Nonparametric Bayesian estimation of discrete/continuous choice models

2015 Fiscal Year Final Research Report

• Project/Area Number: 24730195
• Research Category: Grant-in-Aid for Young Scientists (B)
• Allocation Type: Multi-year Fund
• Research Field: Economic statistics
• Research Institution: Kwansei Gakuin University
• Principal Investigator: MIYAWAKI Koji 関西学院大学, 経済学部, 准教授 (40550249)
• Project Period (FY): 2012-04-01 – 2016-03-31
• Keywords: ベイズ統計学

Outline of Final Research Achievements

I conducted the research on the nonparametric Bayesian approach to the discrete/continuous choice model. I have developed a statistical model and its estimation method for a simple case. However, in analyzing the practical dataset, I found the component that reduces the number of choices is not appropriate for the dataset to be used. Thus, I modified the model, so that the resulting statistical model is appropriate for the dataset as well as reduces the number of choices.

Free Research Field

計量経済学