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Research on a Bayesian cohort model including explanatory variables other than age, period, and cohort effects

Research Project

Project/Area Number 10680324
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Statistical science
Research InstitutionThe Institute of Statistical Mathematics

Principal Investigator

NAKAMURA Takashi  Department of Statistical Methodology, The Institute of Statistical Mathematics, Professor, 調査実験解析研究系, 教授 (20132699)

Co-Investigator(Kenkyū-buntansha) MAEDA Tadahiko  Department of Statistical Methodology, The Institute of Statistical Mathematics, Assistant Professor, 調査実験解析研究系, 助手 (10247257)
SAKAMOTO Yoshiyuki  Department of Statistical Methodology, The Institute of Statistical Mathematics, Professor, 調査実験解析研究系, 教授 (50000211)
Project Period (FY) 1998 – 1999
Project Status Completed (Fiscal Year 1999)
Budget Amount *help
¥2,300,000 (Direct Cost: ¥2,300,000)
Fiscal Year 1999: ¥800,000 (Direct Cost: ¥800,000)
Fiscal Year 1998: ¥1,500,000 (Direct Cost: ¥1,500,000)
Keywordsage effects / period effects / cohort effects / identification problem / Bayesian model / cohort analysis / Japanese national character / time-series social survey data / 年齢別回答分布
Research Abstract

Cohort analysis is a method of separating the effects of age, historical period, and birth time (cohort) from time-series social survey data classified by age group and survey period. Although the method is useful for understanding the mechanism of social change, it is known that the method confronts the identification problem that the three kinds of effects cannot be separated without some prior information. In order to overcome the problem, Nakamura proposed a Bayesian cohort model with the gradually-changing-parameter assumption and a model scheme using Akaike's Bayesian information criterion ABIC.
The purpose of the present research is to develop a new extended cohort model including additional explanatory variables other than age, period, and cohort effects. Examples of these variables are the trend of business conditions, the indicator of different survey system, the cohort size, and so on.
The design matrix of the proposed model is set up and ABIC is derived. By analyzing artificial datasets, the performance of the model is examined. Actual datasets such as household saving rates, crime rates, and percentages concerning religious attitude are analyzed using the models with including the trend of business conditions, the cohort size, and the indicator of different survey system, respectively.

Report

(3 results)
  • 1999 Annual Research Report   Final Research Report Summary
  • 1998 Annual Research Report
  • Research Products

    (4 results)

All Other

All Publications (4 results)

  • [Publications] 坂元慶行: "日本人の考えはどう変わったか-日本人国民性調査の半世紀"統計数理. 48巻1号(印刷中). (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] 中村隆: "質問項目のコウホート分析-多項ロジット・コウホートモデル"統計数理. 48巻1号(印刷中). (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Sakamoto, Y.: "How has the Japanese way of thinking changed? A half century of statistical research of the Japanese national character. (in Japanese)"Proc. Inst. Statist. Math.. 38-1(to appear). (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Nakamura, T.: "A Bayesian multinomial logit cohort model for data obtained using a multiple choice question. (in Japanese)"Proc. Inst. Statist. Math.. 38-1 (to appear). (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary

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Published: 1998-04-01   Modified: 2016-04-21  

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