Hi, I need to do a DEA using multiple variables, but each one has data from many years so I have to evaluate all of them at the same time to obtain the most efficient decision unit and I don't know how. Can anyone teach me how to do it? Thanks.
In my opinion you can use DEA window analysis. In some paper they usually using 3-year window analysis method to avoid “no solution” output caused by the few DMUs and sparse data.
You can either examine all DMUs in each year (1 frontier per year), in a DEA-window (1 frontier for, says, 3 years), in a pooled-DEA (1 frontier for all DMUs for all years), or as a panel (i.e. Malmquist-DEA).
You can the test for the differences between years (using nonparametric test such as Mann-Whitney-Wilcoxon) or can use Tobit regression with year as a control variable.
DEA can be used for both cross-section data as well as time-series data. The only difference is the interpretation of results. Hope the following link might help you to understand more about DEA