关键词: 数据包络分析（DEA）, 交叉效率, 异质性, 改进熵, 银行绩效

Abstract: The cross-efficiency evaluation is an extension tool of Data Envelopment Analysis（DEA）, however, the existing method which only evaluates all Decision Making Units（DMUs） together does not consider the problem of non-homogeneous between units. This paper proposes a group cross-efficiency model considering the non-homogeneous between DMUs, and it can be used to evaluate performance by assembling reasonably all efficiency values between non-homogeneous groups. Specifically, the first is using benevolent model to analyze each group’s internal relative efficiency values, and then using improved entropy to get group overall optimal weight vectors by assigning appropriate weight for group’s internal DMUs, and finally using traditional cross-efficiency model to evaluate, analyze and rank the relative efficiency value between groups. To prove the theoretical and legal validity of this method, it has been applied to evaluate performance of 16 Chinese Commercial Banks in 2015 and the result showed that the method is effective.

Key words: Data Envelopment Analysis（DEA）, cross-efficiency, non-homogeneous, improved entropy, performance of banks