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Bayesian Methods for Statistical Analysis on Stochastic Dominance and Its Applications

Research Project

Project/Area Number 22530203
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Economic statistics
Research InstitutionHokkaido University

Principal Investigator

HASEGAWA Hikaru  北海道大学, 大学院・経済学研究科, 教授 (30189534)

Project Period (FY) 2010 – 2012
Project Status Completed (Fiscal Year 2012)
Budget Amount *help
¥4,030,000 (Direct Cost: ¥3,100,000、Indirect Cost: ¥930,000)
Fiscal Year 2012: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2011: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2010: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Keywordsベイズ統計学 / MCMC / 確率的優位 / 貧困 / 所得分布 / プロスペクト確率的優位 / 不平等
Research Abstract

In this research project, using the Bayesian nonparametric method with a Dirichlet process prior, I estimated the density and cumulative distribution functions of the income distribution. I also applied the method to the problems of stochastic dominance in income distributions. In addition, using microlevel data, I analyzed the relationships between self-assessed social position and socioeconomic factors such as income and poverty. Furthermore, I provided the estimation method for multivariate polychoric and polyserial correlation coefficients by using the simulation-based Bayesian method.

Report

(4 results)
  • 2012 Annual Research Report   Final Research Report ( PDF )
  • 2011 Annual Research Report
  • 2010 Annual Research Report
  • Research Products

    (7 results)

All 2012 2011 Other

All Journal Article (3 results) (of which Peer Reviewed: 3 results) Presentation (3 results) (of which Invited: 1 results) Remarks (1 results)

  • [Journal Article] Measuring inequality of subjective well-being : A Bayesian approach2011

    • Author(s)
      長谷川光・上田和宏
    • Journal Title

      The Journal of Socio-Economics

      Volume: 40 Issue: 5 Pages: 700-708

    • DOI

      10.1016/j.socec.2011.05.009

    • NAID

      120003370681

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Self-assessed social position and poverty

    • Author(s)
      Hikaru Hasegawa and Kazuhiro Ueda
    • Journal Title

      Review of Income and Wealth

      Volume: 近刊

    • NAID

      120005837936

    • Related Report
      2012 Final Research Report
    • Peer Reviewed
  • [Journal Article] On polychoric and polyserial partial correlation coefficients: A Bayesian approach

    • Author(s)
      Hikaru Hasegawa
    • Journal Title

      Metron

      Volume: 近刊

    • NAID

      120005307933

    • Related Report
      2012 Final Research Report
    • Peer Reviewed
  • [Presentation] Bayesian analysis of stochastic dominance2012

    • Author(s)
      Hikaru Hasegawa
    • Organizer
      21st International Conference of Forum for Interdisciplinary Mathematics on Interdisciplinary Mathmatics, Statistics and Computational Techniques
    • Place of Presentation
      Panjab University, India
    • Year and Date
      2012-12-16
    • Related Report
      2012 Final Research Report
  • [Presentation] Customer satisfaction and online hotel review evaluation2011

    • Author(s)
      Hikaru Hasegawa
    • Organizer
      日本福祉大学経済学部ワークショップ
    • Place of Presentation
      日本福祉大学(愛知県)
    • Year and Date
      2011-01-27
    • Related Report
      2012 Final Research Report
  • [Presentation] Bayesian analysis of stochastic dominance

    • Author(s)
      長谷川 光
    • Organizer
      21st International Conference of Forum for Interdisciplinary Mathematics
    • Place of Presentation
      インド,Panjab大学
    • Related Report
      2012 Annual Research Report
    • Invited
  • [Remarks]

    • URL

      http://www.econ.hokudai.ac.jp/~hasegawa/

    • Related Report
      2012 Final Research Report

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Published: 2010-08-23   Modified: 2019-07-29  

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