Superlative approximation of the Luenberger-Hicks-Moorsteen productivity indicator: Theory and application

Frederic Ang, Pieter Jan T Kerstens

Abstract

Consisting of the difference between an output indicator and an input indicator, the Luenberger-Hicks-Moorsteen (LHM) productivity indicator allows straightforward interpretation. However, it requires estimation of distance functions that are inherently unknown. This paper shows that a simple Bennet profit indicator is a superlative approximation of the LHM indicator when one can assume profit-maximizing behavior and the input and output directional distance functions can be represented up to the second order by a quadratic functional form. We also show that the Luenberger and LHM-approximating Bennet indicators coincide for an appropriate choice of the directional vectors. Focusing on a large sample of Italian food and beverages companies for the years 1995-2007, we empirically investigate the extent to which this theoretical equivalence translates into similar estimates.
Original languageEnglish
PublisherDepartment of Food and Resource Economics, University of Copenhagen
Number of pages23
Publication statusPublished - 2018
SeriesIFRO Working Paper
Number2018/10

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