文章基本信息

标题：An Application of Heterogeneous Bayesian Regression Models with Time Varying Coefficients to Explore the Relationship between Customer Satisfaction and Shareholder Value
本地全文：下载
作者：Duncan K. H. Fong ; Qian Chen ; Zhe Chen 等
期刊名称：Open Journal of Statistics
印刷版ISSN：2161-718X
电子版ISSN：2161-7198
出版年度：2017
卷号：07
期号：01
页码：36-53
DOI：10.4236/ojs.2017.71004
语种：English
出版社：Scientific Research Publishing
摘要：The authors propose new Bayesian models to obtain individual-level and time-varying regression coefficients in longitudinal data involving a single observation per response unit at each time period. An application to explore the association between customer satisfaction and shareholder value is included in the paper. The Bayesian models allow the flexibility of incorporating industry and firm factors in the context of the application to help explain variations of the regression coefficients. Results from the analysis indicate that the effect of customer satisfaction on shareholder value is not homogeneous over time. The proposed methodology provides a powerful tool to explore the relationship between two important business concepts.
关键词：Bayesian Analysis;Dynamics;Heterogeneity;Customer Satisfaction;Shareholder Value