bayesm
Covers many important models used in marketing and micro-econometrics applications. The package includes: Bayes Regression (univariate or multivariate dep var), Bayes Seemingly Unrelated Regression (SUR), Binary and Ordinal Probit, Multinomial Logit (MNL) and Multinomial Probit (MNP), Multivariate Probit, Negative Binomial (Poisson) Regression, Multivariate Mixtures of Normals (including clustering), Dirichlet Process Prior Density Estimation with normal base, Hierarchical Linear Models with normal prior and covariates, Hierarchical Linear Models with a mixture of normals prior and covariates, Hierarchical Multinomial Logits with a mixture of normals prior and covariates, Hierarchical Multinomial Logits with a Dirichlet Process prior and covariates, Hierarchical Negative Binomial Regression Models, Bayesian analysis of choice-based conjoint data, Bayesian treatment of linear instrumental variables models, Analysis of Multivariate Ordinal survey data with scale usage heterogeneity (as in Rossi et al, JASA (01)), Bayesian Analysis of Aggregate Random Coefficient Logit Models as in BLP (see Jiang, Manchanda, Rossi 2009) For further reference, consult our book, Bayesian Statistics and Marketing by Rossi, Allenby and McCulloch (Wiley first edition 2005 and second forthcoming) and Bayesian Non- and Semi-Parametric Methods and Applications (Princeton U Press 2014).
- Auxiliary mixture sampling with applications to logistic models
- Bayesian analysis of multivariate nominal measures using multivariate multinomial probit models
- Approximations of choice probabilities in mixed logit models
- RGremlinsConjoint
- compositions
- Marketing models of consumer heterogeneity
- BTYDplus
- spamtree
- Ultimixt
- A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model
- ocomposition
- A hierarchical Bayesian approach for examining heterogeneity in choice decisions
- SIMD parallel MCMC sampling with applications for big-data Bayesian analytics
- boa
- CompEcon
- Preliminary test estimation in system regression models in view of asymmetry
- Panel data analysis: a survey on model-based clustering of time series
- A Bayesian multivariate probit for ordinal data with semiparametric random-effects
- The benefits of incorporating utility dependencies in finite mixture probit models
- Bayesian ordinal regression for multiple criteria choice and ranking
- Systemic approach to risk estimation using DSS
- Systemfit
- Optimizing revenue while showing relevant assortments at scale
- Multivariate cluster-weighted models based on seemingly unrelated linear regression
- bayess
- Data-driven optimization and statistical modeling to improve meter reading for utility companies
- Seemingly unrelated clusterwise linear regression
- Measuring the progress of equality of educational opportunity in absence of cardinal comparability
- Anchored Bayesian Gaussian mixture models
- Estimating marginal likelihoods from the posterior draws through a geometric identity
- Modeling price response from retail sales: an empirical comparison of models with different representations of heterogeneity
- Using hierarchical Bayes draws for improving shares of choice predictions in conjoint simulations: a study based on conjoint choice data
- MNP
- Calibration procedures for approximate Bayesian credible sets
- PREFDIS
- Imprecise Dirichlet process with application to the hypothesis test on the probability that \(X \leq Y\)
- Approximations of the information matrix for a panel mixed logit model
- Design for hyperparameter estimation in linear models
- partsm
- Asset-pricing anomalies at the firm level
- Bayesian nonparametric data analysis
- A comparison of variational approximations for fast inference in mixed logit models
- A comparison of semiparametric and heterogeneous store sales models for optimal category pricing
- Mlogit
- truncnorm
- Advanced conjoint analysis using feature selection via support vector machines
- reglogit
- Label.switching
- Covariance matrix estimation of the maximum likelihood estimator in multivariate clusterwise linear regression
- Agglomerative and divisive hierarchical Bayesian clustering
- Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models
- ChoiceModelR
- Generalizing the standard product rule of probability theory and Bayes's theorem
- Product attributes and models of multiple discreteness
- Seasonality and non-linear price effects in scanner-data-based market-response models
- BANOVA
- OptimalDesign
- A semi-parametric Bayesian approach to the instrumental variable problem
- sns
- Bayesian analysis of random coefficient logit models using aggregate data
- A nonhomogeneous hidden Markov model of response dynamics and mailing optimization in direct marketing
- mnlogit
- Demand Models With Random Partitions
- EKF/UKF Toolbox
- Bayesian Statistics and Marketing
- DRAGON
- Weakly Informative Reparameterizations for Location-Scale Mixtures
- Using mixtures in seemingly unrelated linear regression models with non-normal errors
- gmnl
- RSGHB
- mclogit
- Rchoice
- mvProbit
- nor1mix
- QuantPsyc
- semibart
- vabayelMix
- calibration
- polyapost
- Bayesian nonparametric mixed random utility models
- lcmix
- A Bayesian approach to model-based clustering for binary panel probit models
- Detecting homogenous predictors in high-dimensional panel model with an MCMC algorithm
- Multivariate Bayesian structural time series model
- A Model-Based Embedding Technique for Segmenting Customers
- A partial graphical model with a structural prior on the direct links between predictors and responses
- scientific article; zbMATH DE number 7387553 (Why is no real title available?)
- Bayesian analysis of immigration in Europe with generalized logistic regression
- Universal approximation on the hypersphere
- Technical note -- Approximation schemes for capacity-constrained assortment optimization under the nested logit model
- The estimation of normal mixtures with latent variables
- Bayesian Instrumental Variables: Priors and Likelihoods
- MCMC for Markov-switching models -- Gibbs sampling vs. marginalized likelihood
- Stochastic variational inference for large-scale discrete choice models using adaptive batch sizes
- Polyrun
- UPG
- Bayesian non- and semi-parametric methods and applications
- LEMP
- Robust product line design
- Identification-robust moment-based tests for Markov switching in autoregressive models
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