基于面板模型的商品房价格影响因素的实证研究

选取了我国30个省市2006~2015年的面板数据,应用面板数据计量模型回归的方法,基于R语言对影响商品房价格的因素进行实证研究.首先,经过Hausman检验与F检验确定面板数据的模型为混合估计模型;模型可以通过十折交叉验证法、残差正太性的检验、Q-Q图检验、变量间共线性的检验;最后经过逐步回归分析,结果表明土地价格、商品房销售面积、居民可支配收入、人均国内总产值财政收入占地区生产总值比重、汇率这6个指标对商品房价格都有显著性的影响.其中,土地价格和居民可支配收入对商品房价格的影响最为突出.

Empirical Study on the Influence Factors of Commodity House Price Based on Panel Model

This paper selected the panel data of 30 provinces and cities in China from 2006 to 2015, and used the method of regression of the data metrology model of the application panel. Based on the R language, this paper made an empirical study on the factors affecting the price of commercial housing.First, through Hausman test and F test, the model of panel data was mixed with estimation model.The model can be tested by ten fold cross validation, the test of residual positive, Q-Q graph test, and the cross-linear test of variables.Finally through stepwise regression analysis, the results show that land prices, commercial housing sales area, residents'' disposable income, per capita gross domestic product GDP proportion of fiscal income, exchange rate, the six indexes of commercial housing price has a significant impact.Among them, land price and dweller disposable income have the most outstanding influence on commodity house price.