9 7 2012 7 ChineseJournalofManagement Vol.9No.7 Jul.2012 Hedonic BP ( ) :,, 2007 6 2008, ;, Box cox, BP,, -5.78%~ 2.08% ; 2008 2007 6, BP 5.74 : ; ;BP :C93;F293.3 :A :1672 884X(2012)07 1007 06 HedonicHousingPriceModelViaBPNeuralNetwork SIJiwen HAN Yingying LUO Xi (HuazhongUniversityofScienceandTechnology,Wuhan,China) Abstract:Inthispaper,hedonicpricingmodelisusedtoassessthehousingpricein Washington, USA.Forthepricing model,inthispaper,thecrimevariablesaroundthehouseareincluded.the modelisbuiltbyhedonicpricingmethodthroughusingtraditionalolsmethodandneuralnetworkto simulateandwithdatamodifiedbybox coxtransformation.theresultshowsthechangeincriminal ratemakesthehousingpricechange,andasthedistanceofcrimetothehousingandthetypesof crimeschanges,thehousepricechangesfrom 5.78%to2.08%.InJulyof2007andthewhole2008, theinfluencesofcrimeonhousingpricearediferent.italsoshowsthatneuralnetworkismoreaccu ratethanthetraditionalolsmethodwith5.74% higherdegreeofapproximation,andshowsbeter features. Keywords:housingprice;hedonicpricingmodel;BPneuralnetwork 1,, 2007,,, SUE [1] YUSUF [2],, CLAPP [3],,, :2012 05 20 : (71071067 ); (20110142110068) 1007
9 7 2012 7,,,,, Box cox (Z λ -1)/λ, Z λ = (2) [4] KHALAFALLAH [5] { lnz Box cox, BOX COX 1976 [9] y(λ)~n(xβ, σ 2 I n ),, -2% ~2%, L(λ, β,σ 2 y,x)=, ex p { - 1 2σ 2[ y(λ)-xβ ] [y(λ)-xβ ] } J(λ,y),(3) (2πσ 2 ) n 2,, λ 0, 1 ; λ=0, 2 λ -1, λ 1/2, λ 1,, λ,, Box cox,,,, 2.3 BP BP, Box cox, [6],, BP 2 2.1 BP :1, ;2,, Kolmogorov [7,8],, ;3, P = F(N1,N2, ), (1),N 1,N 2, ;, P,, 2~ 4 2.2 Box cox,, BP, [10], ;4, Kol Box cox, mogorov :, λ n2 = 槡 (n1 +m+1)+a, a =1~10, (4),,n 2 ;n 1 ; [11] λ m BP BP Box cox,, 1008
Hedonic BP 3 3.1 0,, ;3 2007 6 2008, 1, 0 2 2008, : (log), (log) 500 1.540 1.110 1.792 4.025 0, 500 2.884 1.137 3.045 5.231 0, 1 500~1000 2.800 1.715 3.178 4.883 0, 500~1000 4.257 1.001 4.369 5.986 0 ; 2, (log) 3.554 2.439 4.234 7.605 0 3.2 2.524 2.281 3 44 0 1, 1.728 0.828 2 8 0 (1)N 1,N 2,, 0.403 0.322 5.720 6.699 0 6 3 25 0 0, 0.426 0.577 0 7 0 [12] 3 Box cox Box cox, 500 Box,500~1000 cox, 3, 3 Box cox, 0.11 0.18 0.14 500 0.09 0.14 0.12, 1 2 500~1000 0.27 0.31 0.29 1 2007 6 500~1000 0.34 0.38 0.36 (log) 3.3 (log) 500 2.815 0.790 2.996 4.174 0 500 4.139 0.716 4.564 5.247 1.946 500~1000 1.926 1.189 2.079 3.638 0 500~1000 3.337 0.822 3.466 5.063 0 (/1000) 1.225 0.512 1.080 6.939 0.323 (log) 3.541 2.171 4.220 4.927 0 1.225 0.512 1.080 6.939 0.323 2.375 1.723 2 11 0 1.630 0.751 1 8 1 0.342 0.278 0 3 0 5.444 6.460 5 16 0,, 1, : (/1000) 1.338 0.594 1.184 9.625 0.252 500 0.13 0.15 0.14,,,,,,, 1 2007 6 BP 2007 6, 611 305, 2, 1e-5, :1 100, tansig purelin,, 1 2 ;2 4, 1, 1009
9 7 2012 7 1 2007 6 BP 4 2008 BP 2 2007 6 BP 1-0.01244 0.0854 0.8185-1.4402-0.0106 2-0.03895 0.1339 0.8156-2.7431-0.0041 7, 3-0.00552 0.1778 1.9237-2.4065-0.0238 1e-5, 0 2, [-0.5, 4 0.0399360.0981 1.0513-2.6435 0.0169 5 0.0298770.1412 1.6922-3.2928 0.0077 0.4], BP 6 0.0289910.0638 1.1199-1.9565-0.0001 7 0.02574 0.0897 1.2984-1.7632 0.0030 4 8-0.02520 0.1657 1.2583-7.0419-0.0256 BP 9-0.03619 0.1115 1.1050-2.0220-0.0188 10 0.00014 0.1168 1.5575-2.1477-0.0275 11-0.12768 0.1392 1.2962-2.3435-0.0682 2007 6 0.0878 0.1180 1.5397-3.1537 0.0427 3, 12, 1e-5, 0 4, [-0.3, 0.4],BP 5 2008 BP 12-0.01085 0.1491 1.7060-2.6028-0.0496 3.4 2 2008 BP Box cox, 2008, 6663 3332 lnp =α0 +α1n1 +α2lnn2 + +α2lnnn, (5),,,N 1,N 2,,N n 2007 6,α0,α1,α2,,αn, ( ) 1%, 3 4 5 7 8 3 2008 BP 1010 [14] : 6,, -5.78% ~2.80% 2008 2007 6,
Hedonic BP 6 2007 6 2008 : (log) : (2007 6 ) P (2008 ) 11.9022 12.7815 (Log) P 500-0.0310 0.1787-0.0363 0.3753 500 0.0280 0.0029-0.0333 0.4710 500~1000-0.0051 0-0.0207 0 500~1000-0.0578 0.5117 0.0751 0 (/1000) 0.2102 0.0000 0.2421 0 (log) -0.0578 0.0000-0.0524 0 0.2102 0.0000 0.0762 0 0.0968 0 0.0873 0.0713 0.0651 0.0540 0.0863 0 0.1187 0-0.0007 0 BP 0.8398-0.0323 0 0.0357 0 0.7824-0.0008 0 0.0325 0 0 0.0500-0.0505 0 9,BP 0 0-0.2883 0, 0 0 0.1567 0 5.74 BP 0.855 1.147 :, 95%,BP 7, 2007 6 0.3469 0.2591 2.8074-1.1180 0.2108 8 2008 BP, Box cox, 1-0.0076 0.0911 0.9392-1.4683 0.0286 2-0.0404 0.1362 0.6850-2.9189 0.0155 3-0.0017 0.1992 2.2725-2.6602 0.0131 4-0.0025 0.1166 1.0114-2.2516 0.0344 5 0.0285 0.2905 2.5783-3.6236 0.0178 6 0.0093 0.0831 1.1893-1.9582 0.0417 7 0.0270 0.1026 1.5797-1.8874 0.0351 8-0.0696 0.2044 1.2731-6.9471-0.0210 9-0.0561 0.1302 0.9322-2.4572-0.0020 10-0.0386 0.2252 2.1848-3.4841-0.0038 11-0.1415 0.1212 0.5491-1.7454-0.0773 12-0.0995 0.1902 2.2289-3.0809-0.0449 5 2008 3.5, 1 2007 6 4 7,, 2007 6,BP,,,,,,, 2 2008 5 [1]SUE E D W,WONG W.ThePoliticalEconomyof, 9 Housing Prices: Hedonic Pricing with Regression Discontinuity[J].Journalof Housing Economics, 9 4 BP, BP, :,,, 1 1, 1011
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