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Greg M. Allenby

BiographyPublicationsWorking Papers

Professor Allenby's research focuses on the development and application of quantitative methods in marketing.  He is the author of two books: Bayesian Statistics and Marketing (2005, Wiley) that is used to train doctoral students throughout the world, and Seven Summits of Marketing Research (2014) that is used for MBA students. His research is used to improve product, pricing, promotion and targeting strategies at leading firms.

He is a fellow of the Informs Society for Marketing Science and the American Statistical Association.  He is past editor of Quantitative Marketing and Economics, and past associated editor of Marketing Science, Management Science, Journal of Marketing Research and the Journal of Business and Economic Statistics. Within the American Marketing Association, Greg has served as Vice President of the Research Council and has chaired the Advanced Research Technique (ART) Forum, a national conference that brings together quantitative researchers from industry and academia. Within the American Statistical Association, he has served as Chair of the Section on Statistics in Marketing.  He has authored over 100 publications that have appeared in leading journals in marketing, statistics and economics. 

Areas of expertise

  • Economic and statistical issues in marketing
  • Bayesian applications in marketing household preferences and sensitivities to marketing activities with limited information
  • Analysis of scanner data, survey response and store-level data
  • Brand preferences
  • Business statistics
  • Econometrics

Education

  • Ph.D., 1988, Graduate School of Business, University of Chicago (Statistics and Marketing). Dissertation Title: "The Identification, Estimation and Testing of Demand Structures."
  • M.B.A., 1986, Graduate School of Business, University of Chicago (Statistics and Behavioral Science).
  • M.S., 1981, Illinois Institute of Technology (Operations Research).
  • B.S., 1978, Ohio Northern University (Mechanical Engineering).
 

Books & Book Chapters

  • Rossi, Peter E., Greg M. Allenby and Robert McCulloch (2005) Bayesian Statistics and Marketing, John Wiley & Sons.
  • Allenby, Greg M. and Peter E. Rossi (2006) "Hierarchical Bayes Models" in The Handbook of Marketing Research, Rajiv Grover and Marco Vriens, editors. Sage Publications
  • Chandukala, Sandeep R., Jaehwan Kim, Thomas Otter, Peter E. Rossi and Greg M. Allenby (2008) "Choice Models in Marketing: Economic Assumptions, Challenges and Trends," in Foundations and Trends in Marketing, Vol 2, No. 2 97-184. Now Publishers
  • Liu, Qing, Thomas Otter and Greg M. Allenby (2009) "Measurement of Own- and Cross-Price Effects" in Handbook of Research in Pricing, Vithala Rao, editor. E-Elgar, Publishers.

Journal Articles

  • Allenby, Greg M., Mark J. Garratt and Peter E. Rossi (2009) "A Model for Trade-Up and Change in Considered Brands," Marketing Science, forthcoming.
  • Liu, Qing, Angela Dean, David Bakken and Greg M. Allenby (2009) "Studying the Level-Effect in Conjoint Analysis: An Application of Efficient Experimental Designs for Hyper-parameter Estimation," Quantitative Marketing and Economics, forthcoming.
  • Jen, Lichung, Chien-Heng Chou and Greg M. Allenby (2009) "The Importance of Modeling Temporal Dependence of Timing and Quantity in Direct Marketing," Journal of Marketing Research, forthcoming.
  • Allenby, Greg M. and Peter E. Rossi (2008) "Teaching Bayesian Statistics to Marketing and Business Students," The American Statistician, 62, 3, 195-198.
  • Dotson, Jeffrey P., Joe Retzer and Greg M. Allenby (2008) "Non-Normal Simultaneous Regression Models for Customer Linkage Analysis," Quantitative Marketing and Economics, 6, 257-277.
  • Otter, Thomas, Greg M. Allenby and Trish van Zandt (2008) "An Integrated Model of Discrete Choice and Response Time," Journal of Marketing Research, forthcoming.
  • Otter, Thomas, Joe Johnson, Joerg Rieskamp, Greg M. Allenby, Jeff D. Brazell, Adele Diederich, Wes Hutchinson, Steve MacEachern, Shiling Ruan, and Jim Townsend (2008) "Sequential Sampling Models of Choice: Some Recent Advances," Marketing Letters, forthcoming.
  • Liu, Qing, Thomas Otter and Greg M. Allenby (2007) "Endogeneity Bias – Fact or Fiction?" 2007 Sawtooth Software Conference Proceedings, 345-354.
  • Liu, Qing, Angela M. Dean and Greg M. Allenby (2007) "Design for Estimation of Population Mean and Variance in Hierarchical Linear Models, "Journal of Statistical Theory and Practice, 1, 3, 311-328.
  • Liu, Qing, Thomas Otter and Greg M. Allenby (2007) "Investigating Endogeneity Bias in Marketing," Marketing Science, 26, 5, 642-650.
  • Kim, Jaehwan, Greg M. Allenby and Peter E. Rossi (2007) "Product Attributes and Models of Multiple Discreteness," Journal of Econometrics, 138, 208-230.
  • Fennell, Geraldine and Greg M. Allenby (2006) "Multiple Perspectives: Marketing Needs to Unambiguously Articulate its Role as a Business and Societal Function," Marketing Research, 18, 4, 26-31.
  • Gilbride, Timothy J. and Greg M. Allenby (2006) "Estimating Heterogeneous EBA and Economic Screening Rule Choice Models," Marketing Science, 25, 494-509.
  • Gilbride, Timothy J., Greg M. Allenby and Jeff Brazell (2006) "Models of Heterogeneous Variable Selection," Journal of Marketing Research, 43, 420-430.
  • Morrin, Maureen, Jonathan Lee and Greg M. Allenby (2006) "Determinants of Trademark Dilution," Journal of Consumer Research, 33, 248-257.
  • Gilbride, Timothy J., Sha Yang and Greg M. Allenby (2005) "Modeling Simultaneity in Survey Data," Quantitative Marketing and Economics, 3, 4, 311-345.
  • Fennell, Geraldine and Greg M. Allenby (2005) "Entertaining Romp, But Case Overstated", note in response to "The Tripping Point" by Stephen Brown, Marketing Research, 17, 2, 44-45.
  • Allenby, Greg M., Jeff Brazell, Tim Gilbride and Thomas Otter (2005) "Avoiding IIA Meltdown," Sawtooth Software Conference Proceedings.
  • Allenby, Greg, Geraldine Fennell, Joel Huber, Thomas Eagle, Tim Gilbride, Dan Horsky, Jaehwan Kim, Peter Lenk, Rich Johnson, Elie Ofek, Brian Orme, Thomas Otter, Joan Walker (2005) "Adjusting Choice Models to Better Predict Market Behavior," Marketing Letters, 16, 3, 197-208.
  • Fennell, Geraldine and Greg M. Allenby (2004) "An Integrated Approach: Market Definition, Market Segmentation and Brand Positioning Create a Powerful Combination," Marketing Research, 16, 4, 28-34.
  • Gilbride, Timothy J. and Greg M. Allenby (2004) "A Choice Model with Conjunctive, Disjunctive, and Compensatory Screening Rules," Marketing Science, 23, 3, 391-406.
  • Allenby, Greg M., David G. Bakken and Peter E. Rossi (2004) "The HB Revolution: How Bayesian Methods Have Changed the Face of Marketing Research," Marketing Research, 16, 2, 20-25.
  • Allenby, Greg M., Thomas S. Shively, Sha Yang and Mark J. Garratt (2004) "A Choice Model for Packaged Goods: Dealing with Discrete Quantities and Quantity Discounts," Marketing Science, 23, 1, 95-108.
  • Bradlow, Eric T., Peter J. Lenk, Greg M. Allenby and Peter E. Rossi (2004) "When BDT in Marketing Meant Bayesian Decision Theory: The Influence of Paul Green's Research," in Marketing Research and Modeling: Progress and Prospects, A Tribute to Paul Green, Y.Wind and P.E. Green, editors, p. 17-39, Kluwer Academic Press.
  • Yang, Sha, Yuxin Chen and Greg M. Allenby (2003) "Bayesian Analysis of Simultaneous Demand and Supply," with discussion, Quantitative Marketing and Economics, 1, 251-304.
  • Rossi, Peter E. and Greg M. Allenby (2003) "Bayesian Statistics and Marketing," Marketing Science, 22, 304-328.
  • Allenby, Greg M. and Peter E. Rossi (2003) "Perspectives Based on 10 Years of HB in Marketing Research," Sawtooth Software Conference Proceedings.
  • Fennell, Geraldine, Greg M. Allenby, Sha Yang and Yancy Edwards (2003) "The Effectiveness of Demographic and Psychographic Variables for Explaining Brand and Product Use," Quantitative Marketing and Economics, 1, 223-244.
  • Fennell, Geraldine and Greg M. Allenby (2003) "Specifying Your Market's Boundaries," Marketing Research, 15, 2,32-37.
  • Jen, Lichung, Chien-Heng Chou and Greg M. Allenby (2003) "A Bayesian Approach to Modeling Purchase Frequency," Marketing Letters, 14, 1, 5-20.
  • Yang, Sha and Greg M. Allenby (2003) "Modeling Interdependent Consumer Preferences," Journal of Marketing Research, 40, 282-294.
  • Edwards, Yancy D. and Greg M. Allenby (2003) "Multivariate Analysis of Multiple Response Data," Journal of Marketing Research, 40, 321-334.
  • Kim, Jaehwan, Greg M. Allenby, and Peter E. Rossi (2002) "Modeling Consumer Demand for Variety," Marketing Science, 21, 3, 229-250.
  • Allenby, Greg, Geraldine Fennell, Albert Bemmaor, Vijay Bhargava, Francois Christen, Jackie Dawley, Peter Dickson, Yancy Edwards, Mark Garratt, Jim Ginter, Alan Sawyer, Rick Staelin, and Sha Yang (2002) "Market Segmentation Research: Beyond Within and Across Group Differences," Marketing Letters, 13, 3, 233-244.
  • Allenby, Greg, Neeraj Arora, Chris Diener, Jaehwan Kim, Mike Lotti and Paul Markowitz (2002) "Distinguishing Likelihoods, Loss Functions and Heterogeneity in the Evaluation of Marketing Models," Canadian Journal of Marketing Research, 20.1, 44- 59.
  • Yang, Sha, Greg M. Allenby and Geraldine Fennell (2002) "Modeling Variation in Brand Preference: The Roles of Objective Environment and Motivating Conditions," Marketing Science, 21, 1, 14-31.
  • Fennell, Geraldine and Greg M. Allenby (2002) "No Brand Segmentation? Let's Not Rush to Judgment," Marketing Research, 14, 1, 14-18.
  • Rossi, Peter E., Zvi Gilula and Greg M. Allenby (2001) "Overcoming Scale Usage Heterogeneity: A Bayesian Hierarchical Approach," Journal of the American Statistical Association, 96, 20-31.
  • Allenby, Greg M. (2001) Discussant in "Special Issue: Methodological and Statistical Concern of the Experimental Behavioral Researcher," Journal of Consumer Psychology, 10, 1 & 2.
  • Peter E. Rossi and Greg M. Allenby (2000) "Statistics and Marketing," Journal of the American Statistical Association, 95, 635-38. Reprinted in Statistics in the 21st Century, edited by Adrian E. Raftery, Martin A. Tanner and Martin T. Wells, Chapman & Hall (2001).
  • Shively, Thomas S., Greg M. Allenby and Robert Kohn (2000) "A Nonparametric Approach to Identifying Latent Relationships in Hierarchical Models," Marketing Science, 19, 2, 149-162.
  • Yang, Sha and Greg M. Allenby (2000) "A Model for Observation, Structural and Household Heterogeneity in Panel Data," Marketing Letters, 11, 2, 137-149.
  • Arora, Neeraj and Greg M. Allenby (1999) "Measuring the Influence of Individual Preference Structures in Group Decision Making," Journal of Marketing Research, 36, 476-487.
  • Allenby, Greg M., Robert P. Leone and Lichung Jen (1999) "A Dynamic Model of Purchase Timing with Application to Direct Marketing," Journal of the American Statistical Association, 94, 365-374.
  • Allenby, Greg M. and Peter E. Rossi (1999) "Marketing Models of Consumer Heterogeneity," Journal of Econometrics, 89, 57-78.
  • Allenby, Greg, Neeli Bendapudi, Bob Burnkrant, Leslie Fine, Jim Ginter, Bob Leone, Mark Stiving and Rao Unnava, (1998) "Market Segmentation in the 21st Century: Discrete Solutions to Continuous Problems," Seoul Journal of Business, 4, 2, 129-157.
  • Arora, Neeraj, Greg M. Allenby and James L. Ginter (1998) "A Hierarchical Bayes Model of Primary and Secondary Demand," Marketing Science, 17, 29-44.
  • Allenby, Greg M., Neeraj Arora and James L. Ginter (1998) "On the Heterogeneity of Demand," Journal of Marketing Research, 35, 384-389.
  • Rossi, Peter E., Robert E. McCulloch and Greg M. Allenby (1996) "The Value of Purchase History Data in Target Marketing," Marketing Science, 15, 321-340.
  • Allenby, Greg M., Lichung Jen and Robert P. Leone (1996) "Economic Trends and Being Trendy: The Influence of Consumer Confidence on Retail Fashion Sales," Journal of Business and Economic Statistics, 14, 103-112.
  • Allenby, Greg M. (1996) "Interactive Graphical Methods in the Analysis of Customer Panel Data - A Comment,"Journal of Business and Economic Statistics, 14, 126-127.
  • Rossi, Peter E., Robert E. McCulloch and Greg M. Allenby (1995) "Hierarchical Modelling of Consumer Heterogeneity: An Application to Target Marketing," Case Studies in Bayesian Statistics, edited by Constantine Gatsonis, James S. Hodges, Robert E. Kass and Nozer D. Singpurwalla, p.323-349, New York: Springer-Verlag.
  • Allenby, Greg M. and James L. Ginter (1995) "Using Extremes to Design Products and Segment Markets," Journal of Marketing Research, 32, 392-403.
  • Allenby, Greg M., Neeraj Arora and James L. Ginter (1995) "Incorporating Prior Knowledge into the Analysis of Conjoint Studies," Journal of Marketing Research, 32, 152-162.
  • Allenby, Greg M. and Peter J. Lenk (1995) "Reassessing Brand Loyalty, Price Sensitivity, and Merchandising Effects on Consumer Brand Choice," Journal of Business and Economic Statistics, 13, 281-290.
  • Allenby, Greg M. and James L. Ginter (1995) "The Effects of In-Store Displays and Feature Advertising on Consideration Sets," International Journal of Research in Marketing, 12, 67-80.
  • Allenby, Greg M. and Peter J. Lenk (1994) "Modeling Household Purchase Behavior with Logistic Normal Regression," Journal of the American Statistical Association, 89, 1218-1231.
  • Neslin, Scott, Greg Allenby, Andrew Ehrenberg, Steve Hoch, Gilles Laurent, Robert Leone, John Little, Leonard Lodish, Robert Shoemaker, and Dick Wittink (1994) "A Research Agenda for Making Scanner Data More Useful To Managers," Marketing Letters, 5, 395-411.
  • Allenby, Greg M. and Peter E. Rossi (1993) "A Marginal-Predictive Approach to Identifying Household Parameters," Marketing Letters, 4, 227-239.
  • Rossi, Peter E. and Greg M. Allenby (1993) "A Bayesian Approach to Estimating Household Parameters," Journal of Marketing Research, 30, 171-182.
  • Masters, Jim M., Greg M. Allenby, Bernard J. La Londe, and Arnie Maltz (1992) "On the Adoption of DRP," Journal of Business Logistics, 13, 47-68.
  • Allenby, Greg M. and Peter E. Rossi (1991) "Quality Perceptions and Asymmetric Switching Between Brands," Marketing Science, 10, 185-205.
  • Allenby, Greg M. and Peter E. Rossi (1991) "There is No Aggregation Bias: Why Macro Logit Models Work," Journal of Business and Economic Statistics, 9, 1-14.
  • Allenby, Greg M. (1990) "Hypothesis Testing with Scanner Data: The Advantage of Bayesian Methods," Journal of Marketing Research, 27, 379-389.
  • Allenby, Greg M. (1990) "Cross Validation, the Bayes Theorem, and Small Sample," Journal of Business and Economic Statistics, 8, 171-178.
  • Allenby, Greg M. (1989) "A Unified Approach to Identifying, Estimating and Testing Demand Structures with Aggregate Scanner Data," Marketing Science, 8, 265-280.
  • Allenby, Greg M. and Robert C. Blattberg (1987), "A New Theory of Direct Market Testing, or Why Your Rollout Results Do Not Match Your Test Results," Journal of Direct Marketing, 1, 4, 24-37.
  • Tiao, GC, Reinsel, GC, Pedrick, JH, Allenby, GM, Mateer, CL, Miller, AJ, and DeLuisi, JJ (1986) "A Statistical Trend Analysis of Ozonesonde Data," Journal of Geophysical Research, 91, D12, 13,121-13,136.
  • Kim, Jaewhan, Jeff Dotson and Greg M. Allenby "A Lancasterian Model for Disposable Tied Goods."
  • Chandukala, Sandeep, Sylvia Long-Tolbert and Greg M. Allenby "How Long is Too Long? When Service Recovery Becomes Difficult."
  • Terui, Nobuhiko, Masataka Ban and Greg M. Allenby "A Disaggregate Model of Media Advertising and Brand Consideration."
  • Chandukala, Sandeep R., Jeffrey P. Dotson, Jeff D. Brazell and Greg M. Allenby "Bayesian Analysis of Hierarchical Effects."
  • Chandukala, Sandeep R., H. Rao Unnava and Greg M. Allenby "The Role of Motivating Wants in a Hierarchical Network Model for Advertising."
  • Otter, Thomas, Kao, Ling Jing, Chih-Chou Chiu, Timothy J. Gilbride, and Greg M. Allenby "Evaluating the Effectiveness of Marketing Expenditures."