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題名：臺灣專利權數與R&D支出關係之研究--非負整數計量模型之應用
書刊名：經濟論文
作者：林惠玲 引用關係／李顯峰 引用關係
作者(外文)：Lin, Hui-lin／Lee, Hsien-feng
出版日期：1996
卷期：24:2
頁次：頁273-301
主題關鍵詞：專利權數；非負整數資料；波式分配；負二項模型；Patents；R&D；Non-negative integer；Poisson distribution；Negative binomial distribution；ML；PML；QGPML
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　　　　　本文應用非窅整數間斷模型研究臺灣地區專利權數與R&D支出的關係。專利權數的資料具非負整數與偏態的性質，在設定時若未考慮資料特性，而以一般線性或連續常態模型來估計，則將產生模型設定錯誤的偏誤。本文除考慮存利權數資料的非負整數間斷緎之外，亦考慮變異數與平圾數是否齊一或不齊一的特性，設定三個間斷模型：波式分配、型I負二項模型、型II二型模型。在估計方法上，除利用最大概似法(ML)外，亦考慮因模型變異數可能設定錯誤的問題，而採用pseudo-maximum likelihood (PML)與quasi-generalized pseudo-maximum likelihood (QGPML)。在選擇模型時，因有多種檢定方法可供採行，本文進行比較可用來檢定平均數與變異數相等假設的多種檢定方法。以上這些模型之設定及估計方法、檢定方法雖非首創，但植文從應用計量學家的點將之作有系統的歸納並比較，進而找出個逐步可行且較嚴謹的實證步驟。 本文根據以上的實證方法利用臺灣專利權數資料進行實證分析，結果發現以型II窅二項模型為最佳，以QGPML估計方法所得之估計結果最為可靠，主要的實證結果為：(1)當年R&D支出對內申請專利權數的彈性係數很小約為總彈性為0.053，總彈性亦只有0.1397。當年R&D的國內核准專利權數之彈性為0.231，總彈性為0.3633。相對美國的彈性係數約在0.8∼1間很多，因此可推論內廠商從事R&D支出可能除了發軗新技術、創新產品外，R&D技出可能有多種的功能如提高生產力、技術部份的改良、原產品的改良等。亦可能因專利權核准標準不同，或R&D效率不同等，則有賴進一步深入研究才可了解。(2)科學性產業虛擬變數顯示，在R&D支出為平均數（約為七佰萬元）下，較具科學技術性的產業在國內中請專利權數的約增加0.5989。(3)若技術來源主要來自自創或改良之廠商，其專利權數亦較多。在邊際效果方面，國內申請專利權數約為0.5771，內核准專利權數約為0.1526。 另外，值得一提的是在研究方法上，本文提出個逐步可行具較嚴謹的實證步驟，可應用於社會科學實證研究中的非窅整數資料，具有相當實用的價值。本文在實證研究中亦發現在比較模型時，以檢定平均數與變異數相等假設來選擇模型仍有缺陷，未來研究非窅整數的計畫方法可朝該方面進一步深入研究。
　　　　　The object of this paper is to analyse the relationship between patent numbers and R&D expenditures in Taiwan with a non-negative integer discrete econometric model, and to discuss the specification, estimation and test of count data models from the viewpoint of an applied econometric an. Beginning with a Poisson and compound Poisson model, which involve strong assumptions, a variety of possible stochastic models, such as type I and type II negative inomial model, and their implications are discussed. A number of estimators-MLE,PMLE, QGPMLE properties-are compared in the light of uncertainty about the specific conditional mean-variance or heteroscedasticity. The paper also considers a variety of tests in sequential revision of the model specification beginning with the Poisson case. The paper also contains an application of model specification, estimation, and test advocated in the paper. Our results are supportive of the QGPMLE procedure on a type II negative binomial model. Since a variety of other econometric data are in the form of count data, the methodology should have wide applications. Additional work remains to be based on the power of the test procedures and the test of the functional form of mean and variance or non-nested models.
期刊論文
1.Cameron, A. C.、Trivedi, P. K.(1986)。Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests。Journal of Applied Economics，1(1)，29-53。  new window
2.White, Halbert(1982)。Maximum likelihood estimation of misspecified models。Econometrica，50(1)，1-26。  new window
3.Mullahy, J.(1986)。Specification and testing of some modified count data models。Journal of Econometrics，33(3)，341-365。  new window
4.Gourieroux, C.、Monfort, A.、Trognon, A.(1984)。Pseudo Maximum Likelihood Methods: Theory。Econometrica，52(3)，681-700。  new window
5.Hausman, J. A.、Hall, B. H.、Griliches, Z.(1984)。Econometric Models for Count Data with an Application to the Patents R&D Relationship。Econometrica，52(4)，909-938。  new window
6.Nelder, J. A.、Wedderburn, R. W. M.(1972)。Generalized linear models。Journal of the Royal Statistical Society, Series A (General)，135(3)，370-384。  new window
7.Cameron, A. C.(1990)。Regression-Based Test for Over dispersion in the Poisson Model。Journal of Econometrics，46，347-364。  new window
8.Chamberlain, G.(1980)。Analysis of Variance with Qualitative Data。Review of Economic Studies，47，225-238。  new window
9.Chernoff, H.、Lehmann, E.(1954)。The Use of the Maximum Likelihood Estimators in X2 Tests for Goodness of Fit。Annals of Mathematical Statistics，25，579-586。  new window
10.Colling, B. J.、Margolin, B. H.(1985)。Testing Goodness of Fit For The Poisson As-sumpation When Observations Are Not Identically Distributed。Journal of the American Statistical Association，411-418。  new window
11.Hausman, J. A.(1987)。Semiparametric Tests in Econometrics。Econometrica，46，1251-1272。  new window
12.Lee, L. F.(1986)。Specification Test for Poisson Regression Models。International Economic Review，27(3)，689-706。  new window
13.Xekalaki, E.(1983)。The Univariate Generalized Waring Distribution in Relation to Accident Theory: Proneness, Spells or Contagion?。Biometrics，39，887-895。  new window
14.Andersen, E. B.(1970)。Asymptotic properties of conditional maximum likelihood estimators。Journal of the Royal Statistical Society, Series B: Methodological，32，283-301。  new window
15.Gourieroux, C.、Monfort, A.、Trognon, A.(1984)。Pseudo maximum likelihood methods: applications to poisson models。Econometrica，52(3)，701-720。  new window
16.Wedderburn, R. W. M.(1974)。Quasi-Likelihood Functions, Generalized Linear Models, and the Gauss-Newton Method。Biometrika，61，439-447。  new window
會議論文
1.Gilbert, C. L.(1979)。Econometric Models for Discrete Economic Processes。The Econometric Society European Meeting。Athens。  new window
2.Huber, P. J.(1967)。The behavior of maximum likelihood estimates under non-standard conditions。Fifth Berkeley Symposium on Mathematical Statistics and Probability。Berkeley, CA：University of California Press。221-233。  new window
研究報告
1.Griliches, Z.、Pakes, A.(1980)。Estimation of Distributed Lags in Short Panels。Cambridge。  new window
圖書
1.McCullagh, P.、Nelder, J. A.(1983)。Generalized Linear Models。London：Chapman Hall。  new window
2.Cox, D. R.、Margolin, B. H.(1966)。The Statistical Analysis of Series of Events。London：Methuen。  new window
3.Lawless, J. F.(1982)。Statistical Modeb and Methods for Lifetime Data。New York：Wiley。  new window
4.Maddala, G. S.(1983)。Limited-dependent and Qualitative Variables in Econometics。Cambridge University Press。  new window
5.Tirole, J.(1988)。The Theory of Industrial Organization。MIT Press。  new window
圖書論文
1.Pakes, A.、Griliches, Z.(1984)。Patents and R&D at the Firm Level: A First Look。R&D, Patent, and Productivity。The University of Chicago Press。  new window
2.Bound, J.、Cummins, C.、Griliches, Z.、Hall, B. H.、Jaffe, A.(1984)。Who Does R&D and Who Patents?。R&D, Patent, and Productivity。London：Chicago：The University of Chicago Press。  new window
3.Boswell, M. T.、Patil, G. P.(1970)。Chance Mechanisms Generating the Negative Binomial Distributions。Random Counts in Models and Structures。Pennsylvania：The Pennsylvania State University Press。  new window
 
 
 
 
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