本論文從教育社會學角度探討造成數學成就性別差異現象的成因，以班級的性別環境為研究脈絡，研究影響國中女生數學成就的可能原因。假設數學成就的性別差異是受到後天學習歷程影響，班級環境中隱含的性別刻板印象為其中一個重要社會文化影響因素。透過比較國一到國三階段女生班和一般男女合班女生數學成就的異同，嘗試找出造成數學成就性別差異現象的成因，是否與班級性別環境、師生的性別刻板印象等因素有關。利用階層線性模式（Hierarchical Linear Models，HLM）統計方法，分析資料取自由中央研究院、教育部和國科會共同規劃的全國性長期的調查計畫：「台灣教育長期追蹤資料庫」（Taiwan Education Panel Survey，簡稱TEPS）。研究結果發現女生班、數學老師性別及班級學業氣氛等因素對於國中女生數學成就有顯著影響力，但進一步考慮學校公私別變項之後，女生班的影響力即消失。 / The main purpose of this study is to assess the magnitude of individual and contextual influences to explain gender differences in math achievements. Adopting the hierarchical linear model analysis to determine whether or not statistically significant differences between the mathematical achievements of 7th grade students who attend all-girls classes compared with those who attend coeducational classes at the same time, and their academic performance after two years. The result shows that there are three factors that have significant influences on girls’ math achievement in junior high schools, which are the single-sex classes, female math teachers and the academic climate of each class. However, if private schools are taken into consideration, the significant influence of the gender composition of classes will disappear.

本研究以TIMSS 2003台灣數學科資料為資料來源，使用階層線性模式為統計分析方式，探討國小四年級及國中二年級，學生數學家庭作業完成時間與教師指派數學家庭作業頻率，對於學生數學學習成就的影響。研究結果顯示：在國小四年級，學生數學家庭作業完成時間與學生數學學習成就為負相關；教師指派數學家庭作業頻率與學生數學學習成就之間為正相關，但並不顯著。在國中二年級，學生數學家庭作業完成時間與教師指派數學家庭作業頻率，對學生數學學習成就皆有正向的影響。在國小四年級中，學生數學家庭作業完成時間與教師指派數學家庭作業頻率的交互作用，對學生數學學習成就為負相關，但不顯著。在國中二年級中，學生數學家庭作業完成時間與教師指派數學家庭作業頻率的交互作用，對學生數學學習成就為正相關，但不顯著。 / The research was to explore the effects of mathematics homework time and mathematics homework frequency on mathematics achievement in the fourth and eighth grades, using TIMSS 2003 Taiwan mathematics data as the resources and Hierarchical Linear Modeling as the statistical analysis method. The results showed that in the fourth grades, mathematics homework time had a negative relationship with mathematics achievement while mathematics homework frequency had a positive, but non-significant, relationship with mathematics achievement. In the eighth grades, both mathematics homework time and mathematics homework frequency had positive effects on mathematics achievement. In the fourth grades, the interaction between mathematics homework time and mathematics homework frequency had negative, but non-significant, effects on mathematics achievement while in the eighth grades, the interaction between mathematics homework time and mathematics homework frequency had positive, but non-significant, effects on mathematics achievement.

近來，臺灣教育部為招收更多國際學生而實行新政策。本研究分析政策實行的效果、學生來臺原因及在臺學生的滿意度。研究一以時間序列分析1954至2008年的國際學生人數，ARIMA模式的預測效果良好(RER=0.83%)，未來三年內國際學生人數將突破二萬人。研究二以問卷調查分析學生選擇留學國家及學校的選擇因素，同時分析學生來臺動機、所遇困難及在臺滿意度間的關係 (N=210)。結果顯示容易的簽證程序及臺灣的學術聲望影響學生來臺讀書；此外，財務、後勤及生活條件影響學生選擇留學學校。學生因臺學術聲望來臺且無食物適應困難者，願意再次來臺念書；學生因具吸引力課程及方便生活環境來臺且無硬體設備及學習適應方面困難者，願意建議他人來臺留學。根據研究結果，政府應加強國內教學品質，並協助提升學校學術聲望；增加赴海外任教教師，以教學專業提升我國國際形象。有興趣吸引國際學生的學校應可從健全學校行政體制著手，並聚焦於完善學生招生、入學諮詢輔導工作及協助生活適應。 / Recently, the Taiwanese Ministry of Education has implemented a new policy to recruit more international students. This study analyzes the policy’s effects and the reasons motivating students to study in Taiwan. The number of international students in Taiwan from 1954 to 2008 was used to generate a time series model to estimate the number of international students before and after the policy implementation. This ARIMA model (RER=0.83%) demonstrated a dramatic increase in the number of international students over the years. Using a questionnaire designed to examine determinants that affect international students’ decisions for choosing Taiwan and their respective schools (N=210), this study then study the relationship between the students’ motivations, the challenges they faced, and their degree of satisfaction with their experiences. Results demonstrated that an easy visa application process and Taiwan’s acclaimed academic reputation attracted students. Furthermore, financial, logistical, and living reasons affected the students’ choices in schools. Students who found living and educational conditions favorable and who felt intellectually stimulated would choose again to study in Taiwan and would recommend others to do so. Based on these results, the government should strengthen the quality of instruction and further promote Taiwan’s universities abroad. Schools interested in attracting international students should develop structured administrative systems focused on recruiting students and helping them transition into a new environment.

20世紀以來，因為衛生醫療等因素的進步，各年齡死亡率均大幅下降，使得平均壽命大幅延長。壽命延長的效果近年逐漸顯現，其中的人口老化及其相關議題較受重視，因為人口老化已徹底改變國人的生活規劃，死亡率是否會繼續下降遂成為熱門的研究課題。描述死亡率變化的模型很多，近代發展的Age–Period–Cohort模型(簡稱APC模型)，同時考慮年齡、年代與世代三個解釋變數，是近年廣受青睞的模型之一。這個模型將死亡率分成年齡、年代與世代三個效應，常用於流行病學領域，探討疾病、死亡率是否與年齡、年代、世代三者有關，但一般僅作為資料的大致描述，本研究將評估APC模型分析死亡率的可能性。 APC模型最大的問題在於不可甄別(Non–identification)，即年齡、年代與世代三個變數存有共線性的問題，眾多的估計APC模型參數方法因應甄別問題而生。本研究預計比較七種較常見的APC模型估計方法，包括本質估計量(IE)、限制的廣義線性模型(cglim_age、cglim_period與cglim_cohort)、序列法ACP、序列法APC與自我迴歸模型(AR)，以確定哪一種估計方法較為穩定，評估包括電腦模擬與實證分析兩部份。 電腦模擬部份比較各估計方法，衡量何者有較小的年齡別死亡率及APC參數的估計誤差；實證分析則考慮交叉分析，尋找用於死亡率預測的最佳估計方法。另外，也將以蒙地卡羅檢驗APC的模型假設，以確定這個模型的可行性。初步研究發現，以台灣死亡資料做為實證，本研究考量的估計方法在估計年齡別死亡率大致相當，只是在年齡–年代–世代這三者有不同的詮釋，且模型假設並非很符合。交叉分析上，Lee–Cater模型及其延展模型相對於APC模型有較小的預測誤差，整體顯示Lee–Cater 模型較佳。 / Since the beginning of the 20th century, the human beings have been experiencing longer life expectancy and lower mortality rates, which can attributed to constant improvements of factors such as medical technology, economics, and environment. The prolonging life expectancy has dramatically changed the life planning and life style after the retirement. The change would be even more severe if the mortality rates have larger reduction, and thus the study of mortality become popular in recent years. Many methods were proposed to describe the change of mortality rates. Among all methods, the Age-Period-Cohort model (APC) is a popular method used in epidemiology to discuss the relation between diseases, mortality rate, age, period and cohort. Non-identification (i.e. collinearity) is a serious problem for APC model, and many methods used in the procedure included estimation of parameter. In the first part of this paper, we use simulation compare and evaluate popular estimation methods of APC model, such as Intrinsic Estimator (IE), constrained of age, period and cohort in the Generalized Linear Model (c–glim), sequential method, and Auto-regression (AR) Model. The simulation methods considered include Monte-Carlo and cross validation. In addition, the morality data in Taiwan (Data sources: Ministry of Interior), are used to demonstrate the validity and model assumption of these methods. In the second part of this paper, we also apply similar research method to the Lee-Carter model and compare it to the APC model. We found Lee–Carter model have smaller prediction errors than APC models in the cross–validation.

多年來，交通運輸與土地使用之交互影響關係受學界所廣泛討論，本研究主要探討高速鐵路與土地使用之交互影響關係。關於高鐵對土地使用影響之研究，分為兩大類別，分別為建立模式預測未來地區發展狀況，以及實證分析高鐵通車後對地區的影響效果。過去研究指出，高鐵營運後，可能對土地使用產生之影響包括：無顯著之土地使用改變、地區間互動改變、聚集效果（Cluster effect）、離散效果(Disparties)以及「隧道效果(Tunnel effect)」或「廊道效果(Corridor effect) 」。 　　本研究為以階層線性模型分析高鐵通車後對台灣土地使用影響之實證研究。根據實證，高鐵站之有無以及高鐵站所在區位對鄉鎮市區土地使用有顯著影響，且相較其他控制變數，為影響鄉鎮市區土地使用之重要變數。有高鐵站之鄉鎮市區與無高鐵站之鄉鎮市區相比，土地使用可能成長較多，而位於高鐵一定服務範圍內之鄉鎮市區之土地使用，亦受高鐵所影響。另外，不同區位之高鐵站對土地使用之效果有所不同，而該區位效果隨產業特性可能有所差異。人口、及業人口以及三級產業及業人口可能因市中心區位之高鐵站聚集，但二級產業及業人口未有因市中心區位高鐵站而聚集的現象；郊區區位之高鐵站鄉鎮市區或縣市，則有人口、及業人口或三級產業及業人口流失的現象。由上述結果可驗證，高鐵服務範圍內有聚集效果之發生，而不同區位之高鐵站，聚集之效果並不同。 / For many years, the interactive relationship between transportation and land use has been widely discussed by scholars. This study is trying to assess the short-term impact of high-speed rail (HSR) on land use. There are two types of studies on the impact of high-speed rail on land use. One is establishing models to predict future land use development; the other is evaluating the effect of HSR empirically. Past studies have shown that possible impacts on land use after the operation of HSR include: no significant land use change, inter-regional interaction change, cluster effect, disparities, and "tunnel effect" or "corridor effect." 　　In this empirical study, the results of hierarchical linear model show that the existence of the HSR station and the location of the HSR station have a significant effect on the land use in the city. Controlling for other control variables, the existence and location of the HSR station are important factors influencing the land use in the city. Land use development in cities with the HSR station may be more evident than those without the HSR station. Cities within the HSR service area are also effected by HSR. In addition, there may be different land use effects due to different locations of the HSR stations, and these location effects may be different due to different industrial characteristics of the area. Population, employment, and employment of tertiary industrial sectors in a city may cluster due to the HSR station in central area location, but employment of secondary industrial sectors doesn’t. Otherwise, population, employment, and employment of tertiary industrial sectors in a city or county may lose due to the HSR station in rural area location. In conclusion, there is a cluster effect within the HSR service area, and this effect varies according to the location of the HSR station.

處理類別型的資料時，常由於變異數與平均數間具有函數關係，因此資料呈現出來的變異程度會比預期的變異程度來的大，這種現象就稱為資料具有額外變異。一般的分析方法是利用廣義線性模型先作估計，再對估計之標準誤做調整。本文中將探討處理額外變異的另外兩種方法—準概似估計和隨機效果模型，並分別利用紡織原料與毒物學研究之資料作為範例來比較此兩種方法與前者的異同。 / Overdispersion is a common phenomenon in practice when modelling categorical data, and the scaled Pearson chi-square is usually used to measure it. In this study, we examine two other methods—the quasi-likelihood and the random-effect models. In addition, two examples are provided for illustration.

企業併購的成敗，基本上應視其併購的策略性目標是否達成，然而策略性的目標往往只能從收購後整體的營運績效或投資收益來進行評估。事實上，企業併購即是一種投資活動，投資後的環境變化事先即難以掌握，如何有效的預防企業併購的風險問題，尤為進行併購規劃時重要的課題。本文嘗試以「代理問題」來解釋企業併購完成後的「雙方道德風險問題」，希望利用支付方式的財務規劃，有效的對企業併購完成後的道德風險作防範。 本文的主要目的在於，利用訊息理論中的代理模型（principal-agent model），研究企業併購雙方在「資訊不對稱」下，利用「雙方道德風險模型」（double-sided moral hazard model）的建立，規劃最適的支付方式設計，並對模型最適支付方式契約特性與影響因素作分析。設定企業併購的買方公司（the bidder）為所有人角色，目標公司（the target）為代理人角色，並且雙方公司皆為「風險趨避」的態度，以期望效用極大作為決策依據。買方公司基於「風險分散(risk- sharing)」與「契約誘因(incentives)」的考量，設計一種最適的「簡單線性支付方式」契約型態，綜合部分現金與部分股票支付的「混合性支付方式」，進行併購投資的要約行動。 模型的結果，買方公司所提出的最適目標公司持股比例，為雙方的風險趨避係數、公司價值的變異風險，以及雙方努力投入的成本係數所決定。並且進一步求出最適的努力水準，與最適現金支付金額，設計最適的股票與現金支付比例，以作為企業併購支付方式財務規劃的建議。 分析最適支付契約的比較靜態結果。在其他條件不變之下，(1) 若買方公司風險趨避態度增加時，買方公司將提高目標公司持股比例的契約設計，增加契約誘因強度，以避免承擔過多企業併購的不確定風險；(2) 當公司價值估計變異風險增加（外在不確定風險增加），若買方公司的風險趨避係數大於目標公司的風險趨避係數時，買方公司將增加目標公司持股比例作為要約；(3) 若買方公司的努力成本增加時，買方公司愈不願意付出努力水準，傾向於提高誘因機制給目標公司增加目標公司的持股比例作要約。 修正訊息結構的假設，引入契約中加入「承諾付出一定努力」的條款，加入「買方承諾」條款時，雙方道德風險的最適契約設計可以簡化為單方道德風險模型。加入「雙方承諾」的條款時，模型則可簡化成以「完全訊息」沒有道德風險問題的方式來分析。比較三個方面的差異：(1) 誘因強度大小的比較：在單方道德風險下，最適目標公司持股比例契約，將大於雙方道德風險模型下設計的最適契約；雙方道德模型則需視彼此道德風險問題的抵換，誘因強度不一定大於完全訊息模型。(2) 比較靜態結果比較：就影響方向而言，風險趨避係數變動，對不同訊息設計影響方向皆相同；外生誤差風險變動時，單方道德風險的影響則確定為負；至於努力成本的影響方向則不變。就影響大小而言，雙方道德風險模型誘因強度敏感性則恆小於單方道德風險模型的影響；與完全訊息的敏感程度大小則不一定。(3) 雙方期望效用總和比較：在雙方道德風險模型下，最適契約符合契約雙方期望效用確定等值極大的條件。 修正風險趨避特性的假設，探討風險中立假設下，最適的簡單線性支付契約適用性的問題。可得在風險中立情況下，只有雙方道德風險模型，混合性支付方式線性契約的誘因機制仍存在。最後，利用「制度性的比較靜態分析」，歸納出企業併購雙方道德風險問題下，當外生變數變動時，「完全現金支付」與「混合性支付方式」的選擇取捨。

Abstract In time series analysis, we often find the trend of dynamic data changing with time. Using the traditional model fitting can't get a good explanation for dynamic data. Therefore, many scholars developed various methods for model construction. The major drawback with most of the methods is that personal viewpoint and experience in model selection are usually influenced in them. Therefore, this paper presents a new approach on genetic-based modeling for the nonlinear time series. The research is based on the concepts of evolution theory as well as natural selection. In order to find a leading model from the nonlinear time series, we make use of the evolution rule: survival of the fittest. Through the process of genetic evolution, the AIC (Akaike information criteria) is used as the adjust function, and the membership function of the best-fitted models are calculated as performance index of chromosome. Empirical example shows that the genetic model can give an efficient explanation in analyzing Taiwan exchange rates, especially when the structure change occurs.

在最小平方估計中，當自變數間有共線性關係時，參數估計的變異變大，使得參數估計值不穩定。解決共線性對參數估計所造成影響的方法有很多，岭估計就是其中之一。在岭估計中，為了偵測出對岭估計有影響力的自變數，本文仿照Schall-Dunne的處理方式，推導出類似的Cook統計量及AP估計量，並且提出以Kullback-Leibler對稱散度來偵測對岭估計有影響力自變數。最後用"加拿大金融市場"與"員工對主管滿意度調查"的兩個實例，來說明本文所提出對岭估計有影響力自變數之偵測方法。

時間數列分析過程，常常發現其走勢，隨著時間過程而演變，應用傳統的線性模式來配適，往往很難獲得合適預測值。因此近幾年來，非線性時間數列結構性改變的研究越來越受到重視，也一直是時間數列及計量經濟學學者所熱衷的研究主題之一。本文利用模糊理論的觀念，以模糊炳找出配適ARCH模式數列之轉折區間，分別以轉折區問起始點及結束點作為截取點，去配適ARCH(1)模式，稱之為截取式自迴歸條件變異數分析法(Trimmed ARCH(1) model)。針對台幣對美元銀行間每日收盤匯率，分別以單變量ARIMA、ARCH(1)、Trtmmed ARCH(1)來建構模式，並做比較分析。比較結果發現，以轉折區間結束點作為截取點之Trimmed ARCH(1)模式，其預測值最為準確，大為改善了原來ARCH(1)模式之預測水準。 / In time series analysis, we often find the trend of which changing with time. Using the traditional model fitting can't get a good prediction. Hence the research of structure change of non-linear time series is attentive in recent years, and non-linear time series analysis is a research topic which the scholars of time series and econometrics are intent on. This article tries to use the theory of fuzzy ,to recognize the structure change period by the fuzzy classification, let the first point and the last point of the structure change period be the cute points, to fit ARCH(1) mod ie which we called the Trimmed ARCH(1) model. We use the data of the exchange rate between N.T dol liars and U.S dollars to compare the ARIMAwith ARCH(1) and Trimmed ARCH(1), the forcasting performance shows that Trimmed ARCH(1) model takes a better prediction result.