Varying Coefficients in Logistic Regression with Applications to Marketing Research

Condon, Erin

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https://hdl.handle.net/2142/30947 Copy

Description

Title

Varying Coefficients in Logistic Regression with Applications to Marketing Research

Author(s)

Condon, Erin

Issue Date

2012-05-22T00:17:42Z

Director of Research (if dissertation) or Advisor (if thesis)

He, Xuming

Doctoral Committee Chair(s)

He, Xuming

Committee Member(s)

• Douglas, Jeffrey A.
• Qu, Peiyong
• Martinsek, Adam T.

Department of Study

Statistics

Discipline

Statistics

Degree Granting Institution

University of Illinois at Urbana-Champaign

Degree Name

Ph.D.

Degree Level

Dissertation

Keyword(s)

• varying coefficients
• group LASSO
• marketing research
• logistic regression
• Least Absolute Selection and Shrinkage Operator (LASSO)

Abstract

In the marketing research world today, companies have access to massive amounts of data regarding the purchase behavior of consumers. Researchers study this data to understand how outside factors, such as demographics and marketing tools, affect the probability that a given consumer will make a purchase. Through the use of panel data, we tackle these questions and propose a logistic regression model in which coefficients can vary based on a consumer's purchase history. We also introduce a two-step procedure for model selection that uses a group LASSO penalty to decide which are informative and which variables need varying coefficients in the model.

Graduation Semester

2012-05

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http://hdl.handle.net/2142/30947

Copyright and License Information

Copyright 2012 Erin Condon

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