以層級貝氏探討個人層級之需求價格彈性與廠商價格政策─以台灣鮮乳產業為例

Exploring the Price Elasticity of Demand and Manufacturer's Price Policy at the Individual Level with Hierarchical Bayesian - Take Taiwan's Fresh Milk Industry for Example

游崴歆(Wei-Hsin YU)

指導教授 ： 任立中

共同指導教授 ： 蔡政安(Chen-An Tsai)

國立臺灣大學/共同教育中心/統計碩士學位學程/碩士(2022年)

https://doi.org/10.6342/NTU202202851

摘要

有效的市場訂價策略一直是各家廠商想解決的問題，而大多數傳統的定價方法都是由廠商面出發由上而下的策略，像是成本導向定價、競爭導向定價法，但通常效果都有限，因此如何從消費者本身出發，量身打造專屬的策略顯得格外重要，同時也須考量到消費者的異質性與動態性。
本文以松青超市的賣場資料為主，篩選出兩年內有購買牛奶的57位消費者做為分析，使用層級貝氏模型、透過MCMC(Markov chain Monte Carlo)方法估計出其自我價格彈性以及交叉價格彈性，針對鮮奶市場做研究並觀察消費者的價格敏感度，首先先做描述性的分析，並進一步對交叉價格彈性與相對價格變化作時間序列的探討，同時對於Dickson的動態競爭理論提出驗證1。再根據彈性的變化，提出廠商應該如何依據消費者價格敏感度之變化來調整其訂價策略。
實證研究發現，由於廠商的動態性不斷調整價格而造成價格結構的改變，確實會影響到消費者價格敏感度的變化。然而，消費者價格敏感度的變動卻沒有進一步影響廠商的訂價策略，也就是說，在實證中廠商的價格決策並未根據消費者的反應做出最適的決策。因此對於廠商而言，時刻觀察到消費者敏感度的變化與購買行為的改變就能有效的了解消費者的消費型態，並依據此制定適合的訂價策略，例如差別取價的方式等。

關鍵字

層級貝氏 ； 訂價策略 ； 消費者行為 ； 價格彈性

並列摘要

Effective market pricing strategy has always been a problem that manufacturers want to solve, and most of the traditional pricing methods are from the top down strategy of the manufacturer, such as cost-oriented pricing and competition-oriented pricing, but usually the effect is limited, so how to start from the consumer itself, tailor-made exclusive strategy is particularly important, but also must consider the heterogeneity and dynamics of consumers.
Based on the store data of Songqing Supermarket, this paper selects 57 consumers who have purchased milk in two years as an analysis, first explores the correlation between absolute price changes and relative price changes, and uses the hierarchical Bayesian regression model and the Markov chain Monte Carlo method to estimate their self-price elasticity and cross-price elasticity He conducted research on the fresh milk market and observed the price sensitivity of consumers, and proposed a validation of Dickson's dynamic competition theory. Based on the changes in elasticity, it proposes how retailers should adjust their pricing strategies according to changes in consumer price sensitivity.
Empirical research has found that changes in price structure due to dynamic price adjustment by manufacturers do significantly affect changes in consumer price sensitivity. However, this demand-side change did not further affect the pricing decisions of manufacturers, that is, in the empirical evidence, the price decisions of manufacturers did not make the most appropriate decisions based on consumer reactions. Therefore, for manufacturers, always observing changes in consumer sensitivity and changes in purchasing behavior can effectively understand the consumption patterns of consumers, and formulate appropriate pricing strategies based on this, such as differential pricing methods.

並列關鍵字

hierarchical bayesian ； pricing strategy ； consumer behavior ； price elasticity

參考文獻

Dickson, P. R. (1992). Toward a General Theory of Competitive Rationality. Journal of Marketing, 56(1), 69–83. https://doi.org/10.2307/1252133

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Dickson, P. R. (1996). The Static and Dynamic Mechanics of Competition: A Comment on Hunt and Morgan’s Comparative Advantage Theory. Journal of Marketing, 60(4), 102–106. https://doi.org/10.2307/1251904

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