Loading...
|
Please use this identifier to cite or link to this item:
https://nccur.lib.nccu.edu.tw/handle/140.119/111523
|
Title: | 異常住宅價格檢測與處理之研究-以個別估價觀點分析 The study of singular residential price detection and management - with the valuations by appraisers` perspective |
Authors: | 高裕政 Kao, Yu Cheng |
Contributors: | 林沛靜 江穎慧 Lin, Vickey Pei Jing Chiang, Ying Hui 高裕政 Kao, Yu Cheng |
Keywords: | 異常點 特徵價格模型 個別估價 實價登錄 不動產資訊透明 住宅價格申報不實 Outliers Hedonic price model Appraiser Real price registration Transparency of real estate information False declaration of house price |
Date: | 2017 |
Issue Date: | 2017-07-31 11:17:08 (UTC+8) |
Abstract: | 國內近年來有許多文獻在進行特徵價格模型預測時,避免樣本中存在異常點會造成模型估計值產生偏差,會使用統計軟體進行異常點檢測,但皆是直接將檢測出的異常點刪除,未加以著墨探究這些異常點的特徵結構、成因及特色等。因此,本研究透過統計檢定方法,探討刪除異常點前後整體樣本的特徵結構變化,並以個別估價觀點加以探討住宅交易樣本異常點的成因與特色,藉此歸納出實價登錄資料未揭露的重要特徵,以及迴歸模型搜尋疑似申報不實案件之可行性。
透過敘述統計及樣本結構差異檢定結果發現,異常樣本的離散程度相對原始樣本與正常樣本較大,且經過刪除異常點的正常樣本特徵結構差異程度縮小;異常點的形成可能受到區位變數無法反映實際情況及樣本群聚程度影響,也可能因模型未納入某些重要的特徵變數,而使隱含該變數的樣本被判斷為異常點;異常樣本與正常樣本的成交總價、土地坪數、建物坪數、總樓層、所在樓層及屋齡等變數平均數、變異數及中位數有顯著差異。
藉由個案分析結果歸納,可能因異常個案的住宅屬性存在整幢大樓住商混合使用、特殊鄰居、附屬建物占比過高、高總價豪宅產品、都更效益、增建效益、裝潢效益、約定專用空間效益、樓層高度挑高、獨特視野景觀或特殊區位條件;外部環境存在鄰近嫌惡設施或迎毗設施;交易情況存在買方身分特殊之影響,但受限於實價登錄未要求登載並揭露這些特徵,故模型未考量這些因素對價格的影響,使得模型可能將隱含這些特徵的樣本判斷為異常點,並進而影響模型預測結果。另外也發現,實價登錄資料存在登載錯誤及價格申報不實的情況,且可能被模型判斷為異常點。 Many literatures use statistics-way to detect outliers in preventing any extreme deviation in hedonic price model prediction. Nevertheless, deleting the outliers instead of investigation into the structures, causes and features. Hence, this thesis studies the feature structures variation of the sample before and after deleting the outliers and with the valuations by appraisers’ perspective to inquire into the factors and features of the outliers in residential transactions. Thereby to summarize the significant features that are not disclosed by real price registration and feasibility in searching the possible false declaration of price by regression.
Through descriptive statistics and sample structural difference parametric and nonparametric test shows the discreteness level of singular (outliers only) samples is greater than the primary (outliers including) and normal (outliers deleting) samples and the feature structure variation lessened after deleting the outliers in normal samples. The formation of outliers may be influenced by location variable not able to reflect actual circumstances and level of clustering in samples. Maybe some significant variables are not subsumed into the model, which leads to the judgement of samples with this variable to be outliers. The mean, variance and median in total traded price, land size, building size, total floors, exact floor and house age of singular samples are notably different with normal ones.
With the analysis of cases, the possible reasons may be residential and commercial mixed-use in building, peculiar neighbors, high proportion of accessory building, luxury houses, urban renewal benefits, building addition benefits, interior decoration benefits, agreed space benefits, high-ceiling benefits, unique view or location, YIMBY and NIMBY property in environment and special relationship between the buyer and seller. Nevertheless, due to the nondisclosure of these features in real price registration that the model does not take these into consideration. That leads to the judgement of samples with these features as outliers and affects the model prediction. Also the registration error and false declaration in price may also be judged as outliers. |
Reference: | 中文參考文獻 王彤、何大衛,2002,「醫用線性迴歸模型多個異常點診斷及穩健估計方法」,『中華疾病控制雜誌』,6(4):338-340。 江穎慧,2009,「不動產自動估價與估價師個別估價之比較-以比較法之案例選取、權重調整與估值三階段差異分析」,『住宅學報』,18(1):39-62。 呂秀英,2000,「離群值鑑定方法應用於作物區域試驗穩定性分析之例釋」,『中華農業研究』,49(2):36-48。 林秋瑾,1996,「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。 林秋瑾、楊宗憲、張金鶚,1996,「住宅價格指數之研究-以台北市為例」,『住宅學報』,4:1-30。 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』,16(2):1-22。 林震岩,2007,『多變量分析:SPSS操作與應用』,台北:智勝文化。 袁淑湄,2016,「新推個案房價指數分析-產品趨勢、異常點與結構轉變」,國立政治大學地政系博士論文。 張怡文、江穎慧、張金鶚,2009,「分量迴歸在大量估價模型之應用-非典型住宅估價之改進」,『都市與計劃』,36(3):281-304。 張金鶚、楊宗憲、洪御仁,2008,「中古屋及預售屋房價指數之建立、評估與整合—台北市之實證分析」,『住宅學報』,17(2):13-35。 陳奉瑤、楊依蓁,2007,「個別估價與大量估價之準確性分析」,『住宅學報』,16(2):67-84。 陳相甫、張金鶚、江穎慧,2011,「住宅品質變化對房價影響之研究-以台北都會區新推個案為例」,世界華人不動產學會2011年會。 彭建文、楊宗憲,2007,「自動估價系統對不動產估價師之潛在衝擊分析」,『住宅學報』,16(1):79-98。 楊宗憲,2003,「住宅市場之產品定位分析-建商推案行為之研究」,『住宅學報』,12(2):123-139。 楊宗憲、蘇倖慧,2011,「迎毗設施與鄰避設施對住宅價格影響之研究」,『住宅學報』,20(2):61-80。 楊宗憲、林沛靜、江穎慧,2016,「104年度編制住宅價格指數並定期發布(IV)」,內政部營建署委託資訊服務案成果報告。 薄喬萍,2008,『多元迴歸分析:影響點偵測與缺適性檢定』,台北:四章堂文化。 謝雨生、鄭宜仲,1998,「多元迴歸分析中特異值的診斷與處理」,『農業推廣學報』,15:177-197。 謝博明,2015,「住宅次市場界定及住宅價格空間分析:以新升格之台南市為例」,『住宅學報』,24(1):29-54。 龔永香、江穎慧、張金鶚,2007,「客觀標準化不動產估價之可行性分析-市場比較法應用於大量估價」,『住宅學報』,16(2):23-42。 外文參考文獻 Aguinis, H., Gottfredson, R. K. and Joo, H., 2013, “Best-Practice Recommendations for Defining, Identifying, and Handling Outliers”, Organizational Research Methods, 16(2): 270-301. Belsley, D. A., Kuh, E. and Welsch, R. E., 1980, Regression Diagnostics: Identifying Influential Data and Sources of Collinearity, New York: Wiley. Cook, R. D., 1977, “Detection of Influential Observations in Linear Regression”, Technometrics, 19(1): 15-18. Cook, R. D. and Weisberg, S., 1982, Residuals and Influence in Regression, New York: Chapman and Hall. Detweiler, J. H. and Radigan, R. E., 1999, “Computer-Assisted Real Estate Appraisal: A Tool for the Practicing Appraiser”, The Appraisal Journal, 67(3): 280-286. Dell, G., 2004, “AVMs: The Myth and the Reality; the Problem and the Solution”, Valuation Insights and Perspectives, 9(3): 12-17. Fisher, J. D., 2002 “Real Time Valuation,” Journal of Property Investment and Finance, 20(3): 213-221. Hoaglin, D. C. and Welsch, R. E., 1978, “The Hat Matrix in Regression and ANOVA”, The American Statistician, 32(1): 17-22. Hawkins, D. M., 1980, Identification of Outliers, New York: Chapman and Hall. Hampel, F. R., Ronchetti, E. M., Rousseeuw, P. J. and Stahel, W. A., 1986, Robust Statistics: The Approach Based on Influence Functions, New York: Wiley. Haurin, D., 1988 “The Duration of Marketing Time of Residential Housing”, AREUEA Journal, 16(4):396-410. Hadi, A. S. and Simonoff, J. S., 1993, “Procedures for the Identification of Multiple Outliers in Linear Models”, Journal of the American Statistical Association, 88(424): 1264-1272. Lancaster, K. J., 1966, “A New Approach to Consumer Theory”, The Journal of Political Economy, 74(2): 132-157. Rosen, S., 1974, “Hedonic Prices and Implicit Markets: Product Differentiation in Pure Competition”, The Journal of Political Economy, 82(1): 34-55. Stevens, J. P., 1984, “Outliers and Influential Data Points in Regression Analysis”, Psychological Bulletin, 95(2): 334-344. Turkan, S., Cetin, M. C. and Toktamis, O., 2012, “Outlier Detection by Regression. Diagnostics Based on Robust Parameter Estimates”, Hacettepe Journal of Mathematics and Statistics, 41(1): 147-155. |
Description: | 碩士 國立政治大學 地政學系碩士在職專班 103923005 |
Source URI: | http://thesis.lib.nccu.edu.tw/record/#G0103923005 |
Data Type: | thesis |
Appears in Collections: | [地政學系] 學位論文
|
Files in This Item:
File |
Size | Format | |
300501.pdf | 1588Kb | Adobe PDF2 | 497 | View/Open |
|
All items in 政大典藏 are protected by copyright, with all rights reserved.
|