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題名:應用一般化內生樣本於選擇機率與需求量之估計
書刊名:經濟論文叢刊
作者:蕭代基郭秋雲
作者(外文):Shaw, DaigeeGuo, Chiou-yun
出版日期:1995
卷期:23:1
頁次:頁83-115
主題關鍵詞:一般化內生抽樣法選擇機率需求量估計
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(1) 博士論文(0) 專書(0) 專書論文(1)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:4
  • 點閱點閱:46
本文設計「一般化內生抽樣法上即在一種財貨或服務的各選擇之需求發
生地點進行系統抽樣,獲得各樣本點之選擇、需求量、個人性質與選擇性質等資
料 此內生抽樣方法係同時基於選擇和需求量此二個內生變數的分層抽樣,故為
現場抽樣法與擇基系統抽樣法之綜合與一般化,其樣本可用於下述五種需求函數
之估計:單一選擇需求函數模式、混合需求函數模式、需求函數體系、間斷選擇
模式與二段模式;因此可解決現場抽樣樣本僅可用以估計單一選擇需求函數,及
擇基系統抽樣樣本僅可用以估計間斷選擇模式之缺點。按著,本文分別導出五種
需求函數模式中,混合需求函數模式、間斷選擇模式與二段模式等三者應用一般
化內生樣本之估計方法,並證明混合需求函數的估計式具有一致性和漸近常態分
配性質。最後,經Monte Carlo模擬方法,證實估計方法之正確性,並且顯示在常
態分配母體之情況下,一般化內生樣本之混合需求函數模式估計值遠優於傳統的
在母體隨機抽樣樣本之設限迴歸估計值(censoredregression estimates)。
There are five kinds of demand function models that have been used in
applied economics studies: a single-choice demand function, a pooled demand
function, a system of demand functions, adiscrete-choice model, and a two-part model.
The on-site samplingand the choice-based systematic sampling have been applied,
respectively) to estimate single-choice demand functions and discretechoice models.
This paper extends and generalizes the above twosampling strategies to be a
'generalized endogenous sampling' strategy which draws observations on the basis of
two endogenous variables, namely, choices and quantity demanded. Then, the
paperdevelops three estimation methods for the pooled demand function, the
discrete-choice model, and the two-part model using thegeneralized endogenous
samples. The estimators are proved to beconsistent and asymptotically normal. A
numerical study confirmsthe desirable performance of the estimators.
期刊論文
1.Hausman, J. A.、Hall, B. H.、Griliches, Zvi(1984)。Econometric models for count data with an application to the patents-R&D relationship。Econometrica,52,909-938。  new window
2.Manski, C. F.、Lerman, S. R.(1977)。The estimation of choice probabilities from choice-based samples。Econometrica,45,1977-1988。  new window
3.蕭代基(19900900)。應用於間斷選擇模式之新擇基抽樣與估計方法。經濟論文,18(2),37-60。new window  延伸查詢new window
4.Amemiya, Takeshi(1974)。Multivariate Regression and Simultaneous Equation Models when the Dependent Variables are Truncated Normal。Econometrica,42,999-1012。  new window
5.Imbens, G.(1992)。An Efficient Method of Moments Estimator for Discrete Choice Models with Choice-Based Sampling。Econometrica,60(5),1187-1214。  new window
6.Lerman, S. R.、Gonzalez, S. X.(1980)。Poison Regression Analysis under Alternative Sampling Strategies。Transportation Science,14(4),346-364。  new window
7.Morgenthaler, S.、Vardi, Y.(1986)。Choice-Based Samples: A Non-Parametric Approach。Journal of Econometrics,32(1),699-702。  new window
8.Shaw, Daigee(1988)。On-Site Sample's Regression: Problem of Non-Negative Integers, Truncation, and Endogenous Stratification。Journal of Econometrics,37,211-223。  new window
9.Cosslett, S. R.(1981)。Maximum Likelihood Estimator for Choice-based Samples。Econometrica,49,1289-1316。  new window
圖書
1.Amemiya, Takeshi(1985)。Advanced Econometrics。Harvard University Press。  new window
2.Ben-Akiva, Moshe E.、Lerman, Steven R.(1985)。Discrete choice analysis: Theory and application to travel demand。Cambridge, Massachusetts:MIT Press。  new window
圖書論文
1.Lancaster, T.、Imbens, G.(1990)。Choice-Based Sampling of Dynamic Populations。Panel Data and Labor Market Studies。Amsterdam:Elsevier。  new window
2.Cosslett, S. R.(1981)。Efficient estimation of discrete-choice models。Structural Analysis of Discrete Data with Econometric Applications。Cambridge:the MIT press。  new window
3.Manski, C. F.、McFadden, D.(1981)。Alternative estimators and sample designs for discrete choice analysis。Structural Analysis of Discrete Data with Econometric Applications。Cambridge:The MIT Press。  new window
 
 
 
 
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