Bayesian analysis of multivariate ordered choice models that accommodate individual heterogeneity
| Project/Area Number |
25380261
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Multi-year Fund |
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| Section | 一般 |
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| Research Field |
Economic statistics
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| Research Institution | Hokkaido University |
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Principal Investigator |
Hasegawa Hikaru 北海道大学, 経済学研究科(研究院), 教授 (30189534)
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| Project Period (FY) |
2013-04-01 – 2016-03-31
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| Project Status |
Completed (Fiscal Year 2015)
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| Budget Amount *help |
¥4,810,000 (Direct Cost: ¥3,700,000、Indirect Cost: ¥1,110,000)
Fiscal Year 2015: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
Fiscal Year 2014: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
Fiscal Year 2013: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
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| Keywords | ベイズ統計学 / 順序選択モデル / MCMC / 個人の異質性 / Anchoring vignettes / Anchoring Vignettes |
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| Outline of Final Research Achievements |
In this research, I consider an ordered choice model that accommodates individual heterogeneity. In particular, using the simulation-based Bayesian method, I present an estimation method for the anchoring vignettes model proposed by King et al. (2004). Furthermore, I provide an extended model incorporating the dependence between the self-assessment and vignette components, and its estimation procedure. In addition, I consider an extended multivariate ordered probit model which includes continuous dependent variables as well as ordered dependent variables, and provides the Bayesian estimation method for it.
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Report
(4 results)
Research Products
(5 results)
