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We propose a multi-index binary response model for analyzing large databases (i.e., with many regressors). We combine many regressors into factors (or indexes) and then estimate the link function via parametric or nonparametric methods. Neither the estimation of factors nor the determination of...
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Recent trends in marketing have demonstrated an increased focus on in-store expenditures with the hope of “grabbing consumers” at the point of purchase: but does it make sense‘ To help answer this question, the authors examine the interplay between in-store and out-of-store factors on...
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In Markov-switching regression models, we use Kullback-Leibler (KL) divergence between the true and candidate models to select the number of states and variables simultaneously. In applying Akaike information criterion (AIC), which is an estimate of KL divergence, we find that AIC retains too...
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