质量调整的价格指数编制中hedonic插补法的应用

在数据缺失的情况下,插补法是一种常用的推断缺失数据的方法。在价格指数的编制中,在基期存在的产品可能在报告期从市面上消失,或者报告期出现了新产品。这都可以看作是数据缺失的情形。同时由于前后时期产品质量发生变化,所编制的价格指数中可能包含"质量变化偏差"。Hedonic插补法将hedonic方法与缺失数据的插补方法结合起来,既处理了缺失数据,又克服了价格指数中的质量变化偏差。本文讨论了hedonic插补法的多种可能形式,并比较了各种方法的特点。本文还利用中国笔记本电脑的数据编制了hedonic插补价格指数,进行了相关的实证分析。

The Application of Hedonic Imputation Method in the Quality-adjusted Price Index

Imputation method is a widely used approach to dealing with missing data.When compiling the price indices,missing data are often encountered.Some products disappear in the current period temporarily or permanently,or new products appear in the market.At the same time quality change may occur,so the price index may be biased with "quality change bias".Hedonic imputation method could impute the missing price,also reduce the quality change bias.The paper discusses the different forms of hedonic imputation indexes and compares their different characteristics.In the final part the paper empirically compiles the hedonic imputation index for notebook PC and draws some conclusions.