论文标题
分层营销组合模型具有标志限制
Hierarchical Marketing Mix Models with Sign Constraints
论文作者
论文摘要
营销组合模型（MMM）是统计模型，用于衡量各种营销活动（例如促销，媒体广告等）的有效性。在这项研究中，我们提出了一个全面的营销组合模型，该模型捕获了层次结构以及某些营销活动的层次结构，形状和规模效应，以及对某些与常见商业意识一致的限制的标志限制。与实践中通常采用的方法（在多阶段过程中估算参数）相反，所提出的方法使用约束最大似然方法同时估算所有未知参数/系数，并使用汉密尔顿蒙特卡洛算法解决。我们在实际数据集上介绍了结果，以说明建议的解决方案算法的使用。
Marketing mix models (MMMs) are statistical models for measuring the effectiveness of various marketing activities such as promotion, media advertisement, etc. In this research, we propose a comprehensive marketing mix model that captures the hierarchical structure and the carryover, shape and scale effects of certain marketing activities, as well as sign restrictions on certain coefficients that are consistent with common business sense. In contrast to commonly adopted approaches in practice, which estimate parameters in a multi-stage process, the proposed approach estimates all the unknown parameters/coefficients simultaneously using a constrained maximum likelihood approach and solved with the Hamiltonian Monte Carlo algorithm. We present results on real datasets to illustrate the use of the proposed solution algorithm.
