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題名 以地理加權迴歸改進住宅次市場劃分之研究
Using Geographically Weighted Regression to Redefine Housing Submarkets作者 陳力綸 貢獻者 張金鶚<br>江穎慧
陳力綸關鍵詞 次市場
空間異質性
地理加權迴歸
相似度指標
最適群數日期 2012 上傳時間 1-四月-2014 11:19:46 (UTC+8) 摘要 住宅產品的異質性和多元化特性，使得住宅市場產生各式的次市場，次市場的分析不但對住宅需求者的購屋決策和生產者的商品定位有關鍵影響，也是政府在制定住宅政策參考的重要依據，故過去文獻對次市場劃分方式已有諸多討論。傳統區隔次市場方法是以先驗知識進行劃分，優點為容易操作且直觀，但過於主觀是主要被批評的缺點，為改善此缺點，後續研究者利用統計方法，從住宅特徵因素尋找可客觀定義次市場的方式，雖大幅提升住宅次市場劃分的解釋性，卻仍是聚焦於住宅類型、住宅面積等特徵因素的探討，無法捕捉住宅之空間相依性，且以往文獻所使用的傳統迴歸模型，未能闡釋空間異質性所形成的空間屬性分配，而此課題卻正是決定次市場的關鍵因素，故本文將採用地理加權迴歸模型(geographically weighted regression)，改進過去文獻缺乏考量空間因素之缺點。此外，以往文獻對於次市場究竟應以空間連續或不連續之方式呈現多有爭議，而關於次市場之劃分是否存在最適群數亦少有討論，故本文將針對上述議題一併討論。本研究以臺北市為研究地區，資料來源為某銀行所提供的2009年住宅交易鑑估資料，以地理加權迴歸分析住宅特徵變數對住宅價格影響效果的空間變化，試圖建置住宅之相似度指標，進而劃分空間連續型及不連續型次市場，再與台北市原有的行政區次市場比較優劣，最後探討次市場之劃分是否存在最適群數。
Housing market is a bundle of houses with various characteristics, and it can be disaggregated into submarkets by different definitions which has been an important study issue in a decade. Housing submarkets defined by a priori manners such as geographical boundaries or certain characteristics were proved to be a non-optimal way. Recent studies tried to define submarkets with statistics methods such as principal component analysis and cluster analysis. There is some agreement that using these statistics methods are more reasonable to divide submarkets than those a priori ways, but the lack of concern for spatial dependence and spatial heterogeneity is a major problem to define optimal submarkets. Besides, there have been studies arguing about the continuity and discontinuity in housing submarkets. And the optimal number of housing submarkets is still a rare yet important topic. Hence, this study is focused on these issues.This study redefines submarkets using geographically weighted regression for the Taipei City. Use the regression results to compose a homogeneity index and divide houses into different submarkets. Moreover, compare the newly-defined submarkets with a priori submarkets and find an optimal number for housing submarkets.參考文獻 1. 林秋瑾、楊宗憲、張金鶚，1996，住宅價格指數之研究－以臺北市為例，住宅學報，第4卷，頁1-30。2. 花敬群、張金鶚，住宅空間次市埸價量關係之研究，1999，都市與計劃，第26卷，第1期，頁79-94。3. 林祖嘉、馬毓駿，2007，特徵方程式大量估價法在台灣不動產市場之應用，住宅學報，第16卷，第2期，頁1-22。4. 林祖嘉、林素菁，2009，住宅次市場定異合理性之探討：因素分析法之應用，都市與計畫，第36卷，第2期，頁133-153。5. 鄒克萬、張秀玲、張曜麟，2002，整合空間統計技術之大量土地估價研究，都市與計劃，第29卷，第3期，頁395-420。6. Anselin, L., Griffith, D.A., 1988, Do Spatial Effects Really Matter in Regression Analysis, Papers in Regional Science, Vol.65(1), pp.11-34.7. Allen, M.T., Springer, T.M., and Waller, N.G., 1995, Implicit Pricing across Residential Rental Submarkets, Journal of Real Estate Finance and Economics, Vol.11(2), pp.137-151.8. Anselin, L., 2001, Spatial Econometrics:A Companion to Theoretical Econometrics, Blackwell, pp.310-330.9. Bajic, V., 1985, Housing-Market Segmentation and Demand for Housing Attributes:Some Empirical Findings, American Real Estate and Urban Economics Association,Vol.13(1), pp.58-75.10. Basu, S., and Thibodeau, T.G., 1998, Analysis of Spatial Autocorrelation in House Prices, Journal of Real Estate Finance and Economics, Vol.17(1), pp.61-85.11. Bourassa, S.C., Hamelink, F., Hoesli, M., MacGregor , B.D., 1999, Defining Housing Submarkets, Journal of Housing Economics, Vol. 8(2), pp.160–183.12. Bourassa, S.C., Hoesli, M., Peng, V.S., 2003, Do Housing Submarkets Really Matter? Journal of Housing Economics, Vol. 12(1), pp.12–28.13. Cliff, A.D., Ord, J.K., Haggett, P., Davies, R.B., Bassett, K.L., 1975, Elements of Spatial Structure: A Quantative Approach, Cambridge Geographical Studies.14. Can, A., 1998, GIS and Spatial Analysis of Housing and Mortgage Markets, Journal of Housing Research, Vol.9(1), pp.61-86.15. Clapp, J.M., Wang, Y.Z., 2006, Defining neighborhood boundaries-Are census tracts obsolete? Journal of Urban Economics, Vol.59(2), pp.259-284.16. Dale-Johnson,D., 1982, An Alternative Approach to Housing Market Segmentation Using Hedonic Price Data, Journal of Urban Economics, Vol.11(3), pp.311-332.17. Fotherinham, A.S., Charlton, M.E., and Brunsdon, C.,1998, Geographically Weighted Regression:A Natural Evolution of the Expansion Method for Spatial Data Analysis, Environment and Planning A, Vol.30(11), pp.1905-1927.18. Fotherinham, A.S., Charlton, M.E., and Brunsdon, C., 2000, Quantitative Geography, Sage.19. Goodman, A.C., 1981., Permanent income, Housing Submarkets within Urban Areas:Definitions and Evidence, Journal of Regional Science, Vol .21(2), pp.175–185.20. Goodman, A.C. and Kawai, M., 1982., Permanent income, hedonic prices, and demand for housing:new evidence, Journal of Urban Economics, Vol .12(2), pp.214–237.21. Goodman, A.C. and Thibodeau, T.G., 1998, Housing Market Segmentation, Journal of Housing Economics, Vol.7(2), pp.121-143.22. Goodman, A.C. and Thibodeau, T.G., 2003, Housing Market Segmentation and Hedonic Prediction Accuracy, Journal of Housing Economics, Vol.12, pp.181-201.23. Goodman, A.C. and Thibodeau, T.G., 2007, The Spatial Proximity of Metropolitan Area Housing Submarkets, Real Estate Economics, Vol.35(2), pp.209-232.24. Grigsby, W., Baratz, M., Galster, G., and Maclennan, D., 1987, The Dynamics of Neighborhood Change and Decline, Progress in Planning, Vol.28(1), pp.1–76.25. Huang, B., Wu, B., and Barry, M., 2010, Geographically and Temporally Weighted Resgression for Modeling Spatio-Temporal Variation in House Prices, Journal of Geographical Information Science, Vol.24(3), pp.383-401.26. Jenks, G.F., 1967, The Data Model Concept in Statistical Mapping, International Yearbook of Cartography, Vol.7, pp.186-190.27. Maclennan,D., and Tu,Y., 1996,Economics perspectives on the structure of local housing markets, Housing Studies, Vol.11(3), pp.387–406.28. Palm, R., 1978, Spatial Segmentation of Urban Housing Market, Economics Geography, Vol.54(3), pp.210-221.29. Rosen,S., 1974,Hedonic Price and Implicit Markets:Product Differentiation in Pure Competition, Journal of Political Economics, Vol.82(1), pp.34-55.30. Raudenbush, S.W. and Bryk, A.S., 2002, Hierarchical linear models: Applications and data analysis methods (2nd ed.), Thousand Oaks.31. Schnare, A., and Struyk, R., 1976, Segmentation in Urban Housing Markets. Journal of Urban Economics, Vol.3(2), pp.146-166.32. Tobler, W.R., 1970, A Computer Movie Simulating Urban Growth in the Detroit Region, Economic Geography, Vol.46, pp.234–240.33. Thibodeau, T.G., 2003, Marking Single-Family Property Values to Market, Real Estate Economics, Vol.31(1), pp.1-22.34. McCluskey, W.J., Borst, R.A., 2011, Detecting and validating residential housing submarkets:A geostatistical approach for use in mass appraisal, International Journal of Housing Markets and Analysis, Vol.4(3), pp.290-318.35. Watkins, C.A., 2001, The Definition and Identification of Housing Submarkets, Environment and Planning A, Vol.33(12), pp.2235-2253.36. Wu, C.S., and Sharma, R., 2012, Housing Submarket Classification: The Role of Spatial Contiguity, Applied Geography, Vol.32(2), pp.746-75637. Yu, D.L., 2006, Spatially Varying Development Mechanisms in the Greater Beijing Area:A Geographically Weighted Regression Investigation, The Annals of Regional Science, Vol.40(1), pp.173-190.38. Zhang, H.L., Zhang, J., Lu, S.J., Cheng, S.W., Zhang, J.H., 2011, Modeling Hotel Room Price with Geographically Weighted Regression, International Journal of Hospitality Management, Vol.30, pp.1036-1043 描述 碩士
國立政治大學
地政研究所
99257018
101資料來源 http://thesis.lib.nccu.edu.tw/record/#G0099257018 資料類型 thesis dc.contributor.advisor 張金鶚<br>江穎慧 zh_TW dc.contributor.author (作者) 陳力綸 zh_TW dc.creator (作者) 陳力綸 zh_TW dc.date (日期) 2012 en_US dc.date.accessioned 1-四月-2014 11:19:46 (UTC+8) - dc.date.available 1-四月-2014 11:19:46 (UTC+8) - dc.date.issued (上傳時間) 1-四月-2014 11:19:46 (UTC+8) - dc.identifier (其他 識別碼) G0099257018 en_US dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/65094 - dc.description (描述) 碩士 zh_TW dc.description (描述) 國立政治大學 zh_TW dc.description (描述) 地政研究所 zh_TW dc.description (描述) 99257018 zh_TW dc.description (描述) 101 zh_TW dc.description.abstract (摘要) 住宅產品的異質性和多元化特性，使得住宅市場產生各式的次市場，次市場的分析不但對住宅需求者的購屋決策和生產者的商品定位有關鍵影響，也是政府在制定住宅政策參考的重要依據，故過去文獻對次市場劃分方式已有諸多討論。傳統區隔次市場方法是以先驗知識進行劃分，優點為容易操作且直觀，但過於主觀是主要被批評的缺點，為改善此缺點，後續研究者利用統計方法，從住宅特徵因素尋找可客觀定義次市場的方式，雖大幅提升住宅次市場劃分的解釋性，卻仍是聚焦於住宅類型、住宅面積等特徵因素的探討，無法捕捉住宅之空間相依性，且以往文獻所使用的傳統迴歸模型，未能闡釋空間異質性所形成的空間屬性分配，而此課題卻正是決定次市場的關鍵因素，故本文將採用地理加權迴歸模型(geographically weighted regression)，改進過去文獻缺乏考量空間因素之缺點。此外，以往文獻對於次市場究竟應以空間連續或不連續之方式呈現多有爭議，而關於次市場之劃分是否存在最適群數亦少有討論，故本文將針對上述議題一併討論。本研究以臺北市為研究地區，資料來源為某銀行所提供的2009年住宅交易鑑估資料，以地理加權迴歸分析住宅特徵變數對住宅價格影響效果的空間變化，試圖建置住宅之相似度指標，進而劃分空間連續型及不連續型次市場，再與台北市原有的行政區次市場比較優劣，最後探討次市場之劃分是否存在最適群數。 zh_TW dc.description.abstract (摘要) Housing market is a bundle of houses with various characteristics, and it can be disaggregated into submarkets by different definitions which has been an important study issue in a decade. Housing submarkets defined by a priori manners such as geographical boundaries or certain characteristics were proved to be a non-optimal way. Recent studies tried to define submarkets with statistics methods such as principal component analysis and cluster analysis. There is some agreement that using these statistics methods are more reasonable to divide submarkets than those a priori ways, but the lack of concern for spatial dependence and spatial heterogeneity is a major problem to define optimal submarkets. Besides, there have been studies arguing about the continuity and discontinuity in housing submarkets. And the optimal number of housing submarkets is still a rare yet important topic. Hence, this study is focused on these issues.This study redefines submarkets using geographically weighted regression for the Taipei City. Use the regression results to compose a homogeneity index and divide houses into different submarkets. Moreover, compare the newly-defined submarkets with a priori submarkets and find an optimal number for housing submarkets. en_US dc.description.tableofcontents 第一章 緒論 1第一節 研究動機與目的 1一、研究動機 1二、研究問題與研究目的 3第二節 研究範圍與方法 4一、研究範圍 4二、研究方法 5第三節 研究架構與流程 6一、研究架構 6二、研究流程 7第二章 文獻回顧 8第一節 次市場相關理論 8一、以先驗或經驗知識劃定 9二、以統計資料劃分 9第二節 地理加權迴歸相關理論 12第三節 小結 14第三章 研究設計與樣本資料分析 15第一節 研究設計 15第二節 模型設計 16一、特徵價格迴歸模型 16二、地理加權迴歸模型 16三、模型配適度與準確性指標 19第三節 資料說明與分析 20一、資料來源 20二、變數選取與定義 20三、樣本敘述統計分析 22第四章 實證結果與分析 23第一節 地理加權迴歸分析 23一、地理加權迴歸係數分析 25二、小結 32第二節 臺北市住宅次市場之界定 37一、空間連續型次市場 37二、空間不連續型次市場 43第三節 次市場最適群數之決定 47第五章 結論與建議 51第一節 結論 51第二節 建議 52參考文獻 53 zh_TW dc.format.extent 2579738 bytes - dc.format.mimetype application/pdf - dc.language.iso en_US - dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0099257018 en_US dc.subject (關鍵詞) 次市場 zh_TW dc.subject (關鍵詞) 空間異質性 zh_TW dc.subject (關鍵詞) 地理加權迴歸 zh_TW dc.subject (關鍵詞) 相似度指標 zh_TW dc.subject (關鍵詞) 最適群數 zh_TW dc.title (題名) 以地理加權迴歸改進住宅次市場劃分之研究 zh_TW dc.title (題名) Using Geographically Weighted Regression to Redefine Housing Submarkets en_US dc.type (資料類型) thesis en dc.relation.reference (參考文獻) 1. 林秋瑾、楊宗憲、張金鶚，1996，住宅價格指數之研究－以臺北市為例，住宅學報，第4卷，頁1-30。2. 花敬群、張金鶚，住宅空間次市埸價量關係之研究，1999，都市與計劃，第26卷，第1期，頁79-94。3. 林祖嘉、馬毓駿，2007，特徵方程式大量估價法在台灣不動產市場之應用，住宅學報，第16卷，第2期，頁1-22。4. 林祖嘉、林素菁，2009，住宅次市場定異合理性之探討：因素分析法之應用，都市與計畫，第36卷，第2期，頁133-153。5. 鄒克萬、張秀玲、張曜麟，2002，整合空間統計技術之大量土地估價研究，都市與計劃，第29卷，第3期，頁395-420。6. Anselin, L., Griffith, D.A., 1988, Do Spatial Effects Really Matter in Regression Analysis, Papers in Regional Science, Vol.65(1), pp.11-34.7. Allen, M.T., Springer, T.M., and Waller, N.G., 1995, Implicit Pricing across Residential Rental Submarkets, Journal of Real Estate Finance and Economics, Vol.11(2), pp.137-151.8. Anselin, L., 2001, Spatial Econometrics:A Companion to Theoretical Econometrics, Blackwell, pp.310-330.9. Bajic, V., 1985, Housing-Market Segmentation and Demand for Housing Attributes:Some Empirical Findings, American Real Estate and Urban Economics Association,Vol.13(1), pp.58-75.10. Basu, S., and Thibodeau, T.G., 1998, Analysis of Spatial Autocorrelation in House Prices, Journal of Real Estate Finance and Economics, Vol.17(1), pp.61-85.11. Bourassa, S.C., Hamelink, F., Hoesli, M., MacGregor , B.D., 1999, Defining Housing Submarkets, Journal of Housing Economics, Vol. 8(2), pp.160–183.12. Bourassa, S.C., Hoesli, M., Peng, V.S., 2003, Do Housing Submarkets Really Matter? Journal of Housing Economics, Vol. 12(1), pp.12–28.13. Cliff, A.D., Ord, J.K., Haggett, P., Davies, R.B., Bassett, K.L., 1975, Elements of Spatial Structure: A Quantative Approach, Cambridge Geographical Studies.14. Can, A., 1998, GIS and Spatial Analysis of Housing and Mortgage Markets, Journal of Housing Research, Vol.9(1), pp.61-86.15. Clapp, J.M., Wang, Y.Z., 2006, Defining neighborhood boundaries-Are census tracts obsolete? Journal of Urban Economics, Vol.59(2), pp.259-284.16. Dale-Johnson,D., 1982, An Alternative Approach to Housing Market Segmentation Using Hedonic Price Data, Journal of Urban Economics, Vol.11(3), pp.311-332.17. Fotherinham, A.S., Charlton, M.E., and Brunsdon, C.,1998, Geographically Weighted Regression:A Natural Evolution of the Expansion Method for Spatial Data Analysis, Environment and Planning A, Vol.30(11), pp.1905-1927.18. Fotherinham, A.S., Charlton, M.E., and Brunsdon, C., 2000, Quantitative Geography, Sage.19. Goodman, A.C., 1981., Permanent income, Housing Submarkets within Urban Areas:Definitions and Evidence, Journal of Regional Science, Vol .21(2), pp.175–185.20. Goodman, A.C. and Kawai, M., 1982., Permanent income, hedonic prices, and demand for housing:new evidence, Journal of Urban Economics, Vol .12(2), pp.214–237.21. Goodman, A.C. and Thibodeau, T.G., 1998, Housing Market Segmentation, Journal of Housing Economics, Vol.7(2), pp.121-143.22. Goodman, A.C. and Thibodeau, T.G., 2003, Housing Market Segmentation and Hedonic Prediction Accuracy, Journal of Housing Economics, Vol.12, pp.181-201.23. Goodman, A.C. and Thibodeau, T.G., 2007, The Spatial Proximity of Metropolitan Area Housing Submarkets, Real Estate Economics, Vol.35(2), pp.209-232.24. Grigsby, W., Baratz, M., Galster, G., and Maclennan, D., 1987, The Dynamics of Neighborhood Change and Decline, Progress in Planning, Vol.28(1), pp.1–76.25. Huang, B., Wu, B., and Barry, M., 2010, Geographically and Temporally Weighted Resgression for Modeling Spatio-Temporal Variation in House Prices, Journal of Geographical Information Science, Vol.24(3), pp.383-401.26. Jenks, G.F., 1967, The Data Model Concept in Statistical Mapping, International Yearbook of Cartography, Vol.7, pp.186-190.27. Maclennan,D., and Tu,Y., 1996,Economics perspectives on the structure of local housing markets, Housing Studies, Vol.11(3), pp.387–406.28. Palm, R., 1978, Spatial Segmentation of Urban Housing Market, Economics Geography, Vol.54(3), pp.210-221.29. Rosen,S., 1974,Hedonic Price and Implicit Markets:Product Differentiation in Pure Competition, Journal of Political Economics, Vol.82(1), pp.34-55.30. Raudenbush, S.W. and Bryk, A.S., 2002, Hierarchical linear models: Applications and data analysis methods (2nd ed.), Thousand Oaks.31. Schnare, A., and Struyk, R., 1976, Segmentation in Urban Housing Markets. Journal of Urban Economics, Vol.3(2), pp.146-166.32. Tobler, W.R., 1970, A Computer Movie Simulating Urban Growth in the Detroit Region, Economic Geography, Vol.46, pp.234–240.33. Thibodeau, T.G., 2003, Marking Single-Family Property Values to Market, Real Estate Economics, Vol.31(1), pp.1-22.34. McCluskey, W.J., Borst, R.A., 2011, Detecting and validating residential housing submarkets:A geostatistical approach for use in mass appraisal, International Journal of Housing Markets and Analysis, Vol.4(3), pp.290-318.35. Watkins, C.A., 2001, The Definition and Identification of Housing Submarkets, Environment and Planning A, Vol.33(12), pp.2235-2253.36. Wu, C.S., and Sharma, R., 2012, Housing Submarket Classification: The Role of Spatial Contiguity, Applied Geography, Vol.32(2), pp.746-75637. Yu, D.L., 2006, Spatially Varying Development Mechanisms in the Greater Beijing Area:A Geographically Weighted Regression Investigation, The Annals of Regional Science, Vol.40(1), pp.173-190.38. Zhang, H.L., Zhang, J., Lu, S.J., Cheng, S.W., Zhang, J.H., 2011, Modeling Hotel Room Price with Geographically Weighted Regression, International Journal of Hospitality Management, Vol.30, pp.1036-1043 zh_TW
