Peter Lenk

University of Michigan, Stephen M. Ross School of Business

701 Tappan Street

Ann Arbor, MI MI 48109

United States

SCHOLARLY PAPERS

13

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CITATIONS
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24

Scholarly Papers (13)

1.

Targets, Standards and Performance Expectations: Evidence from Annual Bonus Plans

Number of pages: 41 Posted: 10 Mar 2000
University of Michigan at Ann Arbor - Accounting, University of Michigan, Stephen M. Ross School of Business and University of Miami - School of Business Administration
Downloads 717 (25,976)
Citation 1

Abstract:

2.

Bayesian Inference for Issuer Heterogeneity in Credit Ratings Migration

Journal of Banking and Finance, Forthcoming
Number of pages: 26 Posted: 15 Jan 2008
Ashay Kadam and Peter Lenk
Cass Business School Faculty of Finance and University of Michigan, Stephen M. Ross School of Business
Downloads 292 (78,753)
Citation 6

Abstract:

Credit risk, Risk Capital, Markov Chains, Bayesian Inference, Heterogeneity

3.

A Probit Model with Structured Covariance for Similarity Effects and Source of Volume Calculations

Number of pages: 31 Posted: 04 May 2009 Last Revised: 09 Apr 2015
Vanderbilt University, The Modellers, LLC, Pennsylvania State University - Department of Marketing, University of Michigan, Stephen M. Ross School of Business, Goethe University Frankfurt - Department of Marketing, Ohio State University (OSU) and Ohio State University (OSU) - Department of Marketing and Logistics
Downloads 263 (73,905)
Citation 1

Abstract:

Hierarchical Bayes, Choice Model, Substitution

4.

Bayesian Estimation of Multivariate Normal Models when Dimensions are Absent

Number of pages: 48 Posted: 10 May 2006
Robert Zeithammer and Peter Lenk
University of California, Los Angeles (UCLA) - Anderson School of Management and University of Michigan, Stephen M. Ross School of Business
Downloads 104 (199,924)
Citation 6

Abstract:

Missing data, Data augmentation, Bayesian inference, Covariance estimation

5.

A Statistical Framework for Dealing with Endogeneity

Robert H. Smith School Research Paper No. RHS 2460497
Number of pages: 42 Posted: 30 Jun 2014
Peter Ebbes, Peter Lenk and Michel Wedel
HEC Paris - Marketing, University of Michigan, Stephen M. Ross School of Business and University of Maryland - Robert H. Smith School of Business
Downloads 66 (205,240)

Abstract:

Instrumental Variables, Hierarchical Model, Mixed Outcome Model, Endogeneity, Dirichlet Process Prior

6.

Statistical Benefits of Choices from Subsets

Number of pages: 43 Posted: 21 Jun 2008 Last Revised: 18 Dec 2008
Robert Zeithammer and Peter Lenk
University of California, Los Angeles (UCLA) - Anderson School of Management and University of Michigan, Stephen M. Ross School of Business
Downloads 65 (272,486)

Abstract:

discrete choice, logit, probit, conjoint, choice, choice-set, subset

7.

Inferring Market Structure from Customer Response to Competing and Complementary Products

Marketing Letters 13:3, 221–232, 2002,
Number of pages: 12 Posted: 14 Feb 2014
affiliation not provided to SSRN, University of Iowa - Henry B. Tippie College of Business, San Francisco State University, University of Delaware - Alfred Lerner College of Business and Economics, Loma Buena Associates, University of North Carolina Kenan-Flagler Business School, Rutgers, The State University of New Jersey (Deceased), Sawtooth Software, Rice University, University of Michigan, Stephen M. Ross School of Business, Vienna University of Economics and Business, Cornell University - Samuel Curtis Johnson Graduate School of Management and Texas A&M University - Mays Business School
Downloads 16 (419,405)
Citation 5

Abstract:

market structure analysis, competition, complementary products, product class definition

8.

Challenges and Opportunities in High-Dimensional Choice Data Analyses

Marketing Letters, Vol. 19, No. 3/4, Seventh Tri-Annual Choice Symposium (December 2008), pp. 201-213
Number of pages: 14 Posted: 24 Jun 2014
University of California, Davis, University of Maryland - Robert H. Smith School of Business, Marketing Department, Polimetrix Inc., University of California, Los Angeles (UCLA) - Anderson School of Management, University of Pennsylvania - Marketing Department, Rice University, IBM - Almaden Research Center, University of Michigan, Stephen M. Ross School of Business, Columbia University - Department of Statistics and Carnegie Mellon University - Tepper School of Business
Downloads 14 (409,497)
Citation 2

Abstract:

9.

Discrete and Continuous Representations of Unobserved Heterogeneity in Choice Modeling

Marketing Letters 10:3 (1999): 219-232
Number of pages: 15 Posted: 15 Feb 2014
University of Maryland - Robert H. Smith School of Business, Marketing Department, Rice University, University of Wisconsin - Madison - Department of Marketing, ESSEC Business School, Hong Kong University of Science & Technology (HKUST) - Department of Marketing, affiliation not provided to SSRN, Sawtooth Software, University of Michigan, Stephen M. Ross School of Business, Tuck School of Business at Dartmouth and Aalborg University - Faculty of Social Sciences
Downloads 12 (455,114)
Citation 3

Abstract:

Mixing Distributions, Multinomial Logit, Multinomial Probit, Markov-Chain Monte Carlo, Simulated Likelihood

10.

Bayesian Inference for Finite Mixtures of Generalized Linear Models with Random Effects

Posted: 13 Jun 2016
Peter Lenk and Wayne S. DeSarbo
University of Michigan, Stephen M. Ross School of Business and Pennsylvania State University

Abstract:

Bayesian inference, consumer behavior, finite mixtures, generalized linear models, heterogeneity, latent class analysis, Markov chain Monte Carlo

11.

Representing Heterogeneity in Consumer Response Models 1996 Choice Conference Participants

Marketing Letters, Volume 8, Issue 3, pp 335-348, 1997
Posted: 09 Jun 2016
Pennsylvania State University, Columbia Business School - Marketing, University of Chicago, Goldman, Sachs & Co., Columbia Business School - Marketing, Sawtooth Software, Rice University, University of Michigan, Stephen M. Ross School of Business, Carnegie Mellon University - David A. Tepper School of Business and University of Maryland - Robert H. Smith School of Business, Marketing Department

Abstract:

Heterogeneity, latent structure models, cluster-wise regression, random coefficients models, compound distributions

12.

Hierarchical Bayes Conjoint Analysis: Recovery of Partworth Heterogeneity from Reduced Experimental Designs

Marketing Science 15:2 , 173-191
Posted: 08 Jun 2016
University of Michigan, Stephen M. Ross School of Business, Pennsylvania State University, University of Pennsylvania, The Wharton School, Marketing Department (Deceased) and Massey University - School of Economics and Finance

Abstract:

consumer preferences, multi-attributed models, consumer research

13.

A Latent Class Procedure for the Structural Analysis of Two-Way Compositional Data

Journal of Classification, Volume 10, Issue 2, pp 159-193 (1993)
Number of pages: 35 Posted: 04 Jun 2016
Pennsylvania State University, University of Michigan, Stephen M. Ross School of Business and University of Michigan, Stephen M. Ross School of Business
Downloads 0 (513,168)

Abstract:

Compositional data, Finite mixture distributions, Cluster analysis, Multidimensional scaling, E-M algorithm, Latent class analysis