ON THE SENSITIVITY OF BRAND‐CHOICE SIMULATIONS TO ATTRIBUTE IMPORTANCE WEIGHTS
批判性回顾了Green等人关于品牌选择模拟对属性重要性权重不敏感的研究，指出其方法缺陷，并通过替代模拟方法证明品牌份额对权重分布形状敏感，结论仅适用于有限情境。
This paper critically reviews the report by Green, DeSarbo, and Kedia “on the insensitivity of brand‐choice simulations to attribute importance weights”. The review suggests that results from two of their four weight distortion conditions should be viewed with suspicion and that their procedure for selecting brand scores biased the sensitivity analysis and inflated individual‐level hit rates. The most unfortunate problem is that their simulation‐experimental design precludes a global test of the main research issue. Results are presented from an alternative simulation approach that has the power to detect the sensitivity of brand shares to a wide range of conditions that affect the shape of attribute weight distributions. The results suggest that conclusions of Green, DeSarbo, and Kedia apply only to a limited domain and would not obtain in many likely market situations. Extensions to nonadditive decision structures are suggested and several unresolved issues are outlined.