Efficient Bayesian analysis of multivariate aggregate choices

In estimating individual choice behaviour using multivariate aggregate choice data, the method of data augmentation requires the imputation of individual choices given their partial sums. This article proposes and develops an efficient procedure of simulating multivariate individual choices given their aggregate sums, capitalizing on a sequence of auxiliary distributions. In this framework, a joint distribution of multiple binary vectors given their sums is approximated as a sequence of conditional Bernoulli distributions. The proposed approach is evaluated through a simulation study and is applied to a political science study.

[1]  Taeyoung Park,et al.  Bayesian Analysis of Individual Choice Behavior With Aggregate Data , 2011 .

[2]  Eric T. Bradlow,et al.  Bayesian Estimation of Random-Coefficients Choice Models Using Aggregate Data , 2006 .

[3]  Jun S. Liu,et al.  Weighted finite population sampling to maximize entropy , 1994 .

[4]  Jae Won Lee,et al.  Bayesian nonparametric inference on quantile residual life function: Application to breast cancer data , 2012, Statistics in medicine.

[5]  Sha Yang,et al.  Estimating Disaggregate Models using Aggregate Data through Augmentation of Individual Choice , 2007 .

[6]  D. V. van Dyk,et al.  Partially Collapsed Gibbs Samplers: Illustrations and Applications , 2009 .

[7]  D. V. Dyk,et al.  A Bayesian analysis of the multinomial probit model using marginal data augmentation , 2005 .

[8]  Taeyoung Park,et al.  Bayesian semi-parametric analysis of Poisson change-point regression models: application to policy-making in Cali, Colombia , 2012, Journal of applied statistics.

[9]  Jun S. Liu,et al.  STATISTICAL APPLICATIONS OF THE POISSON-BINOMIAL AND CONDITIONAL BERNOULLI DISTRIBUTIONS , 1997 .

[10]  Allan R. Sampson,et al.  EM Estimation for Finite Mixture Models with Known Mixture Component Size , 2015, Commun. Stat. Simul. Comput..

[11]  N. Verhelst An Efficient MCMC Algorithm to Sample Binary Matrices with Fixed Marginals , 2008 .

[12]  D. V. van Dyk,et al.  Partially Collapsed Gibbs Samplers , 2008 .

[13]  Taeyoung Park,et al.  Partially Collapsed Gibbs Sampling for Linear Mixed-effects Models , 2016, Commun. Stat. Simul. Comput..

[14]  Xiao-Li Meng,et al.  The Art of Data Augmentation , 2001 .

[15]  M. Schervish,et al.  A Bayesian Approach to a Logistic Regression Model with Incomplete Information , 2008, Biometrics.

[16]  Yuguo Chen,et al.  Sequential Monte Carlo Methods for Statistical Analysis of Tables , 2005 .