The enormous budget of government and manpower are invested to the government funded institutes every year. The R&D investment focused on input has to be turned toward the investment based on the effectiveness of R&D activities. Measuring the efficiency of research activities is required in order to evaluate the effectiveness of R&D investment in these institutes. The purpose of this paper is to evaluate the relative efficiency of research activities performed in 19 government funded research institutes. CCR/BCC model and DEA/AR model were applied to get the relative efficiency of 19 institutes. Assurance regions for the weight of output attributes were obtained by using the underlined concept of the analytic hierarchy process (AHP). We used input and output data items describing research activity of 19 government funded research institutes. The results of this study are expected to become a basis of the R&D investment decision of the government.