本研究的主要目的是藉由實徵的PISA資料庫資料將多層次結構方程式模型的方法學介紹到台灣的教育領域。多層次結構方程式模型適合應用在大型且具階層或巢狀結構的資料，可以解決因群集性抽樣設計所導致的樣本點相依的問題。 本研究中包含三個小研究。在研究一中，實徵的資料經由多層次結構方程式模型步驟化的分析，並與傳統的結構方程式模型的分析結果相互比較。一共有五個構念及其測量指標從PISA 2003資料庫中被選取來建構多層次結構方程式模型。樣本包含948個學校共26,884位15歲來自加拿大的學生。研究結果顯示某些結構係數的正負向關係在組內層次與組間層次是十分不同的，這也彰顯出多層次結構方程式模型與傳統結構方程式模型比較下的價值。研究一的發現指出，在數學興趣與數學工具性動機控制的條件下，教師的支持對學生的數學成績及數學自我效能在組間層次並無效果，但教師的支持對學生的數學自我效能在組內層次具有正向顯著的效果。此外，除了在組間層次上數學興趣對數學成績有顯著的負向效果以及數學工具性動機對數學自我效能沒有顯著效果外，數學興趣與數學工具性動機對數學成績及數學自我效能具有顯著的正向效果。另外，數學成績對數學自我效能具有很大的效果，特別是在組間層次。 在研究二中，藉由評估跨越不同層級二樣本大小（即120、240、360、480、600、720、840、948個學校）時的模式適配度及參數估計值的穩定性，來決定一個最小較佳的層級二樣本數相對於層級二估計參數數目的比值。研究結果顯示，該比值大約至少8：1是較可以被接受的結果。在研究三中，藉由多群組多層次結構方程式模型進行跨國家的比較。根據研究二的較佳最小比例以及亞洲國家在PISA 2003資料庫中有限的層級二樣本數，一個將焦點集中在數學興趣對數學成績的不同層次預測關係之新多層次結構方程式模型被提出。由再次隨機取樣的加拿大145所學校作為西方國家的代表樣本，而由只有143所學校的日本樣本作為東方國家的代表。研究結果顯示，跨越加拿大與日本樣本，在任一層級中出現十分不同的預測效果。數學興趣對數學成績的預測效果在加拿大樣本中的兩層級皆是正向地顯著，但在日本樣本中卻都是負向地顯著。這意謂著未來某些重要的教育及心理學變項之間關係的跨國研究應該在被重視。 / The main purpose of this research was to introduce multilevel structural equation modeling methodology to Taiwan education field by applying empirical example from PISA 2003 database. Multilevel structural equation modeling was suitable to be applied to the large-scale and hierarchical or nested data structure. It could solve the problem of dependency among sample units resulted from clustered sampling design. There were three studies in the research. In study one, the empirical data dealt with multilevel structural equation modeling analysis was undertaken step by step and compared with conventional structural equation modeling analysis. There were five constructs and their measurement indicators from PISA 2003 database mapped to form the multilevel structural equation model. The sample was 948 schools with 26884 15-year-old students from Canada. The result showed the valences of some structural coefficients were quite different in between-level and within-level structural equation models, which characterisized the value of multilevel structural equation modeling when compared with the outcomes from conventional structural equation modeling analysis. The findings of study one indicated that teacher support had no effect on students’ mathematics grades and mathematics self-efficacy in between-level part but had a significant positive effect on mathematics self-efficacy in within-level part when both interest in mathematics and instrumental motivation to mathematics grades were considered in the model. Besides, interest in mathematics and instrumental motivation had positive effects on mathematics grades and mathematics self-efficacy except for negative effect from interest in mathematics to mathematics grades and no effect from instrumental motivation to mathematics self-efficacy in between-level part. In addition, mathematics grades had great influences on mathematics self-efficacy, especially in between-level part. In study two, a better minimum ratio of the number of level-2 units relative to the number of parameter estimates in between-level part was searched by evaluating the model-fit and stability of parameter estimates across several Canada samples with 120, 240, 360, 480, 600, 720 ,840, and 948 schools. The result showed that the ratio at least about 8:1 was appreciated. In study three, cross-national comparisons were processed by multiple group multilevel structural equation modeling. Based on the better minimum ratio from study two and limited level-2 sample sizes from Asian countries in PISA 2003, a new multilevel structural equation model was proposed focusing on the structural coefficient of mathematics grades regressed on interest in mathematics in each level. A random resampling Canada sample with 145 schools was served as the representative of the West nations and the Japan sample with only 143 schools was on behalf of the East nations. The result showed that quite different predictive effect in either level across the Canada sample and the Japan sample. The predictive effects of the interest in mathematics to mathematics grades were positively significant in the Canada sample in each level but were negatively significant in the Japan sample in each level, which implied that cross-national studies in some important relationships among educational and psychological variables should be emphasized in the future.

本文主要在探討自變數存在有測量誤差時，邏輯式迴歸模型的估計問題，並設計實驗使得測量誤差能滿足遞減假設，進一步應用序貫分析方法，在給定水準下，建立一個信賴範圍。 當自變數存在有測量誤差時，通常會得到有偏誤的估計量，進而在做決策時會得到與無測量誤差所做出的決策不同。在本文中提出了一個遞減的測量誤差，使得滿足這樣的假設，可以證明估計量的強收斂，並證明與無測量誤差所得到的估計量相同的近似分配。相較於先前的假設，特別是證明大樣本的性質，新增加的樣本會有更小的測量誤差是更加合理的假設。我們同時設計了一個實驗來滿足所提出遞減誤差的條件，並利用序貫設計得到一個更省時也節省成本的處理方法。 一般的case-control實驗，自變數也會出現測量誤差，我們也證明了斜率估計量的強收斂與近似分配的性質，並提出一個二階段抽樣方法，計算出所需的樣本數及建立信賴區間。 / In this thesis, we focus on the estimate of unknown parameters, experimental designs and sequential methods in both prospective and retrospective logistic regression models when there are covariates measured with errors. The imprecise measurement of exposure happens very often in practice, for example, in retrospective epidemiology studies, that may due to either the difficulty or the cost of measuring. It is known that the imprecisely measured variables can result in biased coefficients estimation in a regression model and therefore, it may lead to an incorrect inference. Thus, it is an important issue if the effects of the variables are of primary interest. When considering a prospective logistic regression model, we derive asymptotic results for the estimators of the regression parameters when there are mismeasured covariates. If the measurement error satisfies certain assumptions, we show that the estimators follow the normal distribution with zero mean, asymptotically unbiased and asymptotically normally distributed. Contrary to the traditional assumption on measurement error, which is mainly used for proving large sample properties, we assume that the measurement error decays gradually at a certain rate as there is a new observation added to the model. This kind of assumption can be fulfilled when the usual replicate observation method is used to dilute the magnitude of measurement errors, and therefore, is also more useful in practical viewpoint. Moreover, the independence of measurement error and covariate is not required in our theorems. An experimental design with measurement error satisfying the required degenerating rate is introduced. In addition, this assumption allows us to employ sequential sampling, which is popular in clinical trials, to such a measurement error logistic regression model. It is clear that the sequential method cannot be applied based on the assumption that the measurement errors decay uniformly as sample size increasing as in the most of the literature. Therefore, a sequential estimation procedure based on MLEs and such moment conditions is proposed and can be shown to be asymptotical consistent and efficient. Case-control studies are broadly used in clinical trials and epidemiological studies. It can be showed that the odds ratio can be consistently estimated with some exposure variables based on logistic models (see Prentice and Pyke (1979)). The two-stage case-control sampling scheme is employed for a confidence region of slope coefficient beta. A necessary sample size is calculated by a given pre-determined level. Furthermore, we consider the measurement error in the covariates of a case-control retrospective logistic regression model. We also derive some asymptotic results of the maximum likelihood estimators (MLEs) of the regression coefficients under some moment conditions on measurement errors. Under such kinds of moment conditions of measurement errors, the MLEs can be shown to be strongly consistent, asymptotically unbiased and asymptotically normally distributed. Some simulation results of the proposed two-stage procedures are obtained. We also give some numerical studies and real data to verify the theoretical results in different measurement error scenarios.

我國自民國68年成立外匯市場以來，積極的推動經濟國際化與自由化，由於台灣對外經貿依存度相當的高，國際貿易是我國經濟發展的趨動力，而匯率扮演著經貿活動關鍵的角色，因而對匯率走勢的預測與掌握，乃成為管理外匯風險的首要工作。 　　影響匯率的因素相當的複雜，其常受到政府政策的干預，再者，匯率未來的走勢往往容易受到預期心理的影響，眾多的影響因素往往使得對匯率預測的困難程度提高。有鑑於此，本文試圖從貨幣學派結構模型著手--包括價格充分調整模型與實質利率差模型，討論貨幣學派結構模型與匯率資料是否配適良好，然而，若未考慮變數的恆定性與否，而進行迴歸分析，將會造成「假性迴歸」的錯誤。於是本文再引進Johansen共積法，擬找出變數間的長期關係，導入錯誤校正模型，以對匯率進行預測的工作。最後，藉由Hamilton所發展的馬可夫轉轍模型，將不可觀察的隨機變數融入模型中，透過機率控制狀態變數的變動，再對匯率進行統計的推估與預測。 　　基於本文採用的資料與樣本期間內，本文作成下列結論： 　　1.貨幣學派結構模型的實證表現不佳，實證的係數符號與理論設定的相差甚多，而其樣本外預測表現也遠不如隨機遊走模型。 　　2.導入共積關係的錯誤校正模型，其樣本外預測表現仍舊不及隨機遊走模型，然而相較於結構模型，其有明顯的改善。 　　3.馬可夫轉轍模型的樣本外預測表現，與隨機遊走模型接近，而對匯率變動方向的預測其表現良好。 　　4.將所有模型一併考慮，則樣本外預測表現以馬可夫轉轍模型最佳，錯誤校正模型次之，而以結構模型為最差。

過去關於父母參與效果的研究發現：父母參與有助於提升子女的學習成就。由於父母參與被視為一種社會資本或文化資本的延伸，父母參與的愈多，其子女學習效果也愈好。有鑑於此，本研究主要在探討父母參與在家庭社經地位和子女學習成就之間所扮演的角色，並將研究目的細分為三個研究議題。首先，根據智力發展理論與認知能力成長曲線相關研究，第一個議題探討臺灣青少年學生學習成長軌跡的發展與變化情形為何？接著，運用 Bourdieu 的文化資本與 Coleman 的社會資本的概念說明父母參與的重要性，其它兩個議題則探討家庭社經地位對子女學習成長軌跡的影響歷程中，父母參與扮演著中介效果還是交互作用效果？ 原始資料來源取自臺灣教育長期追蹤資料庫（Taiwan Education Panel Survey）公共使用版中的第一波到第四波國中長期追蹤樣本，使用潛在成長曲線模型進行次級資料分析。研究結果發現：1.就整體學習發展型態來看，臺灣青少年學生學習成長軌跡的發展是一種非線性遞增減速的成長曲線，年級愈高，學習成長速率愈慢；2.就個別學習成長軌跡而言，學生間起始狀態與成長速率有個別差異現象，進一步透過潛在成長混合模型的分析，發現學生學習成長軌跡的發展型態並無類別上的差異；3.學生的起始能力會影響學習成長速率的變化而產生馬太效應；4.隨著時間的遞移，高起始能力組的學生，其學習成長速率高於低起始能力組的學生，兩者的學習成就間差距會逐漸擴大而產生扇形擴散效應；5.父母參與對子女學習成就表現有顯著正向的短期立即效果與長期延宕效果，但波段與波段之間的延宕效果則沒有顯著差異；6.在家庭社經地位對子女學習成長軌跡的影響歷程中，父母參與扮演著部份中介而不調節的影響效果。 最後，依據上述研究發現，就研究結果與研究方法兩方面，將提出相關研究建議以供實務參考及後續研究之用。 / The previous research has shown that parental involvement produces measurable gains in student achievement. Since parental involvement is seen as a form of social capital and cultural capital, it is possible that the more a student owns parental involvement, the bigger the effect is. Thus, this study explores what role parental involvement plays between parents’ social-economic status and their children’s academic performance. The major purpose is further categorized into three specific questions. Based on the intelligence developmental theory and growth curve analyses of cognitive ability, the first is to inquire what patterns the development and change of academic growth trajectories of Taiwanese teenager’s academic performance are. Using the concepts of Bourdieu’s cultural capital and Coleman’s social capital to explain the importance of parental involvement, the other two purposes are to explore whether the effects of parental involvement on adolescent academic growth trajectories are mediated or moderated by family socioeconomic status. 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 the latent growth curve modeling to address research questions. The results are the following: (1) Academic growth trajectory of Taiwan adolescence’s achievement reveals a nonlinear de-accelerating growth curve; (2) There are significant individual differences in both the initial status and growth rate of achievement among students, but further employing different latent growth mixture models shows no individual differences in the patterns of academic growth trajectories; (3) The Matthew Effects occur in the academic growth trajectories of Taiwanese teenagers; (4) Students with lower initial status learn more slowly over time than those with higher initial status do, and the “fan-spread” effect is found; (5) There are positive short-term and longer term effects of parental involvement on the Taiwanese adolescents’ academic achievement performance, but no significant difference among patterns of longer term effects over 6 years; (6) The effects of parental involvement are partially mediated, but not moderated by family SES. Finally, the study discusses the implications of parental involvement and suggests directions for future research.

本篇論文擴充Ang et al. (2007)之基本架構,分別建構台灣各式月資料與季資料的物價指數預測模型,並進行預測以及實證分析。我們用以衡量通貨膨脹率的指標為 CPI 年增率與核心CPI 年增率。我們比較貨幣模型、成本加成模型、6 種不同設定的菲力浦曲線模型、3 種期限結構模型、隨機漫步模型、 AO 模型、ARIMA 模型、VAR 模型、主計處(DGBAS)、中經院(CIER) 及台經院(TIER) 之預測。藉由此研究,我們可以完整評估出文獻上常用之各式月資料及季資料預測模型的優劣。 我們實證結果顯示,在月資料預測模型樣本外預測績效表現方面, ARIMA 模 型對 2 種通貨膨脹率指標的樣本外預測能力表現最好。至於季資料預測模型樣本外預測績效表現, ARIMA 模型對未來核心 CPI 年增率的樣本外預測能力表現最好; 然而,對於 CPI 年增率為預測目標的預測模型則不存在最佳的模型。此外,實證分析中我們也發現本研究所建構的模型預測表現仍遜於主計處的預測,但部份模型的樣本外預測能力表現則比中經院與台經院的預測為佳。 / This paper compares the forecasting performance of inflation in Taiwan. We conduct various inflation forecasting methods (models) for two inflation measures(CPI growth rate and core-CPI growth rate) by using monthly and quarterly data. Besides the models of Ang et al. (2007), we also consider some macroeconomic models for comparison. We compare some Monetary models, Mark-up models, six variants of Phillips curve models, three variants of term structure models, a Random walk model, an AO model, an ARIMA model, and a VAR model. We also compare the forecast ability of these model with three different survey forecasts (the DGBAS, CIER, and TIER surveys). We summarized our findings as follows. The best monthly forecasting model for both inflation measures is ARIMA model. For quarterly core-CPI inflation, ARIMA model is also the best model; however, when comparing the quarterly forecasts for CPI inflation, there does not exist the best one. Besides, we also found that the DGBAS survey outperforms all of our forecasting methods/models, but some of our forecasting models are better than the CIER and TIER surveys in terms of MAE.

在資料分析上，調查者通常需要決定，不同的樣本是否可被視為來自相同的母體。一般最常使用的統計量為Pearson’s 統計量。然而，傳統的統計方法皆是利用二元邏輯觀念來呈現。如果我們想要用模糊邏輯的概念來做樣本調查，此時，使用傳統 檢定來分析這些模糊樣本資料是否仍然適當？透過這樣的觀念，我們使用傳統統計方法，找出一個能處理這些模糊樣本資料的公式，稱之為模糊 。結果顯示，此公式可用來檢定，模糊樣本資料在不同母體下機率的一致性。 / In the analysis of research data, the investigator often needs to decide whether several independent samples may be regarded as having come from the same population. The most commonly used statistic is Pearson’s statistic. However, traditional statistics reflect the result from a two-valued logic concept. If we want to survey sampling with fuzzy logic concept, is it still appropriate to use the traditional -test for analysing those fuzzy sample data? Through this concept, we try to use a traditional statistic method to find out a formula, called fuzzy , that enables us to deal with those fuzzy sample data. The result shows that we can use the formula to test hypotheses about probabilities of various outcomes in fuzzy sample data.

本文採民國94、96、98、100、102年的台灣 「人力運用調查」 資料庫, 以關聯結構法找出組合誤差間的關聯結構密度函數與聯合機率密度函數, 建構隨機邊界關聯結構模型, 解決勞動市場上樣本選擇性問題。 之後分別針對男性及女性估計薪資方程式, 探討每位勞工的薪資效率程度。 本文男、 女性的勞工各按年齡、 工作經驗、 職業、 行業、 教育程度、 公司規模、 工作身分、 婚姻狀態、 工作地分為9大類, 在各類中分群比較薪資效率。 實證結果顯示, 公司規模、 工作身分、 工作地等 3 類, 不論有無考慮樣本選擇, 同一性別中的薪資效率變動趨勢大致一致, 但其餘 6 類, 有考慮樣本選擇的薪資效率變動明顯不同於未考慮樣本選擇。 在考慮了樣本選擇之後的實證結果大多打破以往文獻的預期, 可能是因為過往文獻探討薪資效率時, 大多未考慮樣本選擇, 即將無工作者樣本完全排除, 導致迴歸分析結果僅適用於有工作者。 除了探討薪資效率外, 本文也嘗試在隨機邊界法的架構下, 提出一個衡量性別歧視的新觀點, 將兩性薪資無效率的差異視為一種性別歧視。 若以新觀點衡量台灣的勞動市場, 會發現這5個年度中, 薪資差異幾乎可以完全歸諸於性別歧視。 這顯示即使兩性的薪資差異雖然逐年縮小, 但性別的刻板印象仍存於當今的台灣勞動市場, 造成明顯的性別歧視。 / This paper adopts the "Manpower Utilization Survey" data, a database conducted by Directorate General of Budget, Accounting & Statistics, Executive Yuan, ROC (DGBAS), to study the issues of gender wage differentials and underpayment. The econometric model considers sample selection under the framework of the stochastic frontier model with copula methods. It requires to correct for sample selection and derive the copula density function and joint probability density function by copula method. We separately estimate the male and female wage equations, respectively, to evaluate the wage efficiency and decompose the average wage differential between male and female into several components. The paper distinguishes workers into 9 categories, including age, experience, occupation, industry, education, firm size, working identity, marital status and working area, and compares the wage efficiency between those categories. The empirical results shows that, the trend of wage efficiency in the categories of firm size, working identity, and working area are almost the same in each gender whether correcting for the sample selection bias or not. However, in the remaining 6 categories, the wage efficiency changes substantially after correcting the sample selection bias. With the correction of the sample election bias, most of the findings differ from those from the past literatures. This may be attributed to the fact that the past works mainly focus on employed workers and lead to possible sample selection bias. The paper also tries to offer a new method to measure the gender discrimination, which considers the difference in wage inefficiency between the male-female inefficiency as an element of discrimination. The paper finds that the wage differential between male and female can explain almost the entire discrimination. This findings confirms that the gender discrimination still exists in the Taiwan’s labor market eventhough the wage differential between male and female decreases over time.

2013年9月1日起，土地徵收將改採「市價」作為地價補償之基準， 期以實現土地之「公平正義」。在文獻回顧中，本文歸納合理的徵收補償為在符合現行法令下，交易市場中最可能的價格。即不論由時間軸，亦或地區範圍軸作觀察，都應為合理之價格，不存在非正常上漲之情形。 本文蒐集2011年至2013年桃園航空城範圍內外之成交案例，運用獨立樣本t檢定，分析範圍內之成交價格是否會受到其開發計畫之影響。研究結果顯示，無論是區分範圍內外，抑或從土地使用分區或分季觀察，範圍內之平均成交價格皆受到航空城計畫之影響，與範圍外相同用地之成交價格，呈現非常顯著之差異。 若依據現行的土地徵收補償市價查估辦法，在限制案例蒐集時間下，估算補償價格時無法避免參考非正常上漲之成交價格；此外，將收益法視為配角，亦會導致當比較法之估算價格有所偏頗時，無法由收益法作為權衡，合理的估算補償價格。 / From September 1st on , the government changed to adopt market value as expropriation compensation, in order to practice justice of land. In Literature Reviews, this paper generalize the definition of reasonable expropriation compensation is the most probable price in the market according to current law. In other words , this reasonable price can not rise sharply through the aspect of time and region. This paper collected the transaction price of Taoyuan Air City from 2011 to 2013, then using independent t-test to analyze that will Taoyuan Air City have impact on the transaction price. The empirical results showed that whether from the inside or outside of Taoyuan Air City or zoning or observation from different period, the transaction price must be influenced by Taoyuan Air City, resulting in manifest difference between the inside transaction price and the outside transaction price. Under the limited time of collecting market cases, the government can not avoid estimating unreasonable expropriation compensation according to the current law; Besides, the Income Capitalization Approach is treated as a supporting role which would lead to unreasonable expropriation compensation because of unbalanced prices.

This article proposes the algorithm of a new control chart (loss function control chart) based on the Taguchi loss function with an adaptive scheme for binomial data. The loss function control chart is able to monitor cost variation from the process by applying loss function in the design. This new angle economically explores production cost. This research provides designs of the loss function control chart with specified VSI, optimal VSI, VSS and VP, respectively. Numerical analyses show that the specified VSI loss function chart, the optimal VSI loss function chart, the optimal VSS loss function chart and the optimal VP loss function chart outperform the Fp loss function chart significantly and show costs can be controlled systematically.

本文以2003到2006年美國上市之不動產投資信託（REITs）的資產稅賦遞延交換做研究，並用資產出售交易作為比較，觀察稅賦遞延交換對股票報酬和股利的影響，研究結果發現稅賦遞延交換對於股票報酬有負的宣告效果，然而出售資產的交易有正的且顯著的宣告效果，由於美國REITs基於稅法規定，作為免稅體，每年要以股利的形式分配百分之九十的盈餘給股東，稅賦遞延交換並不能像資產出售交易一樣帶來現金流入，因此對於未來股東的股利所得有所影響，股東對於股票報酬沒有正向的反應，但是股東會考慮稅賦遞延交換會帶來資產重配置的效率，再加上REITs通常會支付比規定還要多的股利，因此稅賦遞延交換的對於股票報酬的負影響會因此而減弱，進一步針對交易方式還有REITs股利分配進行研究，研究的結果支持稅賦遞延交換後的股利比起直接出售交易後所發放的股利還要少。本文除了研究股東對於交易宣告的反應之外，也綜觀不同資產交易方式的現金流量和REITs股利的關連性，藉此瞭解影響REITs選擇交易方式的內涵因素，以及對股票報酬和股利的影響。 / This research examines the tax deferred exchanges made by public U.S. Real Estate Investment Trusts (REITs) over 2003-2006 as well as the transactions of sell-off. The purpose of this study attempts to explore the effects of tax deferred exchange on stock returns and dividend distribution. Result of this study shows that announcement effect of tax deferred exchange is negative in stock value. On the contrary, the relationship between sell-offs and stock value is significantly positive. The reason to explain the difference on announcement effect between two types of property transaction is the specific taxable earning distribution restriction on REITs. U.S REITs have to pay out 90 % of taxable earnings in the form of dividends to their shareholders to exempt from tax. As a result, tax deferred exchange doesn’t bring cash inflow contributing to dividend increase and then shareholders react a lower stock return on tax deferred exchange than on sell-offs. However, the negative effect is weakened by the efficiency of asset reallocation and the regular dividend distribution over tax law restriction. In the analysis of dividend payment, the result of dividend examination supports the hypothesis that tax deferred exchange without cash inflow make dividend fewer than sell-offs. This study may be of importance in explaining the reaction of shareholders on tax deferred exchange of REITs’ property, as well as in providing shareholders with a better understanding of the relationship between cash flow and dividend distribution in order to clarify the cause that affect REITs to utilize different types of transaction and the factors that affect stock return and dividend.