Estimation of unidentifiable finite mixture binary models and test statistics for specifying the number of components
| Project/Area Number |
26780137
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| Research Category |
Grant-in-Aid for Young Scientists (B)
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| Allocation Type | Multi-year Fund |
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| Research Field |
Economic statistics
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| Research Institution | Shinshu University (2016)
Hiroshima International University (2014-2015) |
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Principal Investigator |
MASUHARA Hiroaki 信州大学, 学術研究院社会科学系, 准教授 (10419153)
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| Project Period (FY) |
2014-04-01 – 2017-03-31
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| Project Status |
Completed (Fiscal Year 2016)
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| Budget Amount *help |
¥2,600,000 (Direct Cost: ¥2,000,000、Indirect Cost: ¥600,000)
Fiscal Year 2016: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2015: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2014: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
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| Keywords | 有限混合モデル / 識別性 / 検定統計量 / 要素密度 / プロビットモデル |
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| Outline of Final Research Achievements |
We analyze two problems in a finite mixture model in which two or more distributions are additively mixed. First, the finite mixture model can not be distinguished in a binary variable taking values of 0 or 1. We demonstrate that it can be identified in a simultaneous equation model with a continuous variable following the normal distribution. Second, the finite mixture models can not be tested how many distributions it is composed of. Since the likelihood increases endlessly due to over-identification, we propose a Vuong test using Laplace approximation. In Monte-Carlo simulation, Laplace approximation is preferable.
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Report
(4 results)
Research Products
(4 results)
