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題名：分段線性預算限制模型之估計:以台灣地區勞動供給為例
作者：許道欣 引用關係
作者(外文)：Hsu, Tao-Hsin
校院名稱：國立臺北大學
系所名稱：都市計劃研究所
指導教授：王金利
學位類別：博士
出版日期：2003
主題關鍵詞：分段線性預算限制；雙誤差項模型；反雙曲正弦轉換法；蒙地卡羅模擬；所得稅；勞動供給；Piecewise-linear budget constraints；Two-error model；Inverse hyperbolic sine transformation；Monte Carlo simulation；Income tax；Labor supply
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本文主要目的在於探討分段線性預算限制下，消費者需求函數估計之問題。研究內容包括三項主題：第一部分利用蒙地卡羅模擬方法，模擬在不同消費者行為決策假設下，各種估計方法之估計結果，以瞭解各種估計方法可能導致之參數估計偏誤程度及其適用性；本文同時針對 Hausman 所提出雙誤差項模型 (TEM) 之估計特性做一比較深入的探討。本文模擬結果顯示，以直線化預算限制式為假設之 OLS 估計法，可能因為存在較大的誤差量，或者較顯著的預算限制凸性程度，而導致嚴重的參數估計偏誤。單一誤差項 Tobit 型態的純異質偏好誤差模型 (HEOM)，則可能因折點處觀察樣本數不足，導致其估計結果與 OLS 法者相同，適用性同樣有所限制。雖然 TEM 在某些情況下，可能存在估計收斂困難問題，但只要有足夠之樣本數，收斂情況可獲得顯著之改善。本文建議在模型之設定選擇上，應以較具一般化之 TEM 為優先考量，除作為與縮減式估計法估計結果間的比較外，更可以避免逕以縮減式的模型設定方式，來描述消費者可能屬於雙誤差項決策行為模式，因而產生參數估計偏誤的問題。
本文第二部分同樣利用模擬設計方式，探討傳統 TEM 模型中有關誤差項違反常態分配假設時，對於參數估計結果可能產生之影響。本文的模擬結果顯示：在違反常態誤差分配假設時，傳統 TEM 所估得的各參數估計值都有較高的估計偏誤存在，尤其是價格參數，其估計偏誤增加程度相當明顯；樣本數增加，對於參數的估計偏誤程度並無改善作用。為了解決傳統 TEM 的非常態誤差分配問題，本文引介反雙曲正弦 (IHS) 轉換法，在利用此轉換法修正過後的 IHS-TEM 模擬結果顯示，IHS 轉換法除有助於降低價格參數估計值因非常態誤差分配所引發之估計偏誤外，同時不會造成參數估計效率的損失；樣本數的增加，對於各參數估計值的估計偏誤程度具有改善之作用。
第三部分本文以台灣地區所得稅對於勞動供給之影響做為實證研究主題，估計結果顯示 OLS 法之估計結果與 TEM 者差異並不是很明顯，說明模型設定中考不考慮所得稅，對於勞動供給的估計結果並沒有太大影響，這也代表消費者的勞動供給決策是採以直線化預算限制的方式進行。工資變數的係數估計值，在以全體受訪者為研究樣本時，呈現穩定且顯著的正號估計結果，其對勞動工時的彈性值約為 0.76。
This dissertation consists of three relative essays about the estimation of piecewise-linear budget constraints model. The first paper investigates the estimation properties of three different estimation methods, includes the OLS, the heterogeneity-error-only model (HEOM), and the two-error model (TEM). In addition, this paper also explores the effects of the errors, the sample size, and the degree of convexity of the budget constraints to these estimation methods. The simulation results show that the estimates of OLS will suffer a substantial estimating bias from an increase in either the errors or the degree of convexity. The increase in sample size shows a slightly improvement in the estimates' performance. The simulation results of the HEOM show they have the same results as the OLS method, which indicates that both methods are not suit for application. Since the TEM has the advantage of generalization in specification, the simulation results suggest that the TEM should be considered in the estimation of piecewise-linear budget constraints model.
The maximum likelihood estimation methodology of the TEM has been used in a wide variety of empirical approaches. However, the sensitivity of the estimates to the normality assumption of the error terms has not received much attention in the past two decades. The second paper investigates the maximum likelihood estimates' performance of the TEM with non-normal error distributions. Using the Monte Carlo technique, the simulation results show that, except for the price coefficient, the estimates do not induce a significant bias from the non-normal error distributions. The estimating bias of the price coefficient, however, can be substantial. Since the price coefficient is particularly important in empirical and policy analysis, there is a requirement to correct this non-normality problem. This paper subsequently introduces an inverse hyperbolic sine transformation to correct this problem. The estimation results indicate that this transformation methodology can significantly reduce the estimating bias of the price coefficient.
The third paper presents an empirical study of the effects of income tax on labor supply in Taiwan. The estimation results show that there are no significant difference between the OLS (used the gross wage as the dependent variable) and the TEM, which indicates that the income tax has no significant effect on labor supply in Taiwan. The estimate of wage variable is significant, and has a positive sign, which means that the substitution effect is greater than the income effect as an increase in wage. The wage elasticity to the hours of work is about 0.76.
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