Search Results - subject:"Error augmentation"

Lee, Sanghak; Allenby, Greg M. - In: Marketing science 33 (2014) 3, pp. 364-381

Persistent link: https://www.econbiz.de/10010370732

Bayesian estimation of a simultaneous probit model using error augmentation : an application to multi-buying and churning behavior

Balachander, Subramanian; Ghosh, Bikram - In: Quantitative marketing and economics : QME 11 (2013) 4, pp. 437-458

Persistent link: https://www.econbiz.de/10010339289

Bayesian estimation of a simultaneous probit model using error augmentation: An application to multi-buying and churning behavior

Balachander, Subramanian; Ghosh, Bikram - In: Quantitative Marketing and Economics 11 (2013) 4, pp. 437-458

error augmentation approach to Hierarchical Bayesian estimation of a simultaneous bivariate probit model containing both … discrete and continuous endogenous variables. We accomplish the error augmentation in our MCMC algorithm using a Metropolis … our error augmentation algorithm recovers closely the true parameters of the simultaneous bivariate probit model. We then …

Persistent link: https://www.econbiz.de/10010865220