Bayesian Analysis on Dynamic Multivariate Discrete Choice Models and Its Applications
| Project/Area Number |
19530177
|
|---|
| Research Category |
Grant-in-Aid for Scientific Research (C)
|
| Allocation Type | Single-year Grants |
|---|
| Section | 一般 |
|---|
| Research Field |
Economic statistics
|
|---|
| Research Institution | Hokkaido University |
|---|
Principal Investigator |
HASEGAWA Hikaru Hokkaido University, 大学院・経済学研究科, 教授 (30189534)
|
|---|
| Project Period (FY) |
2007 – 2009
|
| Project Status |
Completed (Fiscal Year 2009)
|
| Budget Amount *help |
¥4,550,000 (Direct Cost: ¥3,500,000、Indirect Cost: ¥1,050,000)
Fiscal Year 2009: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
Fiscal Year 2008: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2007: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
|
|---|
| Keywords | ベイズ統計学 / MCMC / 多変量順序プロビット / 動学的順序プロビットモデル / 順序プロビット / 動学的離散選択モデル / 順序プロビットモデル |
|---|
| Research Abstract |
In this research project, I consider the Bayesian method for estimating the multivariate ordered probit model and the dynamic panel ordered probit model. Further, I propose a method for estimating the coefficients of ordinal endogenous explanatory variables from the posterior results obtained for multivariate ordered probit model. I apply the methods to the estimation of subjective well-being equations by using the micro-level survey data. Since one of the merits of Bayesian analysis is that the value of latent variable for probit models can be obtained directly from the posterior results, I propose a new inequality measure for subjective well-being by using the posterior results.
|
Report
(4 results)
Research Products
(7 results)
