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  • DEA in stata (by groups of industry)


    Hello, I need to calculate please firm efficiency using DEA (Data Envelopment Analysis) measure (following Demerjian et al., 2012). In fact, I have a panel data of 90 companies over 11 years (from 2010 to 2020). According to Demerjian et al., (2012), the DEA measure requires companies to be sorted by groups of industry using the classification of Fama and French, (currently, I have already grouped the firms by industry and they are classified from 1 to 48 according to the FF industry classification). According to the authors, to calculate the efficiency score, the companies should be sorted by industry groups, and then for each group, we will calculate the efficiency score for each company using the DEA measure. Actually, I didn't know how to do this in stata, how could I run the DEA command for each group of companies (belonging to the same industry) during the period 2010 to 2020 ? thanks in advance,

  • #2
    nour nour:
    Code:
    bysort FFindustryclassification: <run the code you do not provide details about in your original post>
    Kind regards,
    Carlo
    (StataNow 18.5)

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