Your MMM is Broken: Identification of Nonlinear and Time-varying Effects in Marketing Mix Models
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营销组合模型的识别困境：非线性与时变效应
- 研究问题
- 标准营销组合数据能否区分非线性效应与随时间变化的营销效果，以及两者混淆为何会影响最优营销支出配置？
- 方法与思路
- 作者通过理论、模拟及灵活的贝叶斯非参数模型研究混淆条件，结合真实营销数据，并讨论操纵支出的实验设计。
- 材料陈述的贡献
- 摘要称营销变量自相关时两类效应尤其容易混淆，实证展示其存在，并提出通过有针对性的支出实验辨别模型形式。
- 阅读关注点
- 应核对不可识别的精确定义、非线性与动态模型的等价条件，以及支出实验需要怎样的变化才能区分模型。
- 阅读边界
- 这是预印本，同行评审或期刊接收未核实。摘要未给出混淆条件或实验方案，不能据此判定某个具体营销模型失效。
原文摘要
Recent years have seen a resurgence in interest in marketing mix models (MMMs), which are aggregate-level models of marketing effectiveness. Often these models incorporate nonlinear effects, and either implicitly or explicitly assume that marketing effectiveness varies over time. In this paper, we show that nonlinear and time-varying effects are often not identifiable from standard marketing mix data: while certain data patterns may be suggestive of nonlinear effects, such patterns may also emerge under simpler models that incorporate dynamics in marketing effectiveness. This lack of identification is problematic because nonlinearities and dynamics suggest fundamentally different optimal marketing allocations. We examine this identification issue through theory and simulations, wherein we explore the exact conditions under which conflation between the two types of models is likely to occur. In doing so, we introduce a flexible Bayesian nonparametric model that allows us to both flexibly simulate and estimate different data-generating processes. We show that conflating the two types of effects is especially likely in the presence of autocorrelated marketing variables, which are common in practice, especially given the widespread use of stock variables to capture long-run effects of advertising. We illustrate these ideas through numerous empirical applications to real-world marketing mix data, showing the prevalence of the conflation issue in practice. Finally, we show how marketers can avoid this conflation, by designing experiments that strategically manipulate spending in ways that pin down model form.