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Bayesian shape-restricted functional regression with application to economic data

Research Project

Project/Area Number 18K12754
Research Category

Grant-in-Aid for Early-Career Scientists

Allocation TypeMulti-year Fund
Review Section Basic Section 07030:Economic statistics-related
Research InstitutionChiba University

Principal Investigator

Kobayashi Genya  千葉大学, 大学院社会科学研究院, 准教授 (00725103)

Project Period (FY) 2018-04-01 – 2021-03-31
Project Status Completed (Fiscal Year 2020)
Budget Amount *help
¥4,290,000 (Direct Cost: ¥3,300,000、Indirect Cost: ¥990,000)
Fiscal Year 2020: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2019: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
Fiscal Year 2018: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
Keywordsベイズ統計学 / 状態空間モデル / 分位点回帰モデル / 空間統計 / 所得分布 / ロレンツ曲線 / ベイズ計量経済学 / 分位点 / 非線形回帰
Outline of Final Research Achievements

This project considered Bayesian analysis for shape-restricted functional models, particularly, nonlinear quantile regression models, state space SIR model and Lorenz curves, and applied the proposed approaches to some important economic problems, such as female labour, income inequality, and urgent social and economic problem of the spread of COVID-19 and its prediction. Various approaches to introducing shape restriction were considered, for example, Gaussian process, differential equations, parametric families of functions. Centred on those shape-restricted functions, flexible models based on state space models, hierarchical models, nonparametric Bayes models were considered. As related studies, the model for spatial income distributions and mixture model with both flexibility and estimation stability were also considered.

Academic Significance and Societal Importance of the Research Achievements

関数の形状に制約がある事前情報がある場合,それを適切にモデルに反映させることで柔軟性を保ちつつより効率的にモデルの推定を行うことができるようになった.本研究の意義は回帰モデルにおける非線形関数の推定にとどまらず,ロレンツ曲線やSIRモデルなどといった関数あるいは方程式の解に形状制約があるものに対して状態空間モデルを構築することで,現実のデータのばらつきを許容・捕捉キャプチャーできるようになり,また時点感・空間上で情報を借り合うことでモデルをより安定的に推定し,将来の予測を行えるようになった.

Report

(4 results)
  • 2020 Annual Research Report   Final Research Report ( PDF )
  • 2019 Research-status Report
  • 2018 Research-status Report
  • Research Products

    (15 results)

All 2021 2020 2019 2018 Other

All Int'l Joint Research (3 results) Journal Article (6 results) (of which Int'l Joint Research: 1 results,  Peer Reviewed: 6 results,  Open Access: 1 results) Presentation (6 results) (of which Int'l Joint Research: 5 results,  Invited: 5 results)

  • [Int'l Joint Research] Korea University(韓国)

    • Related Report
      2020 Annual Research Report
  • [Int'l Joint Research] Korea University(韓国)

    • Related Report
      2019 Research-status Report
  • [Int'l Joint Research] Korea University(韓国)

    • Related Report
      2018 Research-status Report
  • [Journal Article] Bayesian Approach to Lorenz Curve Using Time Series Grouped Data2021

    • Author(s)
      Kobayashi Genya、Yamauchi Yuta、Kakamu Kazuhiko、Kawakubo Yuki、Sugasawa Shonosuke
    • Journal Title

      Journal of Business & Economic Statistics

      Volume: Accepted Issue: 2 Pages: 1-16

    • DOI

      10.1080/07350015.2021.1883438

    • Related Report
      2020 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Predicting intervention effect for COVID-19 in Japan: state space modeling approach2020

    • Author(s)
      Kobayashi Genya、Sugasawa Shonosuke、Tamae Hiromasa、Ozu Takayuki
    • Journal Title

      BioScience Trends

      Volume: 14 Issue: 3 Pages: 174-181

    • DOI

      10.5582/bst.2020.03133

    • NAID

      130007877649

    • Related Report
      2020 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Flexible Bayesian quantile curve fitting with shape restrictions under the Dirichlet process mixture of the generalized asymmetric Laplace distribution2020

    • Author(s)
      Kobayashi Genya、Roh Taeyoung、Lee Jangwon、Choi Taeryon
    • Journal Title

      Canadian Journal of Statistics

      Volume: 00 Issue: 3 Pages: 1-33

    • DOI

      10.1002/cjs.11582

    • Related Report
      2020 Annual Research Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Estimation and inference for area-wise spatial income distributions from grouped data2020

    • Author(s)
      Sugasawa Shonosuke、Kobayashi Genya、Kawakubo Yuki
    • Journal Title

      Computational Statistics & Data Analysis

      Volume: 145 Pages: 106904-106904

    • DOI

      10.1016/j.csda.2019.106904

    • Related Report
      2019 Research-status Report
    • Peer Reviewed
  • [Journal Article] Approximate Bayesian computation for Lorenz curves from grouped data2018

    • Author(s)
      Kobayashi Genya、Kakamu Kazuhiko
    • Journal Title

      Computational Statistics

      Volume: 34 Issue: 1 Pages: 253-279

    • DOI

      10.1007/s00180-018-0831-x

    • Related Report
      2018 Research-status Report
    • Peer Reviewed
  • [Journal Article] Latent mixture modeling for clustered data2018

    • Author(s)
      Sugasawa Shonosuke、Kobayashi Genya、Kawakubo Yuki
    • Journal Title

      Statistics and Computing

      Volume: 29 Issue: 3 Pages: 537-548

    • DOI

      10.1007/s11222-018-9821-7

    • Related Report
      2018 Research-status Report
    • Peer Reviewed
  • [Presentation] Bayesian approach to Lorenz curve using time series grouped data2019

    • Author(s)
      Genya Kobayashi
    • Organizer
      IISA 2019 Conference
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Bayesian approach to Lorenz curve using time series grouped data2019

    • Author(s)
      Genya Kobayashi
    • Organizer
      Workshop on Bayesian Modelling of Income and Wealth
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Estimation and inference for area-wise spatial income distributions from grouped data2019

    • Author(s)
      Genya Kobayashi
    • Organizer
      SAE 2019
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Flexible Bayesian quantile curve fitting with shape restrictions based on Gaussian process and generalised asymmetric Laplace distribution2018

    • Author(s)
      Genya Kobayashi
    • Organizer
      ISBA World Meeting 2018
    • Related Report
      2018 Research-status Report
    • Int'l Joint Research
  • [Presentation] Flexible Bayesian quantile curve fitting with shape restrictions based on Gaussian process and generalised asymmetric Laplace distribution2018

    • Author(s)
      Genya Kobayashi
    • Organizer
      ISBA EAC 2018
    • Related Report
      2018 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Shrinking semiparametric Bayesian quantile regression with transferring functions2018

    • Author(s)
      Genya Kobayashi
    • Organizer
      ベイズ計量経済分析研究集会
    • Related Report
      2018 Research-status Report
    • Invited

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Published: 2018-04-23   Modified: 2022-01-27  

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