Publications-Theses

題名 條件評估法中處理「不知道」回應之研究
Analysis of contingency valuation survey data with “Don’t Know” responses
作者 王昱博
Wang, Yu Bo
貢獻者 江振東
Chiang, Jeng Tung,
王昱博
Wang, Yu Bo
關鍵詞 EM演算法
條件評估法
三要素混合模型
加速失敗模型
EM algorithm
CV survey
Three-component mixture model
AFT model
日期 2008
上傳時間 18-Sep-2009 20:09:54 (UTC+8)
摘要 本文主要著重在處理條件評估法下,「不知道」受訪者的回應。當「不知道」受訪者的產生機制並未符合完全隨機時,考量他們的真實意向就顯得極為重要。 文中使用中央研究院生醫所在其研究計畫「竹東及朴子地區心臟血管疾病長期追蹤研究」(CardioVascular Disease risk FACtor Two-township Study,簡稱CVDFACTS)第五循環中的研究調查資料。
  由於以往的文獻對於「不知道」受訪者的處理,皆有不足之處。如Wang (1997)所提出的方法,就只能針對某種特定的「不知道」受訪者來做處理;而Caudill and Groothuis (2005)所提的方法,由於將「不知道」受訪者的差補與願付價格的估計分開,亦使其估計結果不具備一些好的性質。在本文中,我們提出一個能同時處理「不知道」受訪者且估計願付價格的方法。除了使得統計上較有效率外,也保有EM演算法的一個特性:願付價格模型中的估計參數為最大概似估計值。此外,在加入三要素混合模型(Tsai (2005))後,我們也可避免用到極端受訪者的訊息去差補那些「不知道」受訪者的意向。
  在分析願付價格的過程中,我們發現此筆資料的「不知道」受訪者,其產生的機制為隨機,而非為完全隨機,這意謂著不考量「不知道」受訪者的分析結果,必定會產生偏差。而在比較有考量「不知道」受訪者與沒有的情況後,其結果確實應證了我們的想法:只要「不知道」受訪者不是完全隨機產生的,那麼不考量他們必定會產生某種程度的偏差。
This paper investigates how to deal with “Don’t Know” (DK) responses in contingent valuation surveys, which must be taken into consideration when they are not completely at random. The data we use is collected from the fifth cycle of the Cardiovascular Disease Risk Factor Two-township Study (CVDFACTS), which is a series of long-term surveys conducted by the Institute of Biomedical Sciences, Academia Sinica.
Previous methods used in dealing with DK responses have not been satisfactory because they only focus on some types of DK respondents (Wang (1997)), or separate the imputation of DK responses from the WTP estimation (Caudill and Groothuis (2005)). However, in this paper, we introduce an integrated method to cope with the incomplete data caused by DK responses. Besides being more efficient, the single-step method guarantees maximum likelihood estimates of the WTP model to be obtained due to the good property that the EM algorithm possesses. Furthermore, by adding the concept of the three-component mixture model (Tsai (2005)), some extreme information are drawn out when imputing the DK inclinations.
In this hypertension data, the mechanism of the DK responses is “Don’t know at random”, which means the analysis of DK-dropped results in a bias. By using our method, the difference between DK-dropped and DK-included is actually revealed, which proves our suspicion that a DK-dropped analysis is accompanied by a biased result when DK is not completely at random.
參考文獻 Reference
Caudill, S. B., and P. A. Groothuis (2005), “Modeling Hidden Alternatives in Random Utility Models: An Application to ‘Don’t Know’ Responses in Contingent Valuation,” Land Economics 81(3): 445-454.
Cramer, J. S., and G. Ridder (1991), “Pooling States in the Multinomial Logit Model,” Journal of Econometrics 47 (2-3): 267-72.
Dempster, A. P., Laird, N. M. and Rubin, D. B. (1997), “Maximum likelihood from incomplete data via the EM algorithm (with discussion),” J. R. Statist. Soc. B, 39, 1-38.
Farewell, V. T. and Prentice, R. L. (1977), “A Study of Distributional Shape in Life Testing,” Technometrics, 19:69-75.
Groothuis, P. A., and J. C. Whitehead (2002), “Does Don’t Know Mean No? Analysis of ‘Don’t Know’ Responses in Dichotomous Choice Contingent Valuation Questions,” Applied Economics 34(15): 1935-40.
Klein, J. P. and Moeschberger, M. L. (1997), “Suvival Analysis: Techniques for Censored and Truncated Data,” New York: Springer.
Lawless, J. F. (2003), “ Statistical Models and Methods for Lifetime Data,” 2nd edition. New Jersey:John Wiley.
Louis, T. A. (1982), “Finding the observed information matrix when using the EM algorithm,” J. R. Statist. Soc. B, 44, 226-233.
Magder, L. S. and J. P. Hughes (1997), “Logistic Regression When the Outcome is Measured with Uncertainty,” American Journal of Epidemiology, 146(3): 195-203.
Oakes, D. (1999), “Direct calculation of the information matrix via the EM algorithm,” J. R. Statist. Soc. B, 61, 479-482.
Tsai, I.-L. (2005), “A Three-component Mixture Model in Willingness-to-pay
Analysis for General Interval Censored Data,” unpublished master’s thesis, National
Chengchi University, Taiwan.
Turnbull, B. W. (1976), “The Empirical Distribution Function with Arbitrarily Grouped Censored and Truncated Data,” Journal of the Royal Statistical Society, Series B, 38: 290-295.
Wang, H. (1997), “Treatment of ‘Don’t Know’ Responses in Contingent Valuation Surveys: A Random Valuation Model,” Journal of Environmental Economics and Management 32(2): 219-32.
Yamaguchi, K. (1992), “Accelerated Failure-time Regression Models with a Regression Model of Surviving Fraction,” Journal of the American Statistical Association, 87: 284-292.
描述 碩士
國立政治大學
統計研究所
95354002
97
資料來源 http://thesis.lib.nccu.edu.tw/record/#G0095354002
資料類型 thesis
dc.contributor.advisor 江振東zh_TW
dc.contributor.advisor Chiang, Jeng Tung,en_US
dc.contributor.author (Authors) 王昱博zh_TW
dc.contributor.author (Authors) Wang, Yu Boen_US
dc.creator (作者) 王昱博zh_TW
dc.creator (作者) Wang, Yu Boen_US
dc.date (日期) 2008en_US
dc.date.accessioned 18-Sep-2009 20:09:54 (UTC+8)-
dc.date.available 18-Sep-2009 20:09:54 (UTC+8)-
dc.date.issued (上傳時間) 18-Sep-2009 20:09:54 (UTC+8)-
dc.identifier (Other Identifiers) G0095354002en_US
dc.identifier.uri (URI) https://nccur.lib.nccu.edu.tw/handle/140.119/36922-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 統計研究所zh_TW
dc.description (描述) 95354002zh_TW
dc.description (描述) 97zh_TW
dc.description.abstract (摘要) 本文主要著重在處理條件評估法下,「不知道」受訪者的回應。當「不知道」受訪者的產生機制並未符合完全隨機時,考量他們的真實意向就顯得極為重要。 文中使用中央研究院生醫所在其研究計畫「竹東及朴子地區心臟血管疾病長期追蹤研究」(CardioVascular Disease risk FACtor Two-township Study,簡稱CVDFACTS)第五循環中的研究調查資料。
  由於以往的文獻對於「不知道」受訪者的處理,皆有不足之處。如Wang (1997)所提出的方法,就只能針對某種特定的「不知道」受訪者來做處理;而Caudill and Groothuis (2005)所提的方法,由於將「不知道」受訪者的差補與願付價格的估計分開,亦使其估計結果不具備一些好的性質。在本文中,我們提出一個能同時處理「不知道」受訪者且估計願付價格的方法。除了使得統計上較有效率外,也保有EM演算法的一個特性:願付價格模型中的估計參數為最大概似估計值。此外,在加入三要素混合模型(Tsai (2005))後,我們也可避免用到極端受訪者的訊息去差補那些「不知道」受訪者的意向。
  在分析願付價格的過程中,我們發現此筆資料的「不知道」受訪者,其產生的機制為隨機,而非為完全隨機,這意謂著不考量「不知道」受訪者的分析結果,必定會產生偏差。而在比較有考量「不知道」受訪者與沒有的情況後,其結果確實應證了我們的想法:只要「不知道」受訪者不是完全隨機產生的,那麼不考量他們必定會產生某種程度的偏差。
zh_TW
dc.description.abstract (摘要) This paper investigates how to deal with “Don’t Know” (DK) responses in contingent valuation surveys, which must be taken into consideration when they are not completely at random. The data we use is collected from the fifth cycle of the Cardiovascular Disease Risk Factor Two-township Study (CVDFACTS), which is a series of long-term surveys conducted by the Institute of Biomedical Sciences, Academia Sinica.
Previous methods used in dealing with DK responses have not been satisfactory because they only focus on some types of DK respondents (Wang (1997)), or separate the imputation of DK responses from the WTP estimation (Caudill and Groothuis (2005)). However, in this paper, we introduce an integrated method to cope with the incomplete data caused by DK responses. Besides being more efficient, the single-step method guarantees maximum likelihood estimates of the WTP model to be obtained due to the good property that the EM algorithm possesses. Furthermore, by adding the concept of the three-component mixture model (Tsai (2005)), some extreme information are drawn out when imputing the DK inclinations.
In this hypertension data, the mechanism of the DK responses is “Don’t know at random”, which means the analysis of DK-dropped results in a bias. By using our method, the difference between DK-dropped and DK-included is actually revealed, which proves our suspicion that a DK-dropped analysis is accompanied by a biased result when DK is not completely at random.
en_US
dc.description.tableofcontents 1 Introduction 1
2 Literature Review 3
3 Model Specifications 6
Structure of the Model 6
Three-Component Mixture Model 10
Accelerated Failure Time Model 16
EM algorithm 18
Adjustment of Standard Error 20
4 Data Analysis and Empirical Results 21
Model Fitting 28
5 Conclusions 34
Reference 35
6 Appendix 37
A: WTP Questionnaire 37
B: Adjustment on the Information Matrix 38
C: Estimated Result without Covariates in the AFT Model 43





List of Tables

Table 3.1: Categories of Respondents and their WTP Intervals 8
Table 5.1: Response Results under Different Initial Bid Values 22
Table 5.2: Covariates Considered and Their Definitions 23
Table 5.3: Logistic Model for Distinguishing“non-DK ” and“DK”Groups
28
Table 5.4: The Model Structure of the Three-Component Mixture Model 30
Table 5.5: Estimated Parameter Model without DK 31
Table 5.6: Estimated Parameter Model with DK 32
Table 5.7: Estimated Proportions of PL, PD, and PH with DK-dropped and DK-included 32
Table 5.8: WTP Mean and Median with DK-dropped and DK-included (Unit: NT$1,000) 33

List of Figures

Figure 5.1 Turnbull Estimation of WTP by Area 24
Figure 5.2 Turnbull Estimation of WTP by Gender 24
Figure 5.3 Turnbull Estimation of WTP by Age ( > 60) 25
Figure 5.4 Turnbull Estimation of WTP by Education 25
Figure 5.5 Turnbull Estimation of WTP by Income/Expense Situation (household) 26
Figure 5.6 Turnbull Estimation of WTP by Apoplexy 26
Figure 5.7 Turnbull Estimation of WTP by Cardiopathy 27
zh_TW
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dc.language.iso en_US-
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0095354002en_US
dc.subject (關鍵詞) EM演算法zh_TW
dc.subject (關鍵詞) 條件評估法zh_TW
dc.subject (關鍵詞) 三要素混合模型zh_TW
dc.subject (關鍵詞) 加速失敗模型zh_TW
dc.subject (關鍵詞) EM algorithmen_US
dc.subject (關鍵詞) CV surveyen_US
dc.subject (關鍵詞) Three-component mixture modelen_US
dc.subject (關鍵詞) AFT modelen_US
dc.title (題名) 條件評估法中處理「不知道」回應之研究zh_TW
dc.title (題名) Analysis of contingency valuation survey data with “Don’t Know” responsesen_US
dc.type (資料類型) thesisen
dc.relation.reference (參考文獻) Referencezh_TW
dc.relation.reference (參考文獻) Caudill, S. B., and P. A. Groothuis (2005), “Modeling Hidden Alternatives in Random Utility Models: An Application to ‘Don’t Know’ Responses in Contingent Valuation,” Land Economics 81(3): 445-454.zh_TW
dc.relation.reference (參考文獻) Cramer, J. S., and G. Ridder (1991), “Pooling States in the Multinomial Logit Model,” Journal of Econometrics 47 (2-3): 267-72.zh_TW
dc.relation.reference (參考文獻) Dempster, A. P., Laird, N. M. and Rubin, D. B. (1997), “Maximum likelihood from incomplete data via the EM algorithm (with discussion),” J. R. Statist. Soc. B, 39, 1-38.zh_TW
dc.relation.reference (參考文獻) Farewell, V. T. and Prentice, R. L. (1977), “A Study of Distributional Shape in Life Testing,” Technometrics, 19:69-75.zh_TW
dc.relation.reference (參考文獻) Groothuis, P. A., and J. C. Whitehead (2002), “Does Don’t Know Mean No? Analysis of ‘Don’t Know’ Responses in Dichotomous Choice Contingent Valuation Questions,” Applied Economics 34(15): 1935-40.zh_TW
dc.relation.reference (參考文獻) Klein, J. P. and Moeschberger, M. L. (1997), “Suvival Analysis: Techniques for Censored and Truncated Data,” New York: Springer.zh_TW
dc.relation.reference (參考文獻) Lawless, J. F. (2003), “ Statistical Models and Methods for Lifetime Data,” 2nd edition. New Jersey:John Wiley.zh_TW
dc.relation.reference (參考文獻) Louis, T. A. (1982), “Finding the observed information matrix when using the EM algorithm,” J. R. Statist. Soc. B, 44, 226-233.zh_TW
dc.relation.reference (參考文獻) Magder, L. S. and J. P. Hughes (1997), “Logistic Regression When the Outcome is Measured with Uncertainty,” American Journal of Epidemiology, 146(3): 195-203.zh_TW
dc.relation.reference (參考文獻) Oakes, D. (1999), “Direct calculation of the information matrix via the EM algorithm,” J. R. Statist. Soc. B, 61, 479-482.zh_TW
dc.relation.reference (參考文獻) Tsai, I.-L. (2005), “A Three-component Mixture Model in Willingness-to-payzh_TW
dc.relation.reference (參考文獻) Analysis for General Interval Censored Data,” unpublished master’s thesis, Nationalzh_TW
dc.relation.reference (參考文獻) Chengchi University, Taiwan.zh_TW
dc.relation.reference (參考文獻) Turnbull, B. W. (1976), “The Empirical Distribution Function with Arbitrarily Grouped Censored and Truncated Data,” Journal of the Royal Statistical Society, Series B, 38: 290-295.zh_TW
dc.relation.reference (參考文獻) Wang, H. (1997), “Treatment of ‘Don’t Know’ Responses in Contingent Valuation Surveys: A Random Valuation Model,” Journal of Environmental Economics and Management 32(2): 219-32.zh_TW
dc.relation.reference (參考文獻) Yamaguchi, K. (1992), “Accelerated Failure-time Regression Models with a Regression Model of Surviving Fraction,” Journal of the American Statistical Association, 87: 284-292.zh_TW