政策建議以幫助我國商業(yè)銀行提升經(jīng)營效率。
[Abstract]:In recent years, with the continuous development of commercial banks in China, the efficiency of commercial banks has been paid more and more attention by the economic sector and government regulatory authorities. The data Envelopment Analysis (DEA(Data Envelopment Analysis) method is often used. The DEA method is a nonparametric linear programming method. It has been widely used to evaluate the relative efficiency of decision making units. However, although the current DEA method has the advantages of not having to build production functions in advance and the weight of supervisors' empowerment, it can only compare the relative efficiency of research objectives horizontally. The factors influencing the efficiency difference between the subjects can only be analyzed subjectively without the limitation of theoretical basis. In this paper, based on the limitation of DEA method, we combine multiple regression analysis method with DEA method to evaluate and analyze the efficiency of commercial banks in our country. After using DEA method to analyze the relative efficiency of the research object for the first time, Using DEA efficiency estimate as dependent variable, input-output index as independent variable, multivariate regression analysis is carried out. Some variables are excluded. Finally, the final DEA efficiency analysis is carried out by using the filtered variables, and the more accurate efficiency value of the research goal is obtained, and according to the results of multiple regression analysis, Through the combination of DEA and multivariate regression analysis, the efficiency value of the measurement is more accurate, and the reason of the efficiency difference can be analyzed objectively and truthfully. The results of empirical analysis show that. Over the past five years, the overall efficiency of commercial banks in China has maintained a steady upward trend, in which the efficiency of large state-owned commercial banks is obviously lower than that of joint-stock commercial banks. Some policy suggestions such as reducing operating cost, controlling staff size, expanding assets reasonably, maintaining reasonable deposit and loan ratio, improving business innovation ability, increasing non-interest income and so on, can help Chinese commercial banks to improve their operating efficiency.
【學位授予單位】：哈爾濱工業(yè)大學
【學位級別】：碩士
【學位授予年份】：2012
【分類號】：F832.33;F224

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