政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/60792
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  全文筆數/總筆數 : 113311/144292 (79%)
造訪人次 : 50940388      線上人數 : 947
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
搜尋範圍 查詢小技巧：
  • 您可在西文檢索詞彙前後加上"雙引號"，以獲取較精準的檢索結果
  • 若欲以作者姓名搜尋，建議至進階搜尋限定作者欄位，可獲得較完整資料
    •  進階搜尋


    請使用永久網址來引用或連結此文件: https://nccur.lib.nccu.edu.tw/handle/140.119/60792


    題名: 分量迴歸在大量估價模型之應用—非典型住宅估價之改進
    其他題名: Quantile Regression Analysis of Residential Mass Appraisal Models-Improvement in Atypical Housing Appraisal
    作者: 張怡文;江穎慧;張金鶚
    Chang,Yi-Wen;Chiang,Ying-Hui;Chang,Chin-Oh
    貢獻者: 政大地政系
    關鍵詞: 不動產估價;大量估價;分量迴歸;非典型住宅
    Real estate appraisal;Mass appraisal;Quantile regression;Atypical housing
    日期: 2009-09
    上傳時間: 2013-09-13
    摘要: 隨著國內不動產市場M型化推案趨勢，非典型住宅（如：高總價豪宅和低總價小套房）類型逐漸增多，對於此類型產品的估價精準度也需要提升。從過去研究發現，最小平方迴歸估計忽略各特徵屬性對價格條件分配的差異。本研究乃以分量迴歸方法建立住宅大量估價模型，藉以瞭解住宅特徵對於不同價格分量的差異，實證結果發現以最小平方迴歸模型估計相較於分量迴歸，對於一樓、頂樓、車位、區位等變數有高估或低估的情形。比較估值模型預測精確度，本文透過30次重複實驗，發現分量迴歸對於兩側尾端樣本有較佳的預測能力。從實證方法而言，本文改進以最小平方迴歸模型對兩尾端價格高估或低估問題；就實務應用方面，隨著不動產產品差異度增加，以及新版巴塞爾協定(Basel Ⅱ)實施對不動產價值更新的需求，分量迴歸模型可提升兩尾端估計精確度，並提供住宅大量估價系統另一種資產重估方法。
    Analysis of the current domestic trend of residential types shows that high-priced and low-priced dwelling units are gaining popularity. Thus, the estimation of popularity of these two classes of residence should be made more precise. Because ordinary least square regression cannot signify the variation caused by different quantile functions of a conditional distribution, this study estimates the housing price by quantile regression. The models are compared with ordinary least square regression and quantile regression. Empirical results reveal that the distributions of some variables, such as first floor, top floor, parking lot, location, are different between the two models. These differences are easily underestimated or overestimated when applying ordinary least square regression. Results of hit rate and mean absolute percentage error based on 30 repeated experiments using random sampling indicate that quantile regression estimates more accurately than ordinary least square regression on two-tailed distribution. For mass appraisal applications, a quantile regression advances the estimate on two-tailed price, and provides a new method for asset reevaluation of banks.
    關聯: 都市與計劃, 36(3), 281-304
    資料類型: article
    顯示於類別:[地政學系] 期刊論文

    文件中的檔案:

    檔案 描述 大小格式瀏覽次數
    281304.pdf1267KbAdobe PDF21094檢視/開啟


    在政大典藏中所有的資料項目都受到原著作權保護.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - 回饋