bayesm
swMATH6787CRANbayesmMaRDI QIDQ18862FDOQ18862
Bayesian Inference for Marketing/Micro-Econometrics
Last update: 23 September 2023
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 3.1-5, 0.0-1, 0.0-2, 0.0, 1.0-1, 1.0-2, 1.1-0, 1.1-1, 1.1-2, 2.0-1, 2.0-2, 2.0-3, 2.0-4, 2.0-5, 2.0-6, 2.0-7, 2.0-8, 2.0-9, 2.1-0, 2.1-1, 2.1-2, 2.1-3, 2.2-0, 2.2-1, 2.2-2, 2.2-3, 2.2-4, 2.2-5, 3.0-0, 3.0-1, 3.0-2, 3.1-0.1, 3.1-0, 3.1-1, 3.1-2, 3.1-3, 3.1-4, 3.1-6
Source code repository: https://github.com/cran/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).
Cited In (75)
- Anchored Bayesian Gaussian mixture models
- Measuring the progress of equality of educational opportunity in absence of cardinal comparability
- Approximations of the information matrix for a panel mixed logit model
- Design for hyperparameter estimation in linear models
- Detecting homogenous predictors in high-dimensional panel model with an MCMC algorithm
- Identification-robust moment-based tests for Markov switching in autoregressive models
- Title not available (Why is that?)
- A partial graphical model with a structural prior on the direct links between predictors and responses
- Title not available (Why is that?)
- A Model-Based Embedding Technique for Segmenting Customers
- Universal approximation on the hypersphere
- Technical Note—Approximation Schemes for Capacity-Constrained Assortment Optimization Under the Nested Logit Model
- Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models
- Bayesian Instrumental Variables: Priors and Likelihoods
- MCMC for Markov-switching models—Gibbs sampling vs. marginalized likelihood
- Title not available (Why is that?)
- Panel data analysis: a survey on model-based clustering of time series
- Calibration procedures for approximate Bayesian credible sets
- Fast Bayesian estimation of spatial count data models
- Preliminary test estimation in system regression models in view of asymmetry
- Model weights for model choice and averaging
- SIMD parallel MCMC sampling with applications for big-data Bayesian analytics
- Bayesian nonparametric data analysis
- Bayesian analysis of multivariate nominal measures using multivariate multinomial probit models
- 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
- Weakly Informative Reparameterizations for Location-Scale Mixtures
- Title not available (Why is that?)
- Multivariate cluster-weighted models based on seemingly unrelated linear regression
- The benefits of incorporating utility dependencies in finite mixture probit models
- Seemingly unrelated clusterwise linear regression
- A semi-parametric Bayesian approach to the instrumental variable problem
- Bayesian nonparametric mixed random utility models
- Bayesian inference in a correlated random coefficients model: modeling causal effect heterogeneity with an application to heterogeneous returns to schooling
- Marketing models of consumer heterogeneity
- A Bayesian multinomial probit model for the analysis of panel choice data
- Bayesian analysis of random coefficient logit models using aggregate data
- Bayesian analysis of immigration in Europe with generalized logistic regression
- Approximations of choice probabilities in mixed logit models
- A Bayesian approach to model-based clustering for binary panel probit models
- Data-driven optimization and statistical modeling to improve meter reading for utility companies
- A comparison of variational approximations for fast inference in mixed logit models
- Bayesian ordinal regression for multiple criteria choice and ranking
- Bayesian Statistics and Marketing
- Advanced conjoint analysis using feature selection via support vector machines
- A nonhomogeneous hidden Markov model of response dynamics and mailing optimization in direct marketing
- compositions
- Asset-pricing anomalies at the firm level
- Modeling price response from retail sales: an empirical comparison of models with different representations of heterogeneity
- mvProbit
- A comparison of semiparametric and heterogeneous store sales models for optimal category pricing
- Using mixtures in seemingly unrelated linear regression models with non-normal errors
- Considering endogeneity for optimal catalog allocation in direct marketing
- The random coefficients logit model is identified
- Using hierarchical Bayes draws for improving shares of choice predictions in conjoint simulations: a study based on conjoint choice data
- Systemic approach to risk estimation using DSS
- Covariance matrix estimation of the maximum likelihood estimator in multivariate clusterwise linear regression
- Allocation of public funds to R\&D: A portfolio choice-styled decision model and a biotechnology case study
- RGremlinsConjoint
- A hierarchical Bayesian approach for examining heterogeneity in choice decisions
- A Bayesian multivariate probit for ordinal data with semiparametric random-effects
- BTYDplus
- A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model
- Robust Product Line Design
- Agglomerative and divisive hierarchical Bayesian clustering
- The estimation of normal mixtures with latent variables
- Demand Models With Random Partitions
- Auxiliary mixture sampling with applications to logistic models
- ocomposition
- Stochastic variational inference for large-scale discrete choice models using adaptive batch sizes
- Optimizing revenue while showing relevant assortments at scale
- BGVAR
- Imprecise Dirichlet process with application to the hypothesis test on the probability that \(X \leq Y\)
- Estimating marginal likelihoods from the posterior draws through a geometric identity
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