實施十二年國民基本教育，目的是為促進學生五育均衡發展，兼顧國中學習品質及日常生活表現。由於各校對成績的評分標準與評分方式皆不相同，因此如何使在校成績採計達到公平性將成為一項重要的問題。 戴岑熹(2011) 考慮了國中在校綜合學科分數與基測總分間的相關性，以決定在校各學科的權重。而本研究延伸其概念與方法，將基測各科量尺分數考慮進來，於在校綜合學科分數與基測綜合量尺分數的關聯性最密切的情況下，分析各學科權重的取決方式，希望能找出較理想的模式來代表學生在校三年的整體學習表現與成果，以做為免試升學採計在校成績的參考與依據。 本文的研究方法是運用典型相關分析的理論，但因權重的限制條件與傳統典型相關分析的要求不同，因此，便將其命名為「類典型相關分析」。在類典型相關分析中，我們證明了在校各學科分數及基測各科量尺分數的最佳權重，可先透過典型相關分析求得典型相關向量，若有必要的話，使用Rao-Ghangurad 方法加以修正，最後，再將所獲得的非負典型相關向量正規化，即可獲得所要的結果，這是一個求最佳權重向量極便捷的途徑。在實例分析方面，我們發現了一個有趣的現象，即在校學科分數與基測考科量尺分數的最佳權重向量相當接近，即名稱相同的學科與考科幾乎有相同的權重。在比較了幾個權重分配方式不同的在校綜合學科分數後，我們也發現一般學校常用的等加權模式，其表現結果也頗優異。 / The purpose of implementing the twelve-year compulsory education is to promote the balanced development of learning in students, taking into account their learning quality and normal daily performances in school. As the evaluation standard and method vary among schools, achieving fairness in calculating in-school grades has become an important issue. Dai (2011) considered the correlations between the scores of in-school academic performance and the total score of the BCTEST for junior high schools, which decided to the weightings of all learning subjects. This study extended his concept and method, and took into account the scale scores of all learning subjects. In the closest case of the weightings of all learning subjects and find out the correlations between the scores of in-school academic performance and the BCTEST, and analyse the weightings of all learning subjects. We hope the study can find a better approach that can not only reflect students’ learning situations and achievements for the three years in school but also provide a reference for the evaluation of entering senior high schools without entrance examinations. The research method in this paper employs the theory of canonical correlation analysis.However, due to that fact that weight restrictions are different from the requirements of canonical correlation analysis, it is named as the canonical correlation analysis type approach. In the canonical correlation analysis type approach, we proved that the optimal weights for school subject score and test subject score scales can be obtained by finding the canonical correlation vectors using canonical correlation analysis. Then the Rao-Ghangurad method can further be used for amending, if needed. Finally, the nonnegative canonical correlation vectors generated would be normalized to get the desired result. It is an extremely convenient way to obtain the optimal weight vector. In the case study, we found an interesting phenomenon as follows: When the optimal weight vectors for school subject score and test subject score scales were very close, subjects and tests of the same name had almost the same weight. After comparing several comprehensive school subject scores of different weight distribution, we also found that the results of the equal weighting model commonly used in schools also showed quite good results.

教師回饋在學生的寫作過程中是很重要的，所以如何給予有效的回饋是個值得探討的議題。這個研究是在評估老師的書面回饋對於高中生多次文稿英文寫作練習的成效。桃園市某所國立高中的高三學生，一班共36位 (男生27位，女生9位) 參與這項為期從2007年九月到2008年一月的研究。教師回饋的方式是在第一次文稿上給予代號批改及評語，在第二次文稿上直接寫上正確答案及評語，在第三次文稿上直接給予答案並附上評語。老師不會在每次的文稿上評分，而學生在繳交改寫的文稿時要附上心得單。這項研究包含敘述文體的前測及後測、兩份參與者對教師回饋的問卷、及參與者的訪談。研究結果如下：第一，這種教師回饋對於整體的寫作品質上的進步有所貢獻。第二，雖然這樣的教師回饋對於整體的寫作正確度上沒有明顯的改善，但在時態及標點符號方面卻有正向的影響。第三，參與者對於這樣的教師回饋抱持著正面的態度。最後，討論此研究在教學上的意涵及對未來研究的建議。 / Teacher feedback is important in students’ writing process, so how to give effective teacher feedback is an issue worth investigation. The present study assessed the effect of teacher written feedback on high school students’ multi-draft English writing practice. A class of 36 seniors (27 boys and 9 girls) in a national senior high school in Taoyuan City participated in this study from Sep. 2007 through Jan. 2008. The teacher feedback was to give coded correction and comments on Draft 1, to offer direct correction and comments on Draft 2, and to provide direct correction and comments on Draft 3. Grades were assigned randomly and the participants had to submit cover sheets in revision. The study included the pre-test and the post-test on narrative writing, two questionnaires on the participants’ perceptions of the teacher feedback, and interviews. The results are as follows: First, this teacher feedback contributed to significant improvement in the overall writing quality. Second, this teacher feedback yielded no significant difference in the overall writing accuracy, but it had some positive effect on tense and punctuation. Third, the participants took a positive attitude toward this teacher feedback. Finally, some implications for teaching and suggestions for future research were discussed.

臺灣地區過去三十年來，經濟發展快速，國民生活水準亦大幅提升，在各界戮力為經濟打拼，使我國經濟大幅起飛的同時，我們的社會發展卻在重經濟以及社會變遷影響下，逐漸產生一些可能阻礙社會整體健全發展的不正常現象，導致各種社會問題隨之出現，成為社會進步及創造優質生活的絆腳石，為提供政府及民間相關單位制訂或研擬社會問題防制政策時參考，本研究乃以「文獻法」、「主觀經驗法」及「主成份分析」，編製我國社會警報指標，以一數量化指標綜合評量我國社會問題潛在發展趨勢，並以「顯著水準法」訂定警戒線及對各年超過警戒線者發布警報訊號。 依據社會警報指標各領域社會問題警報分析結果， 87年各項社會問題警報速度超過「輕警」者有「家庭問題」及「犯罪問題」等二領域，尤其是「犯罪問題」更超過巨警，若綜合全體社會問題而言，87年綜合警報速度較前幾年緩和；另就近三年各領域社會問題警報速度觀察，平均較前三年快者有「家庭問題」、「犯罪問題」、「貧富不均問題」及「環境問題」等四領域，惟全體社會問題綜合結果，速度略緩。 / Exertion of the people has promoted the growth of the Taiwan economy for over three decades. However, social dysfunctions, resulted from all the emphases at the economic growth and the changes of the collective values, could have obstructed the development of the society as a whole. In order to served as the references in making social policies related, this study tries to organize "the Taiwan Social Warning Indicators" by statistic methods, such as literature search, subjective experience, and principal component. These quantitative indexes are expected to evaluate the potential tendency of the social issues in Taiwan. On the other hand, the statistical significance method is also applied to establish the warning lines and issue the warning signs when the annual increase rate of the indicator's value－the warning speed－ of the social issues are cross the warning line. In accordance with the analysis results of the social warning indicators in this study, the increase of warning speeds of the Taiwan social issues in 1998 regarding "family" and "crime" exceed the level of "light warning". The warning speed of the "crime issue" even exceeds the level of "extremely serious warning" among all. Furthermore, the warning speed of the comprehensive social issues in the same year is estimated at increasing more lightly than those of those issues in last few years. Another finding on the warning speeds of social issues in different fields is that the result of such a research from 1996 to 1998 is much worse in average on "family issue", "crime issue", "unequal fortune distribution issue", and "environmental issue" than that on the same issue from 1993 to 1995. But the warning speed of the social issues as a whole from 1996 to 1998 increases more slowly than that from 1993 to 1995.

The use of transformation can usually simplify the analysis of data, especiallywhen the original observations deviate from the underlying assumption of linearmodel. Box-Cox transformation receives much more attention than others. Inthis dissertation, we will review the theory about the estimation, hypotheses test on transformation parameter and about the sensitivity of the linear model parameters. Monte Carlo simulation is used to study the performance of the transformation. We also display whether Box-Cox transformation makes the transformed observations satisfy the assumption of linear model actually.

我國自1996年起開始試辦綜合高中，迄今已有十餘年。試辦綜合高中的目的在於促使我國後期中等教育能在高中、高職之外，提供另一條不同的選擇進路，俾使學生得以適性發展，學得多方面的知識，達到適性教育的目標。過去國內關於綜合高中分流政策的研究，大都集中在探討綜合高中的辦學績效和實施困難，而非該政策對學生學習成就的影響之探討。有鑑於此，本研究進一步探討：（1）哪些因素會影響國中畢業生選擇就讀普通高中和綜合高中學術導向組；（2）就讀綜合高中的學生，其學生學習成就是否優於就讀一般高中或高職；（3）綜合高中的課程分流政策是否能減少教育階層化的產生。 原始資料取自臺灣教育長期追蹤資料庫（Taiwan Education Panel Survey）公開使用版中的第一波到第四波國中追蹤樣本資料，並使用傾向分數配對法（Propensity Score Matching）探討上述三個研究目的。研究結果發現：(1)控制其它相關因素之後，過去學習成就和家庭社經背景愈佳者，愈有可能就讀普通高中及綜合高中學術導向組；(2)在學生學習成就表現上，就讀綜合高中的學生並不比就讀一般高中或高職的學生來得好；(3)綜合高中分流政策和制度性分流一樣，都會產生教育階層化現象。最後，本研究說明本研究結果對綜合高中分流政策的意涵，及提出研究建議供後續研究之用。 / Since 1996, Taiwan government launched the policy of Comprehensive High School (CHS) to relax the traditional system of curriculum tracking at the level of the senior secondary education. A number of studies and on-site evaluation reports on CHS have been made. So far, these studies and reports focused on exploring the performance of comprehensive high schools and difficulties in implementation of the policy. No evaluation of the impacts of the CHS policy on student achievement has yet been done. The purpose of this study is to examine the effects of the CHS policy on students’ achievement in the upper secondary education in Taiwan. This study attempts to answer the following research questions: (1) What factors influence junior-high school graduates’ decision on attending general high schools, and the academic track in comprehensive high schools? (2) Do students enrolling in comprehensive high schools perform better academically than those enrolling in general or vocational high schools? (3) Do curriculum tracking in comprehensive high schools enhance or reduce inequality in educational achievement? Using the data from the public released core panel data of the Taiwan Education Panel Survey (TEPS) in 2001, 2003, 2005, and 2007, this study employs the method of propensity score matching (PSM) to estimate the average treatment effect of CHS policy on student achievement. All results of PSM analysis indicate that (1) all else being equal, students with higher prior student achievement and better socio-economic backgrounds have more opportunities to enroll in an academic track, including senior high schools and the academic track in comprehensive high schools, than those with lower level of prior achievement or socio-economic backgrounds; (2) for those enrolled in comprehensive high schools, there is virtually no gain in student achievement from the CHS policy; and (3) tracking in comprehensive high schools produce inequality in educational achievement, which is similar to tracking between general and vocational high schools. Finally, the present study discusses the implications of the CHS policy and suggests directions for future research.

自1990年代中期，隨著環保、消費者權利、童工…等這些議題被廣泛檢討，越來越多人同意各別公司與整個社會是價值共享且相互依存的，若要達到共存共榮的理想，則公司必定要將社會責任融入其自身追求競爭力和商業策略的核心架構中。企業社會責任(Corporate Social Responsibility)並無公認標準，但一般泛指企業除了追求股東的利益極大化外，還必須兼顧員工、顧客、供應商、合作夥伴、社區團體、環境…等。 道瓊永續性指數(Dow Jones Sustainability Index)為現今資本市場衡量企業社會責任的標竿指數，而企業名列在被大眾認可的永續性指數上，就是企業可以傳達給利益相關者(stakeholders)，表明他們注重企業社會責任的訊號之一。藉由研究企業被涵蓋在聲譽卓著的永續性指數之內是否能為股東創造價值，本論文將探討企業永續發展和企業價值之間的複雜關係。 本研究利用傾向分數配對法(Propensity Score Matching)，降低進入與退出道瓊永續性指數這兩組公司間的異質性，以求得出的結果較不受公司規模、財務槓桿、產業等外在其他因素干擾。將2002至2009年間的樣本數配對後，以道瓊永續性指數作為企業社會責任之代理變數，以累積異常報酬率(Cumulative abnormal return)代表為股東創造之財富，我們追蹤資本市場對於企業進入和退出道瓊永續性指數的反應，來探討股東是否認同公司參與企業社會責任是創造價值之行為。 本研究結果顯示如下: 第一、當企業被加入道瓊永續性指數時，該企業之股東將獲得正向且顯著性的累積異常報酬率，這代表名列著名的的永續性指數是一個股東認可，且企業應追尋的目標。第二、當企業被道瓊永續性指數剔除時，該企業之股東將獲得負向但不顯著的累積異常報酬率。因此我們至少可以推論，從事企業社會責任活動，並不會破壞企業整體之價值。 / Corporate social responsibility (CSR) gradually becomes an important corporate strategy to every company in the worldwide economy. The social performance of a firm can shape the images to key stakeholders, no matter they are employees, suppliers, customers or investors, and influence decision making and relationships with the firm in the later stage. While corporations are busy engaging and enhancing CSR practices, there are few established empirical research on CSR effects and relevance in the capital markets. Hence, my thesis explores the relationship between corporate sustainability and firm value by asking whether membership on a recognized sustainability index is value generating. As stakeholders are urging that firms demonstrate their commitment to sustainability, one signal that companies can send to stakeholders to indicate that they are sustainable is membership on a recognized sustainability index. My research investigates this issue by tracing the market reaction to corporate entries and exits from Dow Jones Sustainability Index, recognized as a CSR benchmark, between 2002 and 2009. Instead of using regression models, I employ a propensity score matching (PSM) pairs design to overcome heterogeneity between different firms. My thesis highlights two main findings: a significant share price rising trend in cumulative abnormal returns (CAR) of the samples under the addition situation, suggesting that inclusion on the Dow Jones Sustainability Index (DJSI) is a goal that firms should pursue. Another is an insignificant negative stock market reaction while firms are removed from the DJSI, and I can draw from the results that, at the very least, adopting CSR doesn’t deteriorate the value of the firms. Our results suggest that the benefits of being included on the DJSI outweigh or equal to the costs associated with applying a membership on DJSI.

本文應用資產報酬率的多重碎形模型，該模型為一整合財務時間序列上的厚尾及波動持續性的連續時間過程。多重碎形的方法允許我們估計隨時間變動的報酬率高階動差，進而推論財務時間序列的產生機制。我們利用小波轉換的模數最大值計算多重碎形譜，透過譜分解得到資產報率分配的高階動差資訊。根據實證結果，我們得到S&P和DJIA的股價指數期貨報酬率符合動差尺度行為且資料也展現幕律的形態。根據估計出的譜形態為對數常態分配。實證結果也顯示S&P和DJIA的股價指數期貨報酬率均具有長記憶及多重碎形的特性。 / We apply the multifractal model of asset returns (MMAR), a class of continuous-time processes that incorporate the thick tails and volatility persistence of financial time series. The multifractal approach allows for higher moments of returns that may vary with the time horizon and leads to infer about the generating mechanism of the financial time series. The multifractal spectrum is calculated by the Wavelet Transform Modulus Maxima (WTMM) provides information on the higher moments of the distribution of asset returns and the multiplicative cascade of volatilities. We obtain the evidences of multifractality in the moment-scaling behavior of S&P and DJIA stock index futures returns and the moments of the data represent a power law. According to the shape of the estimated spectrum we infer a log normal distribution.The empirical evidences show that both of them have long memory and multifractal property.

本文以貝氏方法估計方向距離函數，加入單調性與曲度限制，同時考慮環境變數於模型中。為了凸顯考慮非意欲產出方向距離函數的優點，本文同時估計產出面射線距離函數，並與方向距離函數模型比較。實證分析資料為1970至2010年間各國總體經濟變數，分別在有無加入限制條件與環境變數的狀況下，估計兩種距離函數，從無效率值、效率分數與技術進步率等角度分析彼此間的差異。發現射線距離函數模型由於忽略非意欲產出，傾向高估生產單位的技術效率。另一方面，其係數估計值容易違反射線距離函數的先天性質，較不具參考性。而方向距離函數模型當中，有無加入限制條件與有無考慮環境變數的模型結果各不相同，其中同時加入限制條件與環境變數的模型結果最為合理。

本篇論文應用Rubin (1973)、Rosenbaum and Rubin (1983、1985a,b)所發展的配對方法(Matching Method)探討兩個議題，其一是評估企業從事社會責任行為是否可以改善績效，另一則是探討銀行加入金控後對其績效的影響。 / 針對第一個議題，我們將FTSE All-share 指數中被收錄於英國FTSE 社會責任指數的成份股定義為社會責任企業，未被收錄者定義為非社會責任企業，應用配對方法，根據特性變數是否相近為依據進行樣本配對。實證結果發現，不論使用配對前或是配對後的樣本進行分析，皆找不到社會責任企業的平均績效優於非社會責任企業的證據；相反地，部分的證據顯示社會責任企業的財務績效相對較低，因此我們的分析結果傾向支持焦點移轉假說，社會責任行為對財務績效的影響效果為負。 / 另外，我們以遠見雜誌於2006 年公佈的企業社會責任調查為基礎，將衡量企業社會責任績效的三個層面－社區參與、環境保護與財務透明，透過投資組合分析與迴歸分析來評估公司承擔社會責任與財務績效之間的關聯性。實證結果發現，第一，平均來說，公司的社會責任評分愈高，在評比結果公佈後的股票報酬愈低，兩者之間呈現負向關係；第二，公司在不同層面的社會責任行為對於股價報酬的影響具有差異性；第三、透過公司的長期財務資料發現，社會責任評分高的公司其長期平均會計績效相對較佳，但長期平均的股票報酬相對較低，表示社會責任型公司不一定是一個好的投資標的；最後，我們找不到支持社會責任行為可以做為公司績效保險的證據。本文使用各別層面的評比指標，更廣泛地評估社會責任行為對財務績效的影響，改進既有文獻中僅使用單一指標的不足之處。 / 就第二個議題而言，同樣地應用配對方法，根據銀行的特性變數是否相近為依據進行樣本篩選，利用台灣上市上櫃的銀行在2002 年第1 季至2006 年第2季的資料，我們發現在樣本配對前，平均來說，金控銀行在15 個CAMEL 績效指標的表現上皆相對較佳；樣本配對後，金控銀行除了在費用比率之外，其他的評比指標仍相對優於獨立銀行；不論使用配對前或配對後的樣本做分析，皆未出現金控銀行績效顯著較差的證據，因此，我們的實證結果偏向支持綜效假設，銀行加入金控對績效的影響效果為正向。 / 我們的研究架構與方案評估與政策衝擊分析文獻中的方法相一致，而貢獻則在於我們考慮樣本之間特性變數的差異性，進而以樣本配對的方式修正這個差異性，將有效降低既有文獻中在檢驗上述兩個議題上的選擇偏誤問題。 / In this thesis, we apply several matching methods, develop by Rubin (1973)、Rosenbaum and Rubin (1983, 1985a,b), on examing the effects of Corporate Social Responsibility (CSR) on firm financial performance (CSR-effect) and on evaluating the effects of banks being subordinated to FHC on CAMEL indicators (join-FHC effect). / For the former application, two competing hypotheses, social impact hypothesis and shift of focus hypothesis, are proposed, where the former suggests that CSR has a positive relation with performance and the latter are opposite. To ensure the CSR-effect is not contaminated by other factors or the sample is randomly drawn, we employ four matching methods, Nearest, Caliper, Mahala and Mahala Caliper to match the characteristics of the firms with CSR (CSR-firms) and without CSR (NonCSR-firms) to get rid of sample selection bias. Although the four methods yield slightly different results, to our surprised, firms engaging in CSR activities obtain lower values on the return on assets, return on equity, return on sales and earnings per share. Therefore, CSR at the very least does not improve the firm performance, supporting the shift of focus hypothesis. Engaging in CSR activities lead to more pain than gain, at least in the short run. / On the CSR topic, using a set of disaggregated social performance indicators for community participation, environmental protection and fiancail transparency from the Global Views Monthly, we examine the relationship between CSR and financial performance of TSE listing companies. Our main results show that first, scores on composite social performance indicators are negatively related to stock returns and this relationship cannot be rationalized by multi-factor models for explaining the cross-sectional variation in stock returns. Second, the effects of three disaggregated social performance indicators on stock returns are differenct among industries. Third, aggregated social performance indicator is positively related to long-term accounting performance but negatively related to long-term market performance, and thus implies that good companies are good in books, but not good investments. Finally, firms with high CSR ratings do no exhibit smaller decline of their financial performance during stagnations and thus not support the view that CSR is insurance of financial performance. / The second application, two hypotheses, synergy hypothesis and specialization advantage hypothesis, are raised too, where the former suggests that FHC-banks performer better and the latter are contrary. Above four matching methods are still used to fix the characteristics of two groups of banks in order to correct for sample selection bias. Based on after-matching samples, most of our empirical results suggest that FHC-banks, on average, outperform independent banks on most of indicators on capital adequacy, asset quality, earning ability and liquidity but not on management ability and being FHC-banks at the very least does not deteriorate the performance of banks, making our conclusion favors the synergy hypothesis and against specialization advantage hypothesis in Taiwan. / Our framework is identical to many applications of matching method such as Persson (2001), Hutchison (2004), Glick, Guo and Hutchison (2006), and are also parallel to standard medical and biological research.

在傳統的線性迴歸分析當中，當基本假設不滿足時，有時可考慮變數轉換使得資料能夠比較符合基本假設。在眾多的轉換方法當中，以Box和Cox(1964)所提出的乘冪轉換(Box-Cox power transformation)最為常用，乘冪轉換可將某些複雜的系統轉換成線性常態模式。然而當資料存在離群值(outlier)時，Box-Cox Transformation會受到影響，因此不是一種穩健方法。 在本篇論文當中，我們利用前進演算法(forward search algorithm)求得最小消去平方估計量(Least trimmed squares estimator)，在過程當中估計出穩健的轉換參數。