笔记本电脑特征价格指数的实证研究_基于非线性Hedonic模型实证分析

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*———Hedonic:(1977),,,、、;(1984),,,;(1987),,,。:。,,———。、Hedonic,Box-CoxHedonic,———(HPI)。:;;Hedonic;;Box-Cox*。:;:、。。1,,,。[2],2008,17134,7.3%,,。,600。20121000。,。,,,。,,,。,,,,。(HedonicPriceIndex,HPI),“”,,,。,,“”“”。,、、、,,,,、。,,、,。50--“”。,。,HPI、,,。,,。230Court[3]“HedonicPriceIndexeswithAuto-mobileExamples”,。60Griliches[4]Hedonic。,Lan-caster(1966),Lan-caster。,Lancaster,“”,,,(、),,。,,。Rosen[5]Lancaster,Lancaster,。,Rosen,,、。,,[6],,、(2004),。、[7],、、,,“”,。,,。[8],;,、[9]。、[10][11]20051200612,,。,,,:,(、、)(、、),,(2007,2008)《》Hedonic。(,):(1);(2),,,,,;(3)Box-Cox,,Hedonic;(4),,。33.151--,:(1),;(2),He-donic;(3),,;(4)Hedonic,Box-CoxHedonicHedonic,。。LauriceBhattacharya(2005),。Griliches(1967)Box-Cox,,。,,。BoxDraper(1969),,Box-Cox,,。RaimondMaurer,MartinPitzer,SteffenSebastian(2004),Box-Cox,,,Box-Cox。,,,。3.2IT2009[17],,:(31.6%)、(18.6%)、(9.9%)、(9.8%)、(8.2%)、(6.1%)、(3.4%)、(2.9%)、(2.4%)。992.9%,1.7%,0.8%,0.68%,0.4%。96.5%,Hedonic。、ITIT16820091913。9,580,176(1-362、5658),177(4-654、6063),227(7-972、6689)。3.3,,,、。,,。3.3.1,,,、(2007),、、、、、、,、、、、、。,,,Hedonic。3.3.2,、、、,,。[17],,36%52--。,13%。4%,。14.1,65.6%;2,19.5%,;,66.8%。,、、、、、;,;,13;,、;,、、、。3.3.3SPSS15.0,,1,2(P),Hedonic。,,、,X1、X2、X3。,,,,。,0.392,0.000,,0.558,0.000,。,,,。1:**α=0.01;*α=0.05。,,,,,1,C1,C1=1,,C1=0,。,,,,1,C2,C2=1,2,C2=0,、。,,,,、,,2,C3C4,C3=1,,C3=0,,C4=1,,C4=0,,C3=1,C4=1;C3=0,C4=0。,,,,1,C5,C5=1,,;“”,,,,1,C6,C6=1,,。,,,、、,31.6%、18.6%、9.9%,60%,,3,C7、C8C9,C7=1,,C7=0,C8=0,C8=1,,C9=0,C9=1,,C7=1,C8=1,C9=1;C7=0,C8=0,C9=1;C7=0,C8=1,C9=0;=0,=1,=1。Pearson(GHZ)0.275(**)0(GB)0.474(**)0(GB)0.256(**)0(kg)0.0530.197()-0.0190.64353--2,、、4,,,,。,、、、12,2。4Hedonic4.1Hedonic:、,Hedonic。(2):lnPtk=βt+Ni=1ΣaiXtik+εtk(1)t=1,…,T;k=1,…,Kt,Ptktk,Xtiktki,βt,εtk,ai,i。Hedonic,:,ai“”“”。“”,“”“”。[12]4.2Hedonic,[12]:Xtik,。Box-Cox,(,)SPSS15.0Hedonic,,、(,)R2:0.515、0.600、0.587。,。,,Hedonic,,HedonicHedoniclnP=8.581+0.144X2-0.305C1-0.238C2-0.067C4+0.325C5+0.110C6-0.139C7HedoniclnP=8.467+0.207X2-0.354C1-0.155C2+0.393C5+0.128C6HedoniclnP=8.433+0.110X1+0.124X2-0.321C1-0.265C2+0.249C53ln(P)Kolmogorov-Smirnov1,。(,),Kolmogorov-Smirnov,()1、(GHZ)2、(GB)3、(GB)4、5、6、X1X2X3C2C3C47、C18、9、C5C610、11、12、C7C8C9Kolmogorov-Smirnov1.7021.1291.300P0.0060.1560.06854--SPSS15.0,3,,Hedonic,ln(P)0.05。,()。Box-Cox。15Box-CoxHedonic5.1Wallace(1996),。。,,,,jn。2,,P1=h(x1,x2)P2=h(x1,x2)x1x2,,,x1x2。p1(p2),,,。tEtF;LK,uL(u′L)uK。Rosen(1974)Wallance(1996),,,,2AA′。[19]2。AA′,,,。,,,,,,Box-Cox。25.2Box-Cox,Y=Xβ+ε(2)(yi,xTi),i=1,2,Λ,n,(2),、、。,。,———Box-Cox(1964BoxCox)。,,。,Box-Cox,Box-Cox,。Y=(y1,y2,Λ,yn)55--,YW=Y(λ)=Yλ-1λ,λ≠0lnY,λ=≠≠≠≠≠0(3)YBox-Cox。,(λ=0),(λ=-1)(λ=1/2)。W=Y(λ):W=Y(λ)=Xβ+ε(4)ε~N(0,σ2I)Xn×(p+1),εn×1E(εε′)=σ2I,λ,λ缀(-3,3),λ,,。(4),,,BoxCox(4),Ya,Y+a>0,(4)W=Y(λ)=((Y+a)(λ)-1)/λ,λ≠0lnY,λ=≠0(5)5.3Hedonic5.3.1HedonicBox-Cox,,Hedonic(Box-Cox)P(λ)=a0+3i=1ΣaiXi+9j=1ΣbjCj+ε(6)(5)(7),P(λ)=Pλ-1λ,λ≠0lnP,λ=Σ≠≠≠≠0。λ=0,(6)(1),;λ≠00,,,、。5.3.2HedonicAtkinsonBox-Coxλ0,。(6),λH0:λ=λ0圮H1:λ≠λ0(7),Atkinson(1973,1982)Atkinson,Score,,(1991),,Atkinson。Box-Cox(6),λ(7)AtkinsonTAλ0=-eTW(λ0)eZP(λ0)σA[eTW(λ0)eW(λ0)]1/2:t(n-p-1)(8)eW(λ0)=QW(λ0),W(λ0)=坠P(λ)坠λ|λ=λ0,Q=In-X(XTX)-1XT,eZP(λ0)=Q(ZP)(λ0)(ZP)(λ0)=P(λ0)G(P)λ0-1,G(P)=P1…Pnn姨P,Inn×n,X=[1n,X1,X2,X3,C1,C2,…,C10],1n1n×1,P(λ0)(3)(5),σ2A=eTP(λ0)eP(λ0)-[eTW(λ0)eP(λ0)]2eTW(λ0)eW(λ0)姨姨/(n-p-1),n,p。λ0=1,(7)H0:λ=1圮H1:λ≠1(9),Wi(λ0)=坠Pi(λ)坠λ|λ=1=Piln(Pi)-Pi(G(P)+1),eZP(1)=Q(ZP)(λ0=1)=QP(λ0=1)。5.3.3HedonicAtkinsonAtkinson,56--Atkinson(1973,1982)。(6),λAtkinsonλA=λ0-[eTW(λ0)eP(λ0)][eTW(λ0)eW(λ0)](10),eW(λ0)=QW(λ0),eP(λ0)=QP(λ0)。5.3.4Hedonic(6),,G(P),P,10000,,(9),Atkinson(8),Matlab7.0(B.)Atkinson,4,t,0.05,z0.975=1.96t0.025(n-p-1),4,H0:λ=1,PBox-Cox,(6)。4λAtkinson,0,,,,λA≈-1/2。HedonicP(-1/2)=a0+3i=1ΣaiXi+9j=1ΣbjCj+ε(11)(11)P=[1-0.5(a0+3i=1ΣaiXi+9j=1ΣbjCj+ε]-2(12)(12)P=[1-0.5(a0+3i=1ΣaiXi+9j=1ΣbjCj]-2(13)4Atkinson6Hedonic6.1(11)(13)、、Hedonic,,。,,95%T,VIF(),DW,,、、HedonicR20.620、0.635、0.663、0.656,0.610、0.612、0.668、0.616,47,,(15)AIC(AkaikeInformationCriterion)BIC(BayesianInformationCriterion)(1),Kolmogorov-Smirnov,5。,(11)(1)。5P(-1/2)Kolmogorov-Smirnov(11),,12,,、、、、、(),、,;、,。,,、、、、5。,(11)(1),,Ta(1)-37.2742-20.7940-17.1462-21.7152λA-0.4121-0.4709-0.3675-0.3084^Kolmogorov-Smirnov1.1080.6490.747P0.1720.7940.63257--Hedonic,,(13),HedonicP0=[1-0.5(1.971+0.002x2-0.004c1-0.002c2+0.005c5+0.002c6]-2HedonicP1=[1-0.5(1.970+0.001x2+7.36×10-6x3-0.002c1-0.004c2-0.002c3+0.004c5+0.002c6]-2HedonicP2=[1-0.5(1.971+0.001x2+6.56×10-6x3-0.004c1-0.003c2+0.003c5+0.001c6-0.001c7]-26.2Hedonic,(HPI),(LPI)、(LCPI),(PPI),(PCPI)(FP)。,,(2)(8),,,,610。6(:)7(HPI)2009[20],。。,66159。6,7539,22.41%,,6271,,,,7。7,Hedonic,,,Hedonic,7-89,,“”,,。,,10,,。,,,Hedonic。7Hedonic,,,:(1)(),;(2)Hedonic;(3)Box-Cox,;(4)HedonicHedonic,,,。()769272397038732175396772718162716138()100%94.11%97.22%HPI100%102.98%89.83%HPI100%87.33%97.88%58--,(HPI):(1);(2)Hedonic,,;(3)。;(4)Hedonic,Hedonic;(5)Hedonic。,,Hedonic。Hedonic,,,Hedonic[12],(CPI),CPU,。,,,、,。,,Hedonic。,。[1].——[D],,2007,(04).[2].2009[EB/OL].[3]Court.A.T.TheDynamicsofAutomobileDemand[M].NewYork:GeneralMotorsCorporation,1

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