本研究延續Shumway (2001) 從存活分析(Survival Analysis)觀點切入，利用離散型風險模型(Discrete-time Hazard Model)──亦即Shumway 所稱之多期邏輯斯迴歸模型(Multi-period Logistic Regression Model)，建立企業財務危機預警模型。研究選取1986 年至2008 年間718 家上市公司，其中110 家發生財務危機事件，共計6,782 公司/年資料 (firm-year)。有別於Shumway 提出的Log 基期風險型式，本文根據事件發生率圖提出Quadratic 基期風險型式，接著利用4組（或基於會計測量，或基於市場測量）時間相依共變量 (Time-dependent Covariate)建立2 組離散型風險模型(Log 與Quadratic)，並與傳統僅考量單期資料的邏輯斯迴歸模型比較。實證結果顯示，離散型風險模型的解釋變數與破產機率皆符合預期關係，而傳統邏輯斯迴歸模型則有時會出現不符合預期關係的情況；研究亦顯示離散型風險模型預測能力絕大多數情況下優於傳統邏輯斯迴歸模型，在所有模型組合中，以Quadratic 基期風險型式搭配財務變數、市場變數的解釋變數組合而成的離散型風險模型，擁有最佳預測能力。 / Based on the viewpoint of survival analysis from Shumway (2001), the presentthesis utilizes discrete-time hazard model, also called multi-period logistic regression model, to forecast corporate financial distress. From 1986 to 2008, this research chooses 718 listed companies within, which includes 110 failures, as the subjects, summing to 6,782 firm-year data. Being different from Shumway’s log baseline hazard form,we proposed to use quadratic baseline hazard form according to empirical evidence. Then, four groups of time-dependent covariates, which are accounting-based measure or market-based measure, are applied to build two sets of discrete-time hazard model, which is compared with the single-period logistic regression model. The results show that there exists the expected relationship between covariates and predict probability in discrete-time hazard model, while there sometimes lacks it in single-period logistic regression model. The results also show that discrete-time hazard model has better predictive capability than single-period logistic regression model. The model, which combines quadratic baseline hazard form with market and accounting variables, has the best predictive capability among all models.

兩岸在2001年底加入世界貿易組織（WTO），使得兩岸壽險市場受到經濟自由化及國際化的衝擊。因此，要如何提高自身的經營績效及競爭能力，便成為兩岸壽險公司最重要的目標。本研究以資料包絡分析法為基礎，並結合共同邊界（metafrontier）分析法，針對兩岸地區在2004年至2007年共59家壽險公司，進行經營效率與Malmquist生產力指數的實證研究。在生產力變動來源的拆解上，本文延伸Pastor and Lovell（2005）的固定規模報酬模型，利用變動規模報酬的生產邊界來衡量各公司的技術變動及技術差距比率變動，使生產力變動的來源上獲得更明確的意涵。最後本文利用Tobit迴歸模型，探討影響兩岸壽險公司經營效率的因素。 / After joining the WTO in December 2001, there is the advent of economic liberalization and internationalization on the life insurance market of Taiwan and Mainland China. Therefore, how to improve the operating performance and the industrial competitiveness in the present economic circumstance is the critical and important goal of the life insurance industry in Taiwan and Mainland China. This study applies data envelopment analysis with metafrontier model to measure the managerial efficiency and Malmquist productivity index of 59 firms of life insurance industry in Taiwan and Mainland China from 2004 to 2007. On decomposing the sources of productivity change, we extend Pastor and Lovell’ s CRS model (2005) to a VRS frontier benchmark to measure technical change and technical gap ratio change, which apparently provides us a more meaningful decomposition of productivity change. Finally, this study uses Tobit regression model to examine the factors which influence the managerial efficiency of the life insurance industry in Taiwan and Mainland China.

在統計學上，高維度常造成許多分析上的問題，如進行多變量迴歸的假設檢定時，當樣本個數小於樣本維度時，其樣本共變異數矩陣之反矩陣不存在，使得檢定無法進行，本文研究動機即為在進行兩群多維常態母體的平均數檢定時，所遇到的高維度問題，並引發在分類上的研究，試圖尋找解決方法。本文研究目的為在兩種不同的正則化方法中，比較何者在檢定與分類上表現較佳。本文研究方法為以 Warton 與 Friedman 的正則化方法來分別進行檢定與分類上的分析，根據其檢定力與分類錯誤的表現來判斷何者較佳。由分析結果可知，兩種正則化方法並沒有絕對的優劣，須視母體各項假設而定。 / High dimensionality causes many problems in statistical analysis. For instance, consider the testing of hypotheses about multivariate regression models. Suppose that the dimension of the multivariate response is larger than the number of observations, then the sample covariance matrix is not invertible. Since the inverse of the sample covariance matrix is often needed when computing the usual likelihood ratio test statistic (under normality), the matrix singularity makes it difficult to implement the test . The singularity of the sample covariance matrix is also a problem in classification when the linear discriminant analysis (LDA) or the quadratic discriminant analysis (QDA) is used. Different regularization methods have been proposed to deal with the singularity of the sample covariance matrix for different purposes. Warton (2008) proposed a regularization procedure for testing, and Friedman (1989) proposed a regularization procedure for classification. Is it true that Warton's regularization works better for testing and Friedman's regularization works better for classification? To answer this question, some simulation studies are conducted and the results are presented in this thesis. It is found that neither regularization method is superior to the other.

本文的研究目的為分析台灣菸品消費的特性。本文選擇採取分量迴歸法作為研究方法，探討在0.05、0.2、0.4、0.6、0.8和0.95的菸品消費分量下，吸菸家戶的菸品消費特性效果為何。資料來源為行政院家庭收支調查報告。 研究結果指出，在0.2到0.8分量的菸品消費量下，菸品的價格彈性為-0.161到-0.231之間。然而，在0.05分量的菸品消費量下，菸品的價格彈性為-0.363，而當位於0.95分量的菸品消費量時，菸品的消費彈性大幅的提升至-0.701。這代表著提高菸品稅或是菸品健康福利捐的政策是可以有效減少吸菸行為的。 更近一步探討，在0.95分量的菸品消費下，菸品的消費彈性大幅的提升至-0.701，對於此現象可能的解釋為，對於較高菸品消費量的家戶大部分為吸菸成癮者，當價格上漲時，消費者會選擇改變吸菸習慣例如戒菸或購買較便宜的香菸。 而值得一提的是，對於吸菸成癮的消費者而言，也存在一定機率會選擇購買非法的走私香菸，而走私香菸不但無法增加我國菸品稅收收入，也無法達成抑制我國吸菸率的政策目標。因此，政府在推動菸品控管政策時，須將菸品消費者的消費特性列入考量，同時也必須加強查緝非法菸品走私的行為，才能更有效達成政策目標。 / The research purpose of the paper was to analyze the characteristics of cigarette consumptions in Taiwan. The paper had adopted quantile regression as research method to discuss the effect of smoking households’ consumption characteristics to the cigarette consumptions in Taiwan at 0.05, 0.2, 0.4, 0.6, 0.8, and 0.95 quantile. Data for the research was sourced from the “Report on the Survey of Family Income & Expenditure”, conducted by the Executive Yuan, R.O.C. The results showed up that the price elasticities of cigarettes were estimated about -0.161 to -0.231 from 0.2 to 0.8 quantile of cigarettes consumption. However, the price elasticity of cigarettes was -0.363 in 0.05 quantile and raised significantly to -0.701 in 0.95 quantile. Indicating the policy of implementing cigarette tax or “Health and Welfare Surcharge on Tobacco Products” would decrease the smoking behavior effectively. Furthermore, the price elasticity changed to -0.701 in 0.95 quantile, a possible explanation for this phenomenon was that households with higher cigarette consumption were highly addicted to smoking, when the cigarette price increased, they would try to change smoking habit such as buying cheaper cigarettes or quit smoking. However, it is worth noticed that there existed risks of price sensitive smokers seek out measures to purchase less expensive cigarettes when they were highly relied on cigarettes, such as smuggled cigarettes, which may decrease future cessation efforts, and also lose the tax revenue from cigarette excise tax. Therefore, government should also take the consumption characteristics of smoking households into account and also enhance the prevention of illegal consumption behaviors when implementing the tobacco control policy.

台灣金融機構得以至中國大陸地區設置分支機構的法源主要來自於立法院在於2006年11月時修正准許台灣銀行業赴中國大陸地區設立分行。本研究針對39家台灣銀行業在中國大陸營業據點之經營策略與績效進行分析，並採採多元迴歸模型檢定其經營策略與績效之關係。 根據本文實證後的主要研究結果如下： 一、無論是以資產報酬率 (ROA) 或是股東權益報酬率 (ROE) 等兩項獲利指標所檢定的結果，均未有足夠的證據顯示台灣銀行業在中國大陸地區積極設置分行等據點的經營策略或方向是可行的。 二、由股東權益報酬率 (ROE) 分析的結果，支持台灣銀行業若採行提早投入中國大陸地區設置實體據點的發展策略，對於其股東權益報酬率 (ROE) 會呈現顯著的正向關係。 三、無論是以資產報酬率 (ROA) 或是股東權益報酬率 (ROE) 來做為被解釋變數，結果皆無法支持台灣銀行業在中國大陸地區設置分行等實體據點的數量規模大小與銀行的資產報酬率 (股東權益報酬率) 有關。 / Because of the Legislature amended the Act in November 2006, Taiwan’s Banking had been permitted and set up branches in mainland China since 2006. This paper analyzed the business strategy and performance of 39 Taiwanese banks in mainland China. The multiple regression models were adopted and we test the relationship between their business strategy and performance. The main results of this paper were as follows: First, whether the rate of return on assets (ROA) or return on equity (ROE) profitability indicators, there is no sufficient evidence that the Taiwan’s banks actively set in mainland China Branches and other positions of the business strategy or direction is feasible according to the other two test result. Second, as a result of the ROE analysis, it is significant to support the Taiwan’s banking industry to adopt the development strategy of setting up an entity base in mainland China, which has a significant positive effect on the ROE. Third, whether the return on assets (ROA) or the return on equity (ROE) as an explanatory variable, the results are unable to support that the the scale of Taiwan’s banking in mainland China have a relation with the ROE or ROA.

過去一般認為，土地供給是固定不變，故價格彈性為零。這樣的思考方式背後隱含需求面才是不動產市場的主導力量，因此土地供給面往往被忽略。不動產僵局的議題近年來不斷出現在世界各國，臺灣社會也不例外。由此觀之，都市住宅供給過程中，似乎不完全由市場需求面主導，尤其都市進入成熟發展階段後，土地供給面的重要程度更應該被突顯。故本研究從供給角度出發，並認為土地面積和產權在都市住宅供給過程中，可能扮演關鍵的角色。透過本研究提出之二維向度分析，也確實發現開發難度和住宅區開發量間存在一定的負向關係，為後續迴歸分析的立論基礎。市場力量或政府力量是否能克服基地面積過小和產權複雜問題，亦是本研究關注之重點。 利用臺北市民國94年到103年的使用執照和拆除執照，以里為分析單元，計算臺北市各里住宅區的樓地板面積淨增加率，並觀察其在空間上之高低分布。影響樓地板面積淨增加率的因素除包含土地面積和產權因素，亦應包括總體因素，區位與政策因素。一般迴歸模型和空間迴歸模型之實證結果顯示：各里中住宅供給多寡主要受到總體因素影響。此外，劃定都市更新地區之政策亦具有吸引建築投資之效果。然而土地面積並非是影響住宅供給之關鍵因素。但本研究進一步發現，在相同條件之下，產權單純對於住宅開發供給多寡的差異，因臺北市區位而有不同，住宅開發供給量由多至少依序為早期發展區、郊區和市中心。且在早期發展地區，產權越複雜的里比起產權較單純的里，住宅供給確實有較少的趨勢，顯示土地產權仍然在臺北市部分地區，造成開發上的問題。 / It is understood that land supply is fixed and the price elasticity is zero, which implies that the side of demand is the dominant force in the real estate market. Because of this the supply side of land is often ignored. The issues of gridlock of real estate development are emerging in recent years worldwide, and Taiwan is no exception. In these instances the market does not seem entirely dominated by demand in the process of housing supply. Especially in cities which have entered a mature stage of development, the importance of land supply should be highlighted. This study is taking the perspective of supply and considering that lot size and land property key roles in the process of housing supply. Throughout this study, we proposed a two-dimensional analysis and indeed found that there was a negative relationship between development difficulty and the amount of residential development, which was the theoretical basis for the subsequent regression analysis. Whether market force or government force can overcome the problems of small lot size and complex land property was also a focus of attention in this study. We used Building Use Permit and Demolition Permit from the year2005 to2014 in Taipei and the analysis units were individual neighborhoods. We calculate net increasing rate of floor area in residential sections of Taipei and observe its distribution in space. Factors affecting net increasing rate of floor area in residential sections include lot size and ownership factors, as well as general factors, region and policy factors. According to ordinary least squares (OLS) and spatial regression, the empirical results show that housing supply in each neighborhood in Taipei is dominated by general factors. In addition, the policy of the delineated renewal areas has the effect of attracting construction investment. However, the lot size was not a key factor in the process of housing supply. Furthermore, the study found that under simple land property conditions, housing supply discrepancies over location in Taipei and supplied quantity in order was the old core, periphery and center. And in the old core, compared to the neighborhoods of simple land property, the housing supply in neighborhoods of complex land property has a decreasing trend which reveals that land property is still causing development problems in parts of Taipei.

本文旨在研究地下經濟規模與金融發展對實質人均GDP成長率之影響。我們使用二種不同金融發展資料，分別為私部門信貸規模及股市成交值規模。使用的資料型式為追蹤資料，時間由西元1981年至2008年，國家共22個，其中有14個已開發國家，8個開發中國家。模型部分共採用三種型式，首先為一般線性模型，其次為納入地下經濟規模與金融發展交互作用之非線性模型，最後則是門檻迴歸模型。 結果顯示，在一般線性模型中，地下經濟規模及私部門信貸規模對實質人均GDP成長率的影響並不顯著，而股市成交值規模對實質人均GDP成長率有顯著正面影響。 而在納入地下經濟規模與金融發展之交互作用項後，私部門信貸規模與地下經濟規模的交互作用項對實質人均GDP成長率有顯著負面影響，而股市成交值規模與地下經濟規模之交互作用項對實質人均GDP成長率有負面影響，但不顯著。由上面的結果，我們推斷地下經濟規模與實質人均GDP成長率可能存在著非線性的關係。 在門檻迴歸中，若把顯著水準設在10%，我們發現納入私部門信貸規模與股市成交值規模的模型存在顯著的門檻效果。在門檻迴歸中，若把私部門信貸規模或是股市成交值規模當作門檻變數，當金融發展程度低時，地下經濟規模對實質人均GDP成長率有顯著正面影響，而當金融發展程度高時，地下經濟規模對實質人均GDP成長率的影響並不顯著。 總結來說，我們建議低度金融發展國家適度的允許地下部門發展，因為政府無法干預地下部門，因此地下部門的營運較有效率，適度允許反而有助於提高資本投資的效率，進而促進實質人均GDP成長率。相反地，我們建議高度金融發展國家的政府應限制地下部門的發展。 / This paper focuses on linear effects and nonlinear effects of underground economy and financial development on the growth rate of real GDP per capita. Utilizing two alternative measures of financial development, including the size of private credit and stock trade. The analysis relies on a sample of 22 countries for the period 1981-2008, including 14 developed countries and 8 developing countries. We use three different models, including linear model, nonlinear regression with a cross-term and panel threshold model. The results show that in the linear model, underground economy and private credit have no significant impact on the growth rate of real GDP per capita, but stock trade has a significant positive impact on the growth rate of real GDP per capita. Moreover, the interaction between private credit and underground economy has a significant negative impact on the growth rate of real GDP per capita, on the other hand, the interaction between stock trade and underground economy has an insignificant negative impact on the growth rate of real GDP per capita. Hence, we speculate there have a nonlinear effect between underground economy and the growth rate of real GDP per capita. In the panel threshold model, if the level of significance is set in 10%, we find that the model with private credit and stock trade have threshold effect, it implies that the sample can be split into two regimes: High degree of financial development and Low degree of financial development. Underground economy has a significant positive impact on the growth rate of real GDP per capita when private credit is low, so does stock trade. In conclusion, we suggest that it may be optimal for countries with a less developed formal financial sector to accept more tax evasion, because it accelerates the efficiency in capital investment and then facilates the growth rate of real GDP per capita. On the contrary, countries with a more developed formal financial sector should impose more tax compliance.

長久以來，性別不平等的狀況持續存在著，尤其在勞動市場方面。在所有能增進性別平等狀況的管道中，本研究檢驗台灣高中職以下的性別平等教育課程，對於學生未來職場上的性別態度之影響。我們假設，當人們覺得性別不平等狀況是不公平的（或覺得性別平等狀況是公平的），代表他/她具有正向的性別態度。利用台灣社會變遷調查2005年第五期第一次：工作與生活組之資料，以及迴歸不連續性設計（Regression Discontinuity Design）暨次序分對數模型（Ordered Logit Model），實證結果顯示女性在勞動市場中處於較不利的位置；性別平等教育對學生未來職場上的性別態度無顯著影響；女性，或受較高等教育者，或對於工作成就感到公平者，具有較顯著的正向性別態度。 / Gender inequity has always been there in the labor market. This paper examines how gender equity education in elementary and high schools affects students’ attitudes towards gender inequity issues in the future. This paper assumes that if people feel gender inequity is unfair, (or feel gender equity is fair), they have positive gender attitudes. Results derived from the data from 2005 Taiwan Social Change Survey (Round 5, Year 1): Work Orientation by using Regression Discontinuity Design (RDD) as well as the Ordered Logit Model suggest that women indeed lag behind men in the labor market and that gender equity education has no significant effect on students’ gender attitudes. Females, people with higher education level, and people who feel their current achievement is fair have significantly more positive gender attitudes.

住宅本身特性和鄰里環境為影響住宅價格價格高低之主要因素，環境特徵通因素常透過公共設施反映，設施越完善表示鄰里生活機能及可及性越高，產生正面效應使得住宅價格提升；鄰避設施產生的負面外部性導致居住品質下降，造成住宅價格降低。然現有文獻多數偏向針對特定的公共設施類型分析，相對少見到同時針對多樣設施進行全面性研究，缺乏生活設施面向的實證及設施服務水準衡量。 本研究運用特徵價格理論結合地理資訊系統，界定多項重大設施與生活設施；以等級衡量生活設施服務水準，並建構最小平方及分量迴歸模型自動分群探討設施之量增趨勢對住宅總價影響，以對設施作全面性研究。本研究採用臺北市2011年7月至2015年9月不動產交易實價登錄樣本與設施資料為對象。實證結果顯示，住宅總價主要受交通便利性和開放空間效益影響，生活設施水準對總價為正向影響，顯示生活機能具有正面效益。設施影響係數依序為捷運站0.0774、主題公園0.0307、餐飲0.0283、大專院校0.0219、大型醫院0.0193、殯葬設施-0.0190、學校0.0124、市場0.0057、鄰里公園0.0042及便利商店-0.0018。本研究進而探討不同總價下的設施影響效果發現，隨著住宅總價從低到高，各項生活設施的影響下降，低總價住宅主要受到生活機能和開放空間等鄰里環境影響，設施的便利性大於可及性效益；高總價住宅以負面外部性、文教及開放空間效益和就醫便利為主要影響，設施的便利效益不顯著。 / House pricing is strongly affected by its characteristics and neighborhood environment. Neighborhood characteristics are usually reflected by public facilities. The better the facilities are, the higher quality and convenience of the life results in a positive effect on housing price. The negative externalities of the NIMBY (not-in-my-back-yard) facilities lead to a decline in the quality of living and a reduction in housing prices. However, most of the existing literatures tend to focus on specific types of public facility. In this paper, more detailed study on the effects of overall facilities is proposed. In this research, the overall influence of facilities service level on house pricing is the focus. The proposed regression models are based on Hedonic price theory combined with geographic information system (GIS) to automatically cluster (or quantize) the facility numbers. The clustering is used for evaluating the relationships between facility number and housing price. Those overall facilities are categorized into two groups, important and community facilities. The provided different service levels of community facilities are defined. The real estate sales database in Taipei City from July 2012 to Sept. 2015 along with facilities is used for the evaluations. The evaluated results show that the total price is mainly affected by the convenience of transport and open space benefits, the service levels of community facilities have a positive effect. The impacts of the facilities are in the order of MRT, theme parks, restaurants, Universities, large hospitals, funeral facilities, schools, markets, neighborhood parks and convenience stores. Theme parks, the service level of community facilities and universities have higher impacts on those low-priced property while. funeral facilities, theme parks and large hospitals have higher impacts on high-priced one. One more finding is that the impacts of the service level of community facilities has declined with the increase in total housing prices. Low-priced property is mainly affected by the neighborhood environment and open space because facilities convenience is greater than the accessibility. High-priced property is mainly affected by the negative externalities, education, open space and access to medical care.

本研究嚐試找出果凍的最適配方，利用品質機能展開將顧客需求和技術項目結合，找出顧客所重視的技術項目，再依此規劃實驗收集資料。以田口方法和迴歸分析法對數據分析，以提出最適配方。 利用田口方法和迴歸分析法兩種方法找尋最適配方，發現依照不同品質特性所找出的最適配方結果是不相同的，而同時考慮兩種品質特性整體損失函數所找出的最適配方，才能使整體期望損失估計值最小（小於兩個品質特性各別所找出最適配方期望損失估計值的加總）。 由於產品時常有多個品質特性，建議找最適配方時，能同時考量各品質特性的總損失，唯有如此才能找到真正使損失最低的最適生產組合。 / The research goal is to try to find optimal setting combination of one product. We take advantage of QFD (Quality Function Deployment) method to combine the needs of customers and producing technologies; by this, we can tell which technologies are more important for customers’needs. After knowing which technologies are important, we could order an experiment to collect raw data. Using Taguchi Method and Regression Analysis Method to analyze the raw data, we can extract optimal solutions. We found that we could get different optimal solution by different character of a product. Therefore, only considering all characters of a product at the same time, we can get the really optimal setting combination; or we just could get sub optimal setting combinations.