基于子市场的住房价格模型研究

1002-2031(2010)10-0061-06传统Hedonic模型常用于住房价格的研究,但是忽略了市场分割问题利用北京市二手房交易数据研究了基于子市场的住房价格模型,运用主成分分析法和聚类分析法,将北京市住房市场划分为四个子市场,并分别对四个子市场建立了Hedonic价格模型住房子市场;住房价格模型;Hedonic价格模型F299.233.5A李文斌(1970!),男,中央财经大学管理科学与工程学院副教授,研究方向为房地产经济学和城市经济学;杨春志(1967!),中国城市科学研究会副研究员,研究方向为区域经济和区域规划;史红(1982!),中央财经大学管理科学与工程学院硕士研究生;郝利波(1982!),中央财经大学管理科学与工程学院硕士研究生教育部人文社会科学基金项目(08JC06)2010-05-312010-06-15,Hedonic,Hedonic,(例如交通学校等)Hedonic,,,Hedonic,,,,,!!!Hedonic,,(收入教育家庭等),,,,,,,,,,,Hedonic,,∀61∀183201010(Straszheim)1975,,,Hedonic,,,(Maclennan),,(Chnare),,,,,(TuandMaclennan),(Rothenberg),,,,,,,,,,,,,(Goodman)∀(DaleJohnson)13510,,,,(Bourassa),,Hedonic,,Hedonic(Adair)9,Hedonic,1994,Hedonic,,,HedonicNewHaven,Hedonic,,HedonicHedonic,ChowTest,1.HedonicHedonic,,(或特征)(或特征)Hedonic,,,,Hedonic,Hedonic!!!,Hedonic:lnP=0+1lnX1+2lnX2∀62∀#∃201010+%+nlnXn+(1)P;Xi;;2.,,,,X,Y1Var(Y1)=Var(l1&Y1)=l1&D(X)l1=l1&∋l1(2):maxl1&∋l1s.t.l1&l1=1(3),l1,,Yi=l1&X,Y1X1,X2,%,Xp;Y2Y1X1,X2,%,Xp,:(1)X,!1(!2(%(!m,!m+1=!m+2=%=!p=0(2)!i∀i,i=1,2,%,m(3)iYi=∀iX,i=1,2,%,m85%,p3.,(或变量),,,,,nX1,X2,%%Xn,p,Xi=(Xi1,Xi2,%%Xip),ixi=(xi1,xi2,%%xip),XiXjdij,:dij=[∋pk=1(xik-xjk)2]1/2(4),,,D(i,j)=min{dij|i)Xi,j)Xj}(5)D(i,j)=max{dij|i)Xi,j)Xj}(6)D(ij)=dij(xi,xj)(7):(1)nn,;(2),;(3),;(4),nn-1;(5)4,;(6),(K-MEANS),,,,,,,,,k,,:(1)!!!,(2)k!!!k,k(3)!!!k,kk(4)k!!!∀63∀#∃201010,k(5):,;,,,,,(3),K-MEANS,,,,SPSS3.ChowTestChowTestF:F∗=(SSR0-(SSR1+SSR2))(SSR1+SSR2)+((N1+N2)-(K1+K2))Min(K1,K2)(8)SSR1,SSR2,SSRc,N1,N2;K1,K2F,(如1%),F,,(SumofSquaresResiduals,SRR),2007,2.7,,,2006,20062007,2684111,11()(P)(DISTRICT),81(TAM)2(CEN)(AREA)(TYPE),(STY),(FLOOR)(PARK)(SUB)(SCH)()10,6,GIS,,,,1.10,2,31974605.638,12256150.721,8481%(即累计方差贡献率),,,,,3,,3!1,!2,,Y1Y2:Y1=0.001AREA+0.413SCH+0.206SUB+0737TAM+0.281PARK+0.406CENY2=-000001TYPE-0.00001STY-0.002AREA-0362SCH+0.099SUB-0.312TAM+0.018PARK+0.873CEN∀64∀#∃2010102ComponentInitialEigenvalues(a)ExtractionSumsofSquaredLoadingsTotal%ofVarianceCumulative%Total%ofVarianceCumulative%Raw131974605.63861.31061.31031974605.63861.31061.310212256150.72123.50184.81012256150.72123.50184.81033947610.2247.56992.38042431511.7934.66297.04251536468.3132.94699.98866109.239.012100.0007.2114.04E-007100.0008.1042.00E-007100.000Rescaled131974605.63861.31061.3102.76934.60934.609212256150.72123.50184.810.92311.53646.14633947610.2247.56992.38042431511.7934.66297.04251536468.3132.94699.98866109.239.012100.0007.2114.04E-007100.0008.1042.00E-007100.0003RawRescaledComponentComponent1212TYPE-.018-.046-.052-.130STY-.002-.043-.004-.096AREA2.991-6.651.038-.084SCH2336.326-1265.887.750-.406SUB1163.616345.792.607.180TAM4167.846-1092.242.939-.246PARK1591.61563.293.774.031CEN2293.0333055.661.596.7942.,K-MEANS,:4Cluster185.000212.0003111.000481.000Valid289.000Missing1.0004,4,85,12,11181,ABCD,11,,,A:,,,,B:C:(包括原崇文区,不含原宣武区)D:Hedonic,,Hedonic5,,,,∀65∀#∃20101015hedonicABCDC9.341123*2.45953111.86878*9.963132*TYPE0.212043*0.281955*0.287976*0.445018*STY0.035487*-0.324175*0.0414280.135678*LOG(AREA)0.543687*0.1031430.256849*0.213108*LOG(SCH)-0.171996*0.269142*-0.009931-0.064144*LOG(SUB)0.077389*0.141715*-0.0076410.035419*LOG(TAM)-0.206584*1.372467*-0.315491*0.060912LOG(PARK)-0.008943-0.238686*0.001018-0.128122*LOG(CEN)-0.001058-0.944985*-0.108974*-0.138946*Hedonic,,,ChowTest,F4.39,5%F(1.92),,,,,,Hedonic,,Hedonic,Chowtest,,,,Hedonic,,Abstract−Usingthesecond-handhousetransactiondata,westudythehousepricemodelbasedonthesubmarket.PrincipleFactorAnalysisandK-meansClusterAnalysisareusedtodefine4housingsubmarketsinBeijing.Weconstructhedonicpricemodelforeachsubmarket.,Keywords−housingsubmarket;housingpricemode;lHedonicPriceModel[1],.[J].,2007(8):26-31[2]Bourassa,S.C.,F.Hamelink,M.HoesliandB.D.MacGregor.DefiningHousingSubmarkets[J].JournalofHousingEconomics,1999(6):160-183[3]Bourassa,S.C.,M.HoesliandV.S.Peng.DoHousingSubmarketsReallyMatter?[J].JournalofHousingEconomics,2003(1):12-28(下转第75页)∀66∀#∃201010,,,,,,,,Abstract−Thisarticleanalyzestheleadingroleofmoderncommerceindustryandexploresitsinnovationanddevelopmentpathinthecontextofitscurrentdevelopmentstatus.Itarguesthatitsleadingroledependslargelyonthesupportfromthegovernmentindustryandcommerceindustryownability.ItalsoproposesthatthedevelopmentofChina.scommerceindustryfaceswiththedemandtoupgrade.Itfinallybringsforwardthatitsleadingroleshouldbere-recognizedandemphasized.,Keywords−expansionofconsumption;moderncommerceindustry;leadingrole;innovationanddevelopmentpath[1]2009[EB/OL].[2]!!!2009[EB/OL].[3],.!!![C].,2009:52[4].[J].,2009(6):69-71[5].[J].,2007(3):43[6].[J].,2006(3):55[7].[C].,2009:117-118(编辑:傅玉;责任编辑:刘嫒君)(上接第66页)[4]Dale-Johnson,D.AnAlternative.ApproachtoHousingMarketSegmentationUsingHedonicPriceData[J].JournalofUrbanEconomics,1982(11):311-332[5]Davidson,R.,J.G.MacKinnon.SeveralTestsforModelSpecificationinthePresenceofAlternativeHypotheses[J].Econometrica,1981(3):781-793[6]Dubin,R.A.,C.H.Sung.SpecificationofHedonicRegressions:Non-nestedTestsonMeasuresofNei