:::

詳目顯示

回上一頁
題名:住宅特徵價格模型之多層次分析
書刊名:經濟論文叢刊
作者:李春長 引用關係童作君
作者(外文):Lee, Chun-changTon, Tso-chun
出版日期:2010
卷期:38:2
頁次:頁289-325
主題關鍵詞:階層線性模式隨機效果調節效果特徵價格模型Hierarchical linear modelRandom effectMediate effectHedonic price models
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(4) 博士論文(1) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:4
  • 共同引用共同引用:64
  • 點閱點閱:63
階層線性模式HLM(hierarchical linear model)是以層次分析方式來處理巢狀或內屬(nested structure)資料,並以隨機效果(random effect)來估計截距項以及斜率項。因此,本文以台灣地區23個縣(市)地區之住宅調查統計資料作爲分析樣本,實證結果顯示住宅建物特徵與價格的關係,會隨著縣(市)地區不同而有所差異,且區域特徵不僅對住宅價格有直接效果,亦會在住宅建物特徵與住宅價格間產生調節效果。最後並與傳統廻歸模型分析結果作一比較,其結果顯示,傳統迴歸模型由於忽略了住宅空間效果易造成係數標準誤的低估,造成顯著性考驗高估與型I錯誤擴大的問題。
A hierarchical linear model (HLM) is used to process a nested structure by hierarchical analysis and use random effects to estimate the intercept term and the slope term in a model. This study employs the housing statistics of 23 counties (cities) in Taiwan as the analysis sample to explore the impact of the characteristics of housing location and characteristics of housing structure on housing prices, and further to clarify the hierarchical structure of the analyzed data. The empirical results reveal that the relationship between characteristics of housing structure and housing prices significantly vary across different counties (cities), and characteristics of housing location not only have direct effect on housing prices but also have a mediating effect on the relationship between characteristics of housing structure and housing prices. Finally, the empirical results are compared with the results derived from a traditional regression models. It is found that since the traditional housing hedonic price model ignores the housing spatial effect, it may underestimate the standard error of coefficients, resulting in overestimation of the significance test and a larger Type I error.
期刊論文
1.Can, A.(1992)。Specification and Estimation of Hedonic Housing Price Models。Regional Science and Urban Economics,22(3),453-474。  new window
2.林祖嘉、馬毓駿(20071200)。特徵方程式大量估價法在臺灣不動產市場之應用。住宅學報,16(2),1-22。new window  延伸查詢new window
3.Can, A.(1990)。The measurement of neighborhood dynamics in urban house prices。Economic Geography,66(3),254-272。  new window
4.彭建文、王佳于(20051100)。不同縣市住宅自有率差異原因分析。臺灣土地研究,8(2),1-20。new window  延伸查詢new window
5.McGraw, K. O.、Wong, S. P.(1996)。Forming inferences about some intra-class correlation coefficients。Psychological Method,1(1),30-46。  new window
6.林秋瑾、楊宗憲、張金鵬(1996)。住宅價格指數之研究--以台北市為例。住宅學報,4,1-30。new window  延伸查詢new window
7.Brown, K. H.、Uyar, B.(2004)。A hierarchical linear model approach for assessing the effects of house and neighborhood characteristics on housing price。Journal of Real Estate Practice and Education,7(1),15-26。  new window
8.Casetti, E.(1986)。The dual expansion method: An application for evaluating the effects of population growth on development。IEEE Transactions on Systems, Man and Cybernetic,16(1),29–39。  new window
9.Carroll, T. M.、Clauretie, T. M.、Jensen, J.(1996)。Living next to godliness: Residential property values and churches。The Journal of Real Estate Finance and Economics,12(3),319-330。  new window
10.Case, K. E.、Mayer, C. J.(1996)。Housing price dynamics within a metropolitan area。Regional Science and Urban Economics,26,387-407。  new window
11.林秋瑾(19960100)。穩健性住宅租金模式之探討--異常點之分析。住宅學報,4,51-72。new window  延伸查詢new window
12.Basu, S.、Thibodeau, T. G.(1998)。Analysis of Spatial Autocorrelation in House Prices。The Journal of Real Estate Finance and Economics,17(1),61-85。  new window
13.Goodman, A. C.、Thibodeau, T. G.(1998)。Housing Market Segmentation。Journal of Housing Economics,7(2),121-143。  new window
14.林秋瑾、楊宗憲、張金鶚(19960100)。住宅價格指數之研究--以臺北市為例。住宅學報,4,1-30。new window  延伸查詢new window
15.Quigley, J. M.(1985)。Consumer Choice of Dwelling, Neighborhood and Public Services。Regional Science and Urban Economics,15(1),41-63。  new window
16.Lindley, D. V.、Smith, A. F. M.(1972)。Bayes estimates for the linear model。Journal of the Royal Statistical Society,34,1-41。  new window
17.Raudenbush, S. W.、Bryk, A. S.(1986)。A hierarchical model for studying school effects。Sociology of Education,59(1),1-17。  new window
18.Mathieu, J. E.、Taylor, S. R.(2007)。A framework for testing meso-mediational relationships in organizational behavior。Journal of Organizational Behavior,28(2),141-172。  new window
19.Casetti, Emilio(1972)。Generating models by the expansion method: Applications to geographical research。Geographical Analysis,4(1),81-91。  new window
20.Hofmann, David A.、Gavin, Mark B.(1998)。Centering Decisions in Hierarchical Linear Models: Implications for Research in Organizations。Journal of Management,24(5),623-641。  new window
21.Bitter C. Mulligan G. F. and Dall’erba S.(2007)。“Incorporating spatialvariation in housing attribute prices: A comparison of geographicallyweighted regression and the spatial expansion method”。Journal of Geographical Systems,9(1),7–27。  new window
22.Brown, K. H. and Uyar, B.(2004)。“A hierarchical linear model approachfor assessing the effects of house and neighborhood characteristics onhousing prices”。Journal of Real Estate Practice and Education,7(1),15–23。  new window
23.Casetti, E.(1991)。“The investigation of parameter drift by expanded regressions:Generalities, and a family planning example”。Environment and Planning A,23(7),1045–1061。  new window
24.Forrest, D.(1991)。“An analysis of house price differentials between Englishregions”。Regional Studies,25(3),231–238。  new window
25.Foster, S. A.(1991)。“The expansion method: Implications for geographicresearch”。The Professional Geographer,43(2),131–142。  new window
26.Fotheringham, S., Brunsdon, C., and Charlton, M. E.(1988)。“Geographicallyweighted regression: A natural evolution of the expansion methodfor spatial data analysis”。Environment and Planning A,30,1905–1927。  new window
27.Frew, J. and Judd, G. D.(2003)。“Estimating the value of apartment buildings”。Journal of Real Estate Research,23(1),77–86。  new window
28.Jones, K.(1991)。“Specifying and estimating multilevel models for geographicalresearch”。Transactions of the Institute of British Geographers,16(2),148–159。  new window
29.Jones, K. and Bullen, N.(1994)。“Contextual models of urban house prices:A comparison of fixed-and random-coefficient models developed by expansion”。Economic Geography,70(3),252–272。  new window
30.Maddison, D.(2000)。“A hedonic analysis of agricultural land prices in EnglandandWales”。European Review of Agricultural Economics,27(4),519–532。  new window
31.Martins-Filho, C. and Bin, O.(2005)。“Estimation of hedonic pricefunctions via additive nonparametric regression”。Empirical Economics,30(1),93–114。  new window
32.Moellering, H. and Tobler, W.(1972)。“Geographical variances”。Geographical Analysis,4(1),34–50。  new window
33.Ohsfeldt, R. L.(1988)。“Implicit markets and the demand for housing characteristics”。Regional Science and Urban Economic,18(3),321–343。  new window
34.Orford, S.(2000)。“Modelling spatial structures in local housing marketdynamics: A multilevel perspective”。Urban Studies,37(9),1643–1671。  new window
35.Orford, S.(2002)。“Valuing locational externalities: A GIS and multilevel modelling approach”。Environment and Planning B: Planning and Desig,29,105–127。  new window
36.Raudenbush, S. and Bryk, A. S.(1986)。“A hierarchical model for studyingschool effects”。Sociology of Education,59(1),1–17。  new window
37.Rodriguez, M. and Sirmans, C. F.(1994)。“Quantifying the value of a viewin single-family housing markets”。Appraisal Journal,62,600–603。  new window
38.Wolverton, M. L. and Senteza, J.(2000)。“Hedonic estimates of regionalconstant quality house prices”。Journal of Real Estate Research,19(3),235–253。  new window
39.Wooldridge, J. M.(1996)。“Estimating systems of equations with differentinstruments for different equations”。Journal of Econometrics,74(2),387–405。  new window
40.Anselin, L.(1989)。What is special about spatial data? Alternative perspectives on spatial data analysis。NCGIA Technical Paper,89-94。  new window
41.Bitter, C.、Mulligan, G. F.、Dall'erba, S.(2007)。Incorporation spatial variation in housing attribute price: A comparison of geographically weighted regression and the spatial expansion method。Journal of Geographical Systems,9(1),7-27。  new window
42.Forrest, D.(1991)。An analysis of house price differentials between English regions。Regional Studies,25(3),231-238。  new window
43.Foster, S. A.(1991)。The expansion method: Implications for geographic research。The Professional Geographer,43(2),131-142。  new window
44.Fotheringham, S.、Brunsdon, C.、Charlton, M. E.(1988)。Geographically weighted regression: A natural evolution of the expansion method for spatial data analysis。Environment and Planning A,30,1905-1927。  new window
45.Frew, J.、Judd, G. D.(2003)。Estimating the value of apartment buildings。Journal of Real Estate Research,25(1),77-86。  new window
46.Moellering, H.、Tobler, W.(1972)。Geographical variances。Geographical Analysis,4(1),34-50。  new window
47.Ohsfeldt, R. L.(1988)。Implicit markets and the demand for housing characteristics。Regional Science and Urban Economic,18(3),321-343。  new window
48.Orford, S.(2000)。Modelling spatial structures in local housing market dynamics: A multilevel perspective。Urban Studies,37(9),1643-1671。  new window
49.Orford, S.(2002)。Valuing locational externalities: A GIS and multilevel modelling approach。Environment and Planning B: Planning and Design,29,105-127。  new window
50.Casetti, E.(1991)。The investigation of parameter drift by expanded regressions: Generalities, and a family planning example。Environment and Planning A,23(7),1045-1061。  new window
51.Rodriguez, M.、Sirmans, C. F.(1994)。Quantifying the value of a view in single-family housing markets。Appraisal Journal,62,600-603。  new window
52.Jones, K.(1991)。Specifying and estimating multilevel models for geographical research。Transactions of the Institute of British Geographers,16(2),148-159。  new window
53.Jones, K.、Bullen, N.(1994)。Contextual models of urban house prices: A comparison of fixed-and random-coefficient models developed by expansion。Economic Geography,70(3),252-272。  new window
54.Maddison, D.(2000)。A hedonic analysis of agricultural land price in England and Wales。European Review of Agricultural Economics,27(4),519-532。  new window
55.Martins-Filho, C.、Bin, O.(2005)。Estimation of hedonic price functions via additive nonparametric regression。Empirical Economics,30(1),93-114。  new window
56.Wooldridge, J. M.(1996)。Estimating systems of equations with different instrument for different equations。Journal of Econometrics,74(2),387-405。  new window
57.Wolverton, M. L.、Senteza, J.(2000)。Hedonic estimates of regional constant quality house price。Journal of Real Estate Research,19(3),235-253。  new window
會議論文
1.林達榮.李家琪.李仁耀(2007)。“科技產業從業者房貸提前清償行為差異化因素之分析”169–176。  延伸查詢new window
2.陳心怡.陳彥仲(2002)。“台北都會區住宅次市場之界定及其價格變動之觀察”1–17。  延伸查詢new window
3.林達榮、李家琪、李仁耀(2007)。科技產業從業者房貸提前清償行為差異化因素之分析169-176。  延伸查詢new window
4.陳心怡、陳彥仲(2002)。台北都會區住宅次市場之界定及其價格變動之觀察1-17。  延伸查詢new window
研究報告
1.內政部營建署(2007)。《住宅調查統計報告》。台北。  延伸查詢new window
2.Anselin, L.(1989)。“What is special about spatial data? Alternative perspectiveson spatial data analysis”。  new window
學位論文
1.章耀玲(1998)。台南市住宅預售價格影響因素之研究(碩士論文)。國立成功大學。  延伸查詢new window
圖書
1.Jones, J. P.、Casetti, E.(1992)。Applications of the Expansion Method。London:Routledge。  new window
2.Skinner, C. J., Holt, D., and Smith, T. F.(1989)。Analysis of Data From Complex Surveys。New York:John Wiley and Sons。  new window
3.Bryk, Anthony S.、Raudenbush, Stephen W.(1992)。Hierarchical Linear Models in Social and Behavioral Research: Applications and Data Analysis Methods。Newbury Park, CA:Sage Publications。  new window
4.Cohen, J.(1988)。Statistical power and analysis for the behavioral sciences。Hillsdale, NJ:Lawrence Erlbaum Associates。  new window
5.Welsch, Roy E.、Kuh, Edwin、Belsley, David A.(1980)。Regression Diagnostics: Identifying Influential Data and Source of Collinearity。New York, NY:John Wiley and Sons。  new window
6.Goldstein, H. I.(1987)。Multilevel models in educational and social research。London:Oxford University Press。  new window
7.Anselin, Luc(1988)。Spatial Econometrics: Methods and Models。Kluwer Academic Publishers。  new window
8.Tabachnick, Barbara G.、Fidell, Linda S.(2007)。Using multivariate statistics。Pearson/Allyn and Bacon。  new window
9.Cliff, Andrew D.、Ord, John K.(1973)。Spatial Autocorrelation。Pion。  new window
10.Kreft, Ita G. G.、De Leeuw, Jan(1998)。Introducing Multilevel Modeling。Sage。  new window
11.Raudenbush, Stephen W.、Bryk, Anthony S.(2002)。Hierarchical Linear Models: Applications and Data Analysis Methods。Thousand Oaks, CA:Sage Press。  new window
12.Cox, N. J. and Jones, K.(1981)。“Exploratory data analysis”。uantitative geography: A British view。London。  new window
13.Silk, J.(1979)。Analysis of Covariance and Comparison of Regression Lines。Concepts and Techniques in Modern Geography, No. 20。London。  new window
14.內政部營建署(2007)。住宅調查統計報告。台北。  延伸查詢new window
15.Cox, N. J.、Jones, K.(1981)。Exploratory data analysis。Quantitative geography: A British view。London。  new window
16.Silk, J.(1979)。Analysis of Covariance and Comparison of Regression Lines。London。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
:::
無相關著作
 
QR Code
QRCODE