时间：
2014
年10月24日（周五）中午12:30-14:00
地点：8797威尼斯老品牌302室
嘉宾：张俊妮 副教授
（8797威尼斯老品牌光华管理学院统计学系）
题目：Friends and Sales
主讲人介绍：
张俊妮，8797威尼斯老品牌光华管理学院商务统计与经济计量系副教授、博导，8797威尼斯老品牌商务智能研究中心副主任。1998年获中国科学技术大学计算机软件学士，2002年获美国哈佛大学统计学博士。2002年加入光华至今。她的研究领域为因果推断、贝叶斯统计、数据挖掘和文本挖掘、蒙特卡洛方法。
内容提要：
Despite the theoretical importance of social influence, little research has empirically examined the causal sales impact of having friends (vs. not) with observational data. Our paper proposes an integrated two-phase causality inference model to quantify this impact. The first phase uses propensity score matching to assure randomized treatment and address sample selection endogeneity. The second phase leverages principal stratification to assure a common set of treated and control consumers and address data survival bias in the post-treatment period. This common set has well defined consumer purchases both when having friends and when not having friends. We apply our model to a massive multiplayer online role playing game. We find that without fully balancing the statistical properties of covariates among heterogeneous consumers, researchers risk dramatically over-estimating the sales impact of having friends, with large spurious results. Interestingly, without modeling sales outcome data censoring, researchers with only propensity score matching might seriously under-estimate the true causal sales impact of having friends. We also find that the two-phase model can better predict total sales than only using propensity score matching.
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