| 研究生: |
黃紹東 Wong, Sio-Tong |
|---|---|
| 論文名稱: |
台南市東區住宅價格之空間自我迴歸分析 Spatial Autoregressive Analysis of Housing Price in Tainan City |
| 指導教授: |
陳彥仲
Chen, Yen-Jong |
| 學位類別: |
碩士 Master |
| 系所名稱: |
規劃與設計學院 - 都市計劃學系 Department of Urban Planning |
| 論文出版年: | 2004 |
| 畢業學年度: | 92 |
| 語文別: | 中文 |
| 論文頁數: | 86 |
| 中文關鍵詞: | 住宅 、特徵價格 、空間計量經濟學 、空間相依性 、空間自我迴歸模型 |
| 外文關鍵詞: | Spatial Dependence, Housing, Spatial Autoregressive, Spatial Econometrics, Hedonic Price |
| 相關次數: | 點閱:136 下載:6 |
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自從Rosen(1974)根據Lancaster (1966)新效用理論提出隱含價格理論以來,建立特徵價格方程式成為了建構住宅估價模型最常用的方法,過去國內有不少這方面的研究,利用統計工具找出影響住宅價格的變數,建立特徵價格函數。這些研究把誤差項假設為獨立且相等的常態(iid)分佈,但卻沒有考慮到同一地區內之其他鄰近住宅對該住宅價格有著空間相依性的關係。這些鄰近的住宅擁有著相似的社經環境,同時也面對著相同的鄰里環境,例如享用著相同的公共設施、小孩就讀於相同的學校、受相同的警察局和消防局保護等,所以這些同地區住宅的價格並不可能是獨立的,而這種空間相依性的關係也產生了空間自我相關(SA)問題,使模式不符合獨立且相等的常態分佈假設,也使得模式估計能力下降。
空間計量經濟學和對於空間自我相關(SA)的研究是自1980年代以後最近被重視的一種研究住宅價格的方法,本研究以台南市東區為研究地區,首先建構住宅資料之空間屬性資料庫,並對住宅價格進行空間自我相關測試,最後比較空間自我迴歸模型與傳統迴歸模型。實證結果發現,住宅價格間有顯著的空間相依性關係,同時空間自我迴歸模型可以解決誤差項的空間自我相關問題。
Hedonic price function is the most frequently used to construct models to estimate the housing price since Lancsater(1966) and Rosen (1974). However, when constructing the regression models based on the empirical observation to the housing prices in a same community (or city), the basic assumption of identical and independent distribution (iid) of the housing price variation would very possibly be violated. Not only did the neighborhood share the same environmental and land use control, but also the households might have similar society and economic attributes. For example, they share the same community facilities, and kids go to the same school. In fact, housing prices in the same community would not be independent, and yield less efficiency on the regression models. Since the end if the 1980s, there has been a marked increase in housing studies highlighting concerns about spatial econometrics and spatial autocorrelation. In this study, we collected some housing transaction data in Tainan city, the 4th largest city in Taiwan. The empirical data were limited in the same area, so that all the cases share the same land use control under the city planning regulation. We located all the cases on the GIS map, examined the independence of housing prices by spatial autocorrelation test, and compare the different between traditional hedonic model and spatial autoregressive. We found that housing prices have a signification spatial dependence and SAR model can reduces the spatial dependence among residuals.
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