需求函數消費者加總條件檢定－－台灣地區消費支出資料之實証

Tests on Condition of Aggregation across Consumers in Demand Functions- An Empirical Study of Consumption Data in Taiwan

本文探討實証需求分析之消費者加總問題，以及利用台灣地區家計單位分組消費支出資料，驗証正確加總條件。檢定統計量概似比值顯示樣本資料拒絕需求模式設定為線性加總，和不同所得組別需求偏好結構是一致之虛無假說。檢定結果意涵著運用台灣地區家計單位分組資料，進行消費支出行為研究時，實証需求模式設定應符合非線性加總條件，以及納入所得分配的影響效果。

The paper investigates conditions of aggregation across consumers, in empirical demand analysis as well as examines exact aggregation of consumption data in Taiwan. The likelihood ratio tests indicate the null hypothesis of exact linear aggregations and identical preferences across income groups are rejected by the sample data. The results suggest that specifications of an empirical demand system should satisfy nonlinear aggregation conditions and incorporate the effect of income distribution if income groups consumption and incorporate the effect of income distribution if income groups consumption data in Taiwan are empolyed for analyzing consumer behavior.