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Estimation of unidentifiable finite mixture binary models and test statistics for specifying the number of components

Research Project

Project/Area Number 26780137
Research Category

Grant-in-Aid for Young Scientists (B)

Allocation TypeMulti-year Fund
Research Field Economic statistics
Research InstitutionShinshu University (2016)
Hiroshima International University (2014-2015)

Principal Investigator

MASUHARA Hiroaki  信州大学, 学術研究院社会科学系, 准教授 (10419153)

Project Period (FY) 2014-04-01 – 2017-03-31
Project Status Completed (Fiscal Year 2016)
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)
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
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.

Report

(4 results)
  • 2016 Annual Research Report   Final Research Report ( PDF )
  • 2015 Research-status Report
  • 2014 Research-status Report
  • Research Products

    (4 results)

All 2016 2015 2014

All Journal Article (3 results) (of which Peer Reviewed: 3 results,  Open Access: 2 results,  Acknowledgement Compliant: 2 results) Book (1 results)

  • [Journal Article] 医療用医薬品の流通分析─卸の機能と情報提供サービスに関する実証研究─2016

    • Author(s)
      櫻井秀彦,丹野忠普,増原宏明,林行成,恩田光子,山田玲良
    • Journal Title

      流通研究

      Volume: 19 Pages: 1-10

    • NAID

      130005679778

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] 有限混合モデルの個数特定化のための検定統計量に関する一考察2016

    • Author(s)
      増原宏明
    • Journal Title

      医療経営論叢

      Volume: 8 Pages: 61-76

    • NAID

      40020852472

    • Related Report
      2015 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] 保険者医療費データによる生涯医療費シミュレーションのための統計理論2015

    • Author(s)
      増原宏明,小西幹彦,丁井雅美,林行成
    • Journal Title

      日本医療経営学会誌

      Volume: 9 Pages: 47-56

    • NAID

      130005133255

    • Related Report
      2015 Research-status Report
    • Peer Reviewed / Open Access / Acknowledgement Compliant
  • [Book] Essays on Unobserved Heterogeneity and Endogeneity in Health Econometrics2014

    • Author(s)
      Hiroaki Masuhara
    • Total Pages
      112
    • Publisher
      一橋大学大学院学位請求論文
    • Related Report
      2014 Research-status Report

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Published: 2014-04-04   Modified: 2018-03-22  

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