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  • Search: subject:"multiplicative random effects"
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Subject
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multiplicative random effects 8 MCMC 6 P-splines 4 iteratively weighted least squares proposals 4 structured additive predictors 4 Bayesian hierarchical models 2 Estimation theory 2 Markov random fields 2 Regression analysis 2 Regressionsanalyse 2 Schätztheorie 2 distributional regression 2 kriging 2 price response 2 spatial smoothing 2 Bayes-Statistik 1 Bayesian inference 1 Correlation 1 Immobilien 1 Korrelation 1 Markov chain 1 Markov-Kette 1 Monotonicity constraints 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Real estate 1 Räumliche Interaktion 1 Spatial interaction 1 monotonicity constraints 1 own- and cross-item price effects 1 own- and cross-item price effects @Wir behandeln additive Modelle mit zufälligen Skalierungsfaktoren. Die additive Effekte haben die Form (1 + ã)f (z). f ist eine nichtlineare Funktion der stetigen Kovariable z, modelliert mittels P(enalized)- splines und 1 + ã ist ein zufälliger Skalierungsfaktor. Den nichtlinearen Funktionen können zusätzlich Monotonierestriktionen auferlegt werden. Den Ausgangspunkt unserer Arbeit bildet die Situation eines Einzelhändlers, der den Einfluss von Preisänderungen auf den Absatz einer Orangensaftmarke in seinem Sortiment analysieren möchte. Eine entsprechende Absatzreaktionsfunktion lässt sich schätzen, indem der Absatz der betrachteten Marke als nichtlineare Funktion des eigenen Preises sowie der Preise der Konkurrenzmarken modelliert wird. Monotonierestriktionen für die Preiseffekte gewährleisten darüber hinaus einen inversen Verlauf des Absatzes bezüglich des eigenen Preises sowie eine direkte Beziehung des Absatzes zu Konkurrenzpreisen, wie es in Anlehnung an die ökonomische Preistheorie zu erwarten ist. Unbeobachtete Heterogenität wird berücksichtigt, indem die Preiseffekte über die einzelnen Geschäfte des Händlers zufällig variieren können. 1
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Online availability
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Free 8
Type of publication
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Book / Working Paper 8
Type of publication (narrower categories)
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Working Paper 6 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
Language
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English 6 Undetermined 2
Author
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Lang, Stefan 8 Razen, Alexander 4 Wechselberger, Peter 4 Harttgen, Kenneth 2 Kneib, Thomas 2 Santer, Judith 2 Steiner, Winfried J. 2 Umlauf, Nikolaus 2
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Institution
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Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 2
Published in...
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Working Papers in Economics and Statistics 4 Working Papers / Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 2 Working papers in economics and statistics 2
Source
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EconStor 4 ECONIS (ZBW) 2 RePEc 2
Showing 1 - 8 of 8
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Random scaling factors in Bayesian distributional regression models with an application to real estate data
Razen, Alexander; Lang, Stefan - 2016
estimation approach for multiplicative random effects that allow for cluster-specific heterogeneity with respect to the scaling …
Persistent link: https://www.econbiz.de/10011622777
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Estimation of spatially correlated random scaling factors based on Markov random field priors
Razen, Alexander; Lang, Stefan; Santer, Judith - 2016
Multiplicative random effects allow for cluster-specific scaling of covariate effects. In many applications with …
Persistent link: https://www.econbiz.de/10011622779
Saved in:
Cover Image
Estimation of spatially correlated random scaling factors based on Markov random field priors
Razen, Alexander; Lang, Stefan; Santer, Judith - 2016
Multiplicative random effects allow for cluster-specific scaling of covariate effects. In many applications with …
Persistent link: https://www.econbiz.de/10011578941
Saved in:
Cover Image
Random scaling factors in Bayesian distributional regression models with an application to real estate data
Razen, Alexander; Lang, Stefan - 2016
estimation approach for multiplicative random effects that allow for cluster-specific heterogeneity with respect to the scaling …
Persistent link: https://www.econbiz.de/10011549047
Saved in:
Cover Image
Multilevel structured additive regression
Lang, Stefan; Umlauf, Nikolaus; Wechselberger, Peter; … - 2012
generalized random slope modeling based on multiplicative random effects. Inference is fully Bayesian and based on Markov chain …
Persistent link: https://www.econbiz.de/10010312244
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Multilevel structured additive regression
Lang, Stefan; Umlauf, Nikolaus; Wechselberger, Peter; … - Institut für Finanzwissenschaft, Fakultät für … - 2012
generalized random slope modeling based on multiplicative random effects. Inference is fully Bayesian and based on Markov chain …
Persistent link: https://www.econbiz.de/10010547919
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Additive models with random scaling factors: Applications to modeling price response functions
Wechselberger, Peter; Lang, Stefan; Steiner, Winfried J. - 2007
We discuss inference for additive models with random scaling factors. The additive effects are of the form (1+g)f(z) where f is a nonlinear function of the continuous covariate z modeled by P(enalized)-splines and 1+g is a random scaling factor. Additionally, monotonicity constraints on the...
Persistent link: https://www.econbiz.de/10010293388
Saved in:
Cover Image
Additive models with random scaling factors: applications to modeling price response functions
Wechselberger, Peter; Lang, Stefan; Steiner, Winfried J. - Institut für Finanzwissenschaft, Fakultät für … - 2007
We discuss inference for additive models with random scaling factors. The additive effects are of the form (1+g)f(z) where f is a nonlinear function of the continuous covariate z modeled by P(enalized)-splines and 1+g is a random scaling factor. Additionally, monotonicity constraints on the...
Persistent link: https://www.econbiz.de/10005232756
Saved in:
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