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Bayesian estimation of random‐coefficients choice models using aggregate data

Author

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  • Andrés Musalem
  • Eric T. Bradlow
  • Jagmohan S. Raju

Abstract

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  • Andrés Musalem & Eric T. Bradlow & Jagmohan S. Raju, 2009. "Bayesian estimation of random‐coefficients choice models using aggregate data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(3), pages 490-516, April.
  • Handle: RePEc:jae:japmet:v:24:y:2009:i:3:p:490-516
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    Cited by:

    1. German Zenetti & Thomas Otter, 2014. "Bayesian estimation of the random coefficients logit from aggregate count data," Quantitative Marketing and Economics (QME), Springer, vol. 12(1), pages 43-84, March.
    2. Zhiqiang (Eric) Zheng & Peter Fader & Balaji Padmanabhan, 2012. "From Business Intelligence to Competitive Intelligence: Inferring Competitive Measures Using Augmented Site-Centric Data," Information Systems Research, INFORMS, vol. 23(3-part-1), pages 698-720, September.
    3. Sungho Park & Sachin Gupta, 2012. "Handling Endogenous Regressors by Joint Estimation Using Copulas," Marketing Science, INFORMS, vol. 31(4), pages 567-586, July.
    4. Wan, Mingchao & Huang, Yihui & Zhao, Lei & Deng, Tianhu & Fransoo, Jan C., 2018. "Demand estimation under multi-store multi-product substitution in high density traditional retail," European Journal of Operational Research, Elsevier, vol. 266(1), pages 99-111.
    5. Sungho Park & Sachin Gupta, 2012. "Comparison of SML and GMM estimators for the random coefficient logit model using aggregate data," Empirical Economics, Springer, vol. 43(3), pages 1353-1372, December.
    6. Holtrop, Niels & Wieringa, Jaap E. & Gijsenberg, Maarten J. & Verhoef, Peter C., 2017. "No future without the past? Predicting churn in the face of customer privacy," International Journal of Research in Marketing, Elsevier, vol. 34(1), pages 154-172.
    7. Shaobo Li & Matthew J. Schneider & Yan Yu & Sachin Gupta, 2023. "Reidentification Risk in Panel Data: Protecting for k -Anonymity," Information Systems Research, INFORMS, vol. 34(3), pages 1066-1088, September.
    8. Masakazu Ishihara & Andrew T. Ching, 2019. "Dynamic Demand for New and Used Durable Goods Without Physical Depreciation: The Case of Japanese Video Games," Marketing Science, INFORMS, vol. 38(3), pages 392-416, May.
    9. Pengyuan Wang & Eric Bradlow & Edward George, 2014. "Meta-analyses using information reweighting: An application to online advertising," Quantitative Marketing and Economics (QME), Springer, vol. 12(2), pages 209-233, June.
    10. Reimer, Kerstin & Rutz, Oliver J. & Pauwels, Koen, 2014. "How Online Consumer Segments Differ in Long-term Marketing Effectiveness," Journal of Interactive Marketing, Elsevier, vol. 28(4), pages 271-284.
    11. Zenetti, German & Klapper, Daniel, 2016. "Advertising Effects Under Consumer Heterogeneity – The Moderating Role of Brand Experience, Advertising Recall and Attitude," Journal of Retailing, Elsevier, vol. 92(3), pages 352-372.
    12. McFadden, Daniel, 2022. "Instability in mixed logit demand models," Journal of choice modelling, Elsevier, vol. 43(C).
    13. Hugo Storm & Thomas Heckelei & Ron C. Mittelhammer, 2016. "Bayesian estimation of non-stationary Markov models combining micro and macro data," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 43(2), pages 303-329.
    14. Sam K. Hui, 2017. "Understanding repeat playing behavior in casual games using a Bayesian data augmentation approach," Quantitative Marketing and Economics (QME), Springer, vol. 15(1), pages 29-55, March.
    15. Qiu, Jiaqing & Li, Xiangyong & Duan, Yongrui & Chen, Mengxi & Tian, Peng, 2020. "Dynamic assortment in the presence of brand heterogeneity," Journal of Retailing and Consumer Services, Elsevier, vol. 56(C).
    16. Daniel Minh McCarthy & Elliot Shin Oblander, 2021. "Scalable Data Fusion with Selection Correction: An Application to Customer Base Analysis," Marketing Science, INFORMS, vol. 40(3), pages 459-480, May.
    17. Sam K. Hui & Peter S. Fader & Eric T. Bradlow, 2009. "Path Data in Marketing: An Integrative Framework and Prospectus for Model Building," Marketing Science, INFORMS, vol. 28(2), pages 320-335, 03-04.
    18. Trindade, Graça & Ambrósio, Jorge, 2012. "An optimization method to estimate models with store-level data: A case study," European Journal of Operational Research, Elsevier, vol. 217(3), pages 664-672.
    19. Sha Yang & Anindya Ghose, 2010. "Analyzing the Relationship Between Organic and Sponsored Search Advertising: Positive, Negative, or Zero Interdependence?," Marketing Science, INFORMS, vol. 29(4), pages 602-623, 07-08.
    20. Andrés Musalem & Marcelo Olivares & Eric T. Bradlow & Christian Terwiesch & Daniel Corsten, 2010. "Structural Estimation of the Effect of Out-of-Stocks," Management Science, INFORMS, vol. 56(7), pages 1180-1197, July.
    21. Sugawara, Shinya, 2012. "A nonparametric Bayesian approach for counterfactual prediction with an application to the Japanese private nursing home market," MPRA Paper 42154, University Library of Munich, Germany.
    22. Oliver J. Rutz & Michael Trusov, 2011. "Zooming In on Paid Search Ads--A Consumer-Level Model Calibrated on Aggregated Data," Marketing Science, INFORMS, vol. 30(5), pages 789-800, September.

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