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研究生: 洪玉芳
Hung, Yu-Fang
論文名稱: 考慮內生解釋變數之個體選擇模式―以國道客運北高線為例
Discrete Choice Models Considering Endogenous Explanatory Variables:A case study of highway passenger transport in Kaohsiung-Taipei route
指導教授: 段良雄
Duann, Liang-Shyong
學位類別: 碩士
Master
系所名稱: 管理學院 - 交通管理科學系
Department of Transportation and Communication Management Science
論文出版年: 2003
畢業學年度: 91
語文別: 中文
論文頁數: 93
中文關鍵詞: 國道客運個體選擇模式控制函數個體異質性內生性
外文關鍵詞: intercity bus, discrete choice model, control function approach, heterogeneity, endogeneity
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  • 個體選擇模式被廣泛應用於消費者選擇行為之研究,較先期的研究多將價格視為外生解釋變數,然事實上其可能是內生的。內生性將造成解釋變數與誤差項間有相關存在,而違反模式的基本假設,使內生變數之參數估計值產生偏誤,導致不正確的研究結論,進而嚴重影響行銷決策。造成相關的原因主要是消費者所欲追求的產品屬性,透過市場機制反應在價格上,使得價格提高,而該屬性是研究者不易觀察到的。
    本研究之主要目的係將價格內生性納入個體選擇模式構建之考量,以國道客運高雄至台北路線六家客運公司為研究對象,檢驗顯示性價格資料(票價)以及感受資料(票價感受)兩種價格變數是否存在內生性問題,及其對模式的影響程度,並以控制函數法修正內生性所產生之偏誤參數校估結果,以期更正確地解釋國道客運市場旅運者之選擇行為。此外,亦構建同時考慮價格內生性與個體偏好異質性之個體選擇模式,以瞭解旅運者對於國道客運各家公司之偏好情形。歸納本研究之研究結果如下:
    價格內生性方面,(1)本研究所使用的「票價」因其他服務品質變數已反應大部分的運具屬性,遺漏運具屬性很少,故內生性很小,可忽略不計。(2)「票價感受」因反應了個體之偏好,故與效用函數誤差項中所包含的個體偏好部份有相關,考慮內生性時所得之係數均較未考慮時高出許多。(3)內生性愈嚴重,係數低估情形愈嚴重。個體異質性方面,(1)旅運者對於國道客運市場北高線各客運公司之評價存在異質性與相似性。(2)價格內生性會影響考慮個體偏好異質性模式之結構。(3)考慮價格內生性所得各種模式之解釋能力均優於未考慮之模式。(4)使用票價感受時,模式加以考慮個體偏好將可減輕內生性問題。

    Discrete choice model have been widely applied in consumer choice behavior researches. In earlier researches, they treated price as an exogenous variable while it should be treated as endogenous, because price is correlated with the error term in the utilities. This correlation will violate the basic assumptions of model, resulting in biased coefficient of price, producing misleading results, and seriously affecting the outcome of marketing decisions. The correlation results from that the market mechanism will increase the prices of products to reflect desirable attributes that are observed by consumers but not measured by researchers.
    This research aims to account for endogeneity in discrete choice model. In this thesis, we use cross-sectional data from six companies serving the Kaohsiung-Taipei route to examine if “price” or “price perception” suffered from the endogeneity problem and to what extents. By applying control function approach, we correct the biased estimate of price, and be able to interpret travelers’ choice behavior more correctly. Besides, we also construct discrete choice model considering endogeneity and individual heterogeneity simultaneously. The aim is to find out the preferences of travelers toward different companies. The empirical results are as follow:
    In the aspect of price endogeneity, we find (1) Since other service variables have reflected most modal attributes, there are few omitted modal attributes. Hence the endogeneity of “price” data we use is not important. (2) Since “price perception” represent individual’s preferences, it is therefore correlated with the unobserved preferences part in error term. The coefficient of “price perception” increases substantially when accounting for endogeneity. (3) The more serious the endogeneity, the more biased the coefficients are. In the aspect of heterogeneity, we find (1) Travelers’ evaluations toward highway passenger transport companies are heterogeneous, and some of them are similar. (2) Endogeneity does affect the structures of models considering heterogeneity. (3) Models which account for endogeneity are better than those that don’t. (4) When using “price perception” data, accounting for heterogeneity may lighten the endogeneity problem.

    第一章 緒論...........................1 1-1研究動機與目的.....................1 1-2研究範圍與對象.....................2 1-3研究方法...........................3 1-4研究內容與流程.....................3 第二章 文獻回顧.......................6 2-1價格內生性.........................6 2-1.1定義與產生原因...................6 2-1.2考慮價格內生性之必要.............8 2-1.3內生性處理方法...................8 2-1.4小結............................16 2-2個體選擇模式......................18 2-2.1 MNL模式........................18 2-2.2 LK模式.........................19 2-2.2.1方案異質LK模式................21 2-2.2.2方案相似LK模式................26 2-2.2.3方案異質與相似LK模式..........27 2-2.3 MNP模式........................28 2-3內生模式估計法....................33 第三章 模式構建......................40 3-1票價與票價感受函數................40 3-1.1票價函數........................40 3-1.2票價感受函數....................42 3-2模式內容與架構....................44 3-2.1基礎MNL模式.....................44 3-2.2內生LK模式......................44 3-2.3內生MNP模式.....................46 3-3模式校估方法......................48 3-3.1 最大概似法.....................48 3-3.2 模擬最大概似法.................49 第四章 資料分析......................51 4-1資料來源與蒐集方式................51 4-2基本資料分析......................53 4-3服務構面敘述統計分析..............57 第五章 研究結果......................59 5-1價格迴歸式........................59 5-1.1票價迴歸........................59 5-1.2票價感受迴歸....................61 5-2基礎MNL模式.......................63 5-3價格內生性........................66 5-3.1 票價...........................69 5-3.2 票價感受.......................72 5-4內生LK模式........................74 5-4.1 方案異質.......................74 5-4.2 方案相似.......................77 5-4.3 方案異質與相似.................78 5-5內生MNP模式.......................82 5-5.1 方案異質.......................82 5-5.2 方案異質與相關.................84 第六章 結論與建議....................86 6-1結論..............................86 6-2建議..............................88 參考文獻.............................89 附錄.................................92

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