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Bayesian time series and spatio-temporal Bayesian analysis of income and poverty

Research Project

Project/Area Number 21K01421
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Review Section Basic Section 07030:Economic statistics-related
Research InstitutionMeiji University (2022-2023)
Chiba University (2021)

Principal Investigator

Genya Kobayashi  明治大学, 商学部, 専任教授 (00725103)

Project Period (FY) 2021-04-01 – 2024-03-31
Project Status Completed (Fiscal Year 2023)
Budget Amount *help
¥4,160,000 (Direct Cost: ¥3,200,000、Indirect Cost: ¥960,000)
Fiscal Year 2023: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2022: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2021: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
Keywordsベイズ統計学 / 時空間モデル / グループデータ / マルコフ連鎖モンテカルロ法 / 離散データ / 所得分布 / ベイズ統計 / 小地域推定 / 混合モデル / 状態空間モデル
Outline of Research at the Start

本研究計画では所得不平等や貧困に関する指標について,既存研究のように単一時点や単一地域における指標の推定を行う代わりに,時系列データやパネルデータ内の情報を時点間や空間上にわたって借り合うことで,これらの数量についてより安定的な推定結果を得られるような統計モデルとそれに対する推定方法の開発を行うことを目指す.数値実験を通して,提案する統計学的手法が関心のある数量を既存手法と比較してより安定的・効率的に推定できることを確認し,また提案する手法を実際に日本の公的データなどに適用し,貧困地図なとを通してデータの可視化をすることて日本の格差・貧困問題の現状を明らかにする.

Outline of Final Research Achievements

In this projcet, we have studied the spatio-temporal Bayesian modelling of grouped income data for multiple time points and municipalities and Bayesian modelling for other types of grouped data analyses. More specifically, we have considered spatio-temporal mixture and linear mixed models for grouped data, a factor model for multivariate grouped count data, and a mixture Bayesian predictive model for count data. The results obtained from our studies are reported at international conferences. The papes are submitted to or published on international journals.

Academic Significance and Societal Importance of the Research Achievements

日本において所得データはグループデータの形式て公表されることが多いのに対し,時空間モデルなどに基づく高度な分析方法はグループデータに対しては確立されていないため,本研究による新しい種々のベイズモデリングの方法は所得データなどのグループデータに対して極めて有用な分析手法となる.特に,提案手法は空間補間や将来予測にも使用することができるため,任意の時点・地域において任意の所得・貧困指標を得ることができ,政策立案等のための情報提供において大きく貢献することが期待できる.またこれらから派生した他の提案手法も諸科学分野において頻繁に利用されることが期待される.

Report

(4 results)
  • 2023 Annual Research Report   Final Research Report ( PDF )
  • 2022 Research-status Report
  • 2021 Research-status Report
  • Research Products

    (11 results)

All 2024 2023 2022 2021 Other

All Int'l Joint Research (2 results) Journal Article (2 results) (of which Peer Reviewed: 2 results) Presentation (7 results) (of which Int'l Joint Research: 1 results,  Invited: 7 results)

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

    • Related Report
      2023 Annual Research Report
  • [Int'l Joint Research] Korea University(韓国)

    • Related Report
      2022 Research-status Report
  • [Journal Article] Small area estimation of general finite-population parameters based on grouped data2023

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

      Computational Statistics & Data Analysis

      Volume: 184 Pages: 107741-107741

    • DOI

      10.1016/j.csda.2023.107741

    • Related Report
      2022 Research-status Report
    • Peer Reviewed
  • [Journal Article] Robust fitting of mixture models using weighted complete estimating equations2022

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

      Computational Statistics & Data Analysis

      Volume: 174 Pages: 107526-107526

    • DOI

      10.1016/j.csda.2022.107526

    • Related Report
      2022 Research-status Report
    • Peer Reviewed
  • [Presentation] 条件付き分布のモデリングによる離散データに対するベイズ分位点回帰2024

    • Author(s)
      山内雄太
    • Organizer
      科研費シンポジウム 「ベイズ統計学の最前線: 理論から実践まで」
    • Related Report
      2023 Annual Research Report
    • Invited
  • [Presentation] Clustering and Predicting Time Series Count Data via Mixture of Bayesian Predictive Syntheses2023

    • Author(s)
      小林弦矢
    • Organizer
      2023年度統計関連学会連合大会
    • Related Report
      2023 Annual Research Report
    • Invited
  • [Presentation] Clustering and predicting time series count data via mixture of Bayesian predictive synthesis2023

    • Author(s)
      Genya Kobayashi
    • Organizer
      科研費シンポジウム「ベイズ統計学の最近の展開」
    • Related Report
      2022 Research-status Report
    • Invited
  • [Presentation] Spatio-temporal smoothing, interpolation and prediction of income distributions based on grouped data2022

    • Author(s)
      Genya Kobayashi
    • Organizer
      5th International Conference on Econometrics and Statistics
    • Related Report
      2022 Research-status Report
    • Invited
  • [Presentation] Bayesian factor zero-inflated Poisson model for multiple collapsed count data2022

    • Author(s)
      Genya Kobayashi
    • Organizer
      2022年統計関連学会連合大会
    • Related Report
      2022 Research-status Report
    • Invited
  • [Presentation] Spatio-temporal smoothing, interpolation and prediction of income distributions based on grouped data2021

    • Author(s)
      Genya Kobayashi
    • Organizer
      XV World Conference of the Spatial Econometrics Association
    • Related Report
      2021 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Spatio-temporal smoothing, interpolation and prediction of income distributions based on grouped data2021

    • Author(s)
      Genya Kobayashi
    • Organizer
      CSIS DAYS 2021
    • Related Report
      2021 Research-status Report
    • Invited

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Published: 2021-04-28   Modified: 2025-01-30  

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