- Midterm 2012
- Advertising Strategy FMCG Brands
- An Assessment of Impact of Some Demographic Variables on Traveling Behavior of Dhaka City Dwellers: An Application of Logistic Regression Model
- Learning Predictive Analytics with Python - Sample Chapter
- PS2
- US Federal Trade Commission: perloffslides
- ISO 2631-1
- Pre-paid Customer Churn Prediction Using SPSS
- lecfigtp_06
- 23311916%2E2015%2E1031929
- Bhat Lockwood Mode Choice
- Regression[1]
- IJETTCS-2015-02-25-108
- Mode Choice of Shopping Travel for Older People-V4b
- MODELING_THE_TRAVEL_DEMAND_BEHAVIOUR_FOR_WORK_TRIPS (1).pdf
- c4
- 10.1016@j.eap.2017.05.002
- Agenda Building, Agenda Setting, Priming, Individual Voting Intentions, And the Aggregate Results an Analysis of Four Israeli Elections.
- Legal Project
- logistic regression-2.pdf

Vous êtes sur la page 1sur 25

o Price competition, taking products as given (see Caplin and Nalebuff (1991),

who provide conditions for existence for a wide set of models).

o Competition in product space with or without subsequent price competition

(e.g., Hotelling on a line, Salop on a circle, etc.).

• The empirical literature is almost entirely focused on the former, and there is much

room for empirical analysis of the latter.

instruments. This is both inefficient (why?) and probably inconsistent (why?); most

IO researchers recognize it, but keep doing it due to lack of good alternatives (we

will come back to it later).

1

Econ 257, Einav Notes #2

these characteristics.

• Typically, we use a discrete choice approach: consumers choose one product only.

Different consumers have different characteristics, so in the aggregate all products

are chosen.

2

Econ 257, Einav Notes #2

𝑈𝑖𝑗 = 𝑈�𝑋𝑗 , 𝑝𝑗 , 𝜈𝑖 ; 𝜃�

We typically think of j=0,1,2,…,J, where product 0 is the outside good (why do we

need it?).

• Consumer i’s choice is the product which maximizes her utility, i.e. she chooses

product i iff 𝑈𝑖𝑗 ≥ 𝑈𝑖𝑘 for all k. She chooses only one unit of one product, by

assumption (how bad is this assumption?).

𝑠𝑗 (𝜃) = � 𝐼�𝜈𝑖 ∈ �𝜈|𝑈�𝑋𝑗 , 𝑝𝑗 , 𝜈; 𝜃� ≥ 𝑈(𝑋𝑘 , 𝑝𝑘 , 𝜈; 𝜃)∀𝑘��𝑑𝐹 (𝜈𝑖 )

Typically: set something like 𝑈𝑖0 = 0 for all i and fix one of the parameters or the

variance of the error term.

3

Econ 257, Einav Notes #2

• Two goods: j=0,1,2. 𝑈𝑖𝑗 = 𝛿𝑗 + 𝜀𝑖𝑗 (and 𝑈𝑖0 = 0). See figure.

𝑈𝑖𝑗 = 𝑢� + �𝑦𝑖 −𝑝𝑗 � − 𝜃𝑑 2 �𝑥𝑗 , 𝜈𝑖 �

Example: first class, business, economy.

• Logit:

𝑈𝑖𝑗 = 𝑢� + �𝑦𝑖 −𝑝𝑗 � + 𝛿𝑗 + 𝜀𝑖𝑗

−𝑥

where the 𝜀’s are distributed extreme value i.i.d across i and j �𝐹 (𝑥 ) = 𝑒 −𝑒 �. It

looks like normal, but with fatter tails.

The only (but important) good thing about this distributional assumption is that it

gives us a closed-form solution for the integral over the max.

4

Econ 257, Einav Notes #2

𝑈𝑖𝑗 = 𝑓�𝑦𝑖 , 𝑝𝑗 � + 𝛿𝑗 + ∑𝑘 𝛽𝑘 𝑥𝑗𝑘 𝜈𝑖𝑘 (Berry and Pakes, 2007: Pure Hedonic) or

2

𝑈𝑖𝑗 = 𝑓�𝑦𝑖 , 𝑝𝑗 � + 𝛿𝑗 + ∑𝑘 𝛼𝑘 �𝑥𝑗𝑘 − 𝜈𝑖𝑘 � (Anderson, de Palma, and Thisse, 1992:

Ideal Type), with 𝑓𝑦 > 0, 𝑓𝑝 < 0, 𝑓𝑝𝑦 ≥ 0.

𝑈𝑖𝑗 = 𝑓�𝑦𝑖 , 𝑝𝑗 � + 𝛿𝑗 + ∑𝑘 𝛽𝑘 𝑥𝑗𝑘 𝜈𝑖𝑘 + 𝜀𝑖𝑗 (Berry, Levinsohn, and Pakes, 1995)

• The key difference is the 𝜀𝑖𝑗 . Why does this matter? because with the 𝜀𝑖𝑗 the

product space can never be exhausted: each new product comes with a whole new

set of 𝜀𝑖𝑗 ‘s, guaranteeing itself a positive markets share and some market power.

This may lead to problematic results in certain contexts, such as the analysis of new

goods.

either cost shifters or functions of x which are likely to be correlated with markups.

5

Econ 257, Einav Notes #2

• This means that if 𝑝𝑗 > 𝑝𝑘 and 𝑞𝑗 > 0 then we must have 𝛿𝑗 > 𝛿𝑘 .

Therefore, we order the products according to their price (and quality), say in an

increasing order.

• Consumer i prefers product j over j+1 iff 𝛿𝑗 − 𝜈𝑖 𝑝𝑗 > 𝛿𝑗+1 − 𝜈𝑖 𝑝𝑗+1 and over j-1 iff

𝛿𝑗 − 𝜈𝑖 𝑝𝑗 > 𝛿𝑗−1 − 𝜈𝑖 𝑝𝑗−1 . Due to single-crossing property, these two are sufficient

to make sure that consumer i chooses j (verify as an exercise). Therefore, consumer

i chooses product j iff:

𝛿𝑗+1 − 𝛿𝑗 𝛿𝑗 − 𝛿𝑗−1

< 𝜈𝑖 <

𝑝𝑗+1 − 𝑝𝑗 𝑝𝑗 − 𝑝𝑗−1

which implies a set of n cutoff points (see figure).

• Note that, as usual, we normalize the utility from the outside good to be zero for all

consumers.

6

Econ 257, Einav Notes #2

• Given a distribution for 𝜈 we now have the market share for product j predicted by

𝛿𝑗 − 𝛿𝑗−1 𝛿𝑗+1 − 𝛿𝑗

𝐹� �−𝐹� �

𝑝𝑗 − 𝑝𝑗−1 𝑝𝑗+1 − 𝑝𝑗

so given the distribution and an assumption about the size of the overall market we

obtain a one-to-one mapping from the market shares to the 𝛿’s, and can estimate

by imposing structures on the 𝛿’s and the distribution. The problem set will show

you an example.

• Note that the vertical model has the property that only prices of adjacent (in terms

of prices) products affect the market share, so price elasticity with respect to all

other products is zero. Is this reasonable? This is a major restriction on the data,

and depending on the context you want to think carefully if this is an assumption

you want to impose, or that it is too restrictive.

7

Econ 257, Einav Notes #2

8

Econ 257, Einav Notes #2

9

Econ 257, Einav Notes #2

Logit models

𝑈𝑖𝑗 = 𝛿𝑗 + 𝜀𝑖𝑗

where 𝛿𝑗 = 𝑓�𝑥𝑗 , 𝑝𝑗 , 𝜉𝑗 � and 𝜀𝑖𝑗 distributed i.i.d extreme value. The good thing

about extreme value distribution is that this gives us an analytic expression for the

max, so that we have

exp�𝛿𝑗 �

𝑃𝑟�𝑈𝑖𝑗 ≥ 𝑈𝑖𝑘 ∀𝑘� =

1 + ∑𝑘 exp(𝛿𝑘 )

where the 1 is coming from the normalization for the mean utility from the outside

good to be zero.

o psychological biases (problem with welfare)

o measurement

o unobserved consumer or product characteristics

o approximation errors

10

Econ 257, Einav Notes #2

• We need the 𝜀 just as we need an 𝜀 in standard OLS. Without it, the model is

unlikely to be able to rationalize the data.

𝛿𝑗 = 𝑥𝑗 𝛽 − 𝛼𝑝𝑗 + 𝜉𝑗

have a linear equation we can estimate:

𝑙𝑛�𝑠𝑗 � − 𝑙𝑛(𝑠0 ) = 𝑥𝑗 𝛽 − 𝛼𝑝𝑗 + 𝜉𝑗

• The linear form is very useful. We can now instrument for prices using standard IV

procedures. This is the main reason people use logit so much: it's cheap to do, so

you might as well see what it gives you.

11

Econ 257, Einav Notes #2

• Key drawback: problematic implications for own- and cross-elasticities. To see this,

𝜕𝑠𝑗 𝜕𝑠𝑗

note (and verify at home) that 𝜕𝑝𝑗

= −𝛼𝑠𝑗 �1 − 𝑠𝑗 � and 𝜕𝑝𝑘

= 𝛼𝑠𝑗 𝑠𝑘 . So:

𝜕𝑠𝑗 𝑝𝑗

o Own-elasticity 𝜂𝑗 = 𝜕𝑝 = −𝛼𝑝𝑗 �1 − 𝑠𝑗 � is increasing in price, which is

𝑗 𝑠𝑗

somewhat unrealistic (we’d think people who buy expensive products are less

sensitive to price).

𝜕𝑠𝑗 𝑝𝑘

o Cross-elasticity 𝜂𝑗𝑘 = 𝜕𝑝 = 𝛼𝑝𝑘 𝑠𝑘 depends only on market shares and

𝑘 𝑠𝑗

typically called IIA property.

12

Econ 257, Einav Notes #2

• Most of the extensions try to correct for the above. Note, however, that this is not

about fixing the distributional assumption, but more about having richer

heterogeneity. Probit error term would have had similar problems.

• Note also that if we do not care about the elasticity matrix, then logit may be good

enough. Always remember: whether it is good or not cannot be determined in

isolation; it depends on the way it is being used.

create the flexibility for us to fit the model. This also shows explicitly the

endogeneity of prices, because they are likely to depend on 𝜉𝑗 and this is why we

need to instrument for them (examples).

𝐸�𝜉𝑗 |𝑋� = 0. Does this make sense? What are the assumptions that need to be

made to make this go through? Is pre-determination sufficient?

13

Econ 257, Einav Notes #2

Nested logit

• The basic idea is to relax IIA by grouping the products (similar idea to AIDS).

• Within each group we have standard logit (with its issues discussed before), but

products in different nests have less in common, and therefore are not as good

substitutes.

𝑈𝑖𝑗 = 𝛿𝑗 + 𝜁𝑖𝑔 (𝜎) + (1 − 𝜎)𝜀𝑖𝑗

with 𝜁𝑖𝑔 being common to all products in group g and follows a distribution (which

depends on 𝜎) that makes 𝜁𝑖𝑔 (𝜎) + (1 − 𝜎)𝜀𝑖𝑗 extreme value. As 𝜎 goes to zero,

we are back to the standard logit. As 𝜎 goes to one, only the nests matter (so which

products do we choose?).

14

Econ 257, Einav Notes #2

• A particular nesting, with outside good in one nest and the rest in the other, is

relatively cheap to run, so it is used quite often as a robustness check. This nesting

gives us a linear equation:

𝑙𝑛�𝑠𝑗 � − 𝑙𝑛(𝑠0 ) = 𝑥𝑗 𝛽 − 𝛼𝑝𝑗 + 𝜎𝑙𝑛�𝑠𝑗/𝑔 � + 𝜉𝑗

so we can instrument for prices and 𝑠𝑗/𝑔 and slightly relax the logit assumption.

• One big issue with nested-logit (as with AIDS): need to a-priori classify products.

This is not trivial (examples). The following random coefficient models will try to

solve this and provide more general treatment (other semi-solution: GEV).

15

Econ 257, Einav Notes #2

models were around before. The key innovation here is to use these models with

aggregate data to obtain a computable estimator with less a-priori restrictions on

the substitution pattern.

• Generally, we can write 𝑈𝑖𝑗 = 𝑈�𝑋𝑗 , 𝑝𝑗 , 𝜉𝑗 , 𝜈𝑖 ; 𝜃� but we will work with a more

specific linear functional form, which makes life easy (see also recent work by Berry

and Haile who show that at least in principle we can identify a more flexible utility

function). The model is:

𝑈𝑖𝑗 = 𝑥𝑗 𝛽𝑖 − 𝛼𝑝𝑗 + 𝜉𝑗 + 𝜀𝑖𝑗

with 𝛽𝑖 = 𝛽 + Σ𝜐𝑖 and 𝜐𝑖 follows a standardized k-dimensional multivariate

distribution and Σ is a variance-covariance scaling matrix. The typical application

(e.g. Nevo, 2000) has Σ diagonal and 𝜐𝑖 standard normal (but one can make other

assumption, e.g. Berry, Carnall, and Spiller, 1997).

16

Econ 257, Einav Notes #2

𝑈𝑖𝑗 = 𝛿𝑗 + 𝜈𝑖𝑗

such that 𝛿𝑗 = 𝑥𝑗 𝛽 − 𝛼𝑝𝑗 + 𝜉𝑗 and 𝜈𝑖𝑗 = 𝑥𝑗 Σ𝜐𝑖 + 𝜀𝑖𝑗 . Now it is easy to see the

difference from the basic logit model: the idiosyncratic error term is now not i.i.d

but depends on the product characteristics, so that consumers who like a certain

product are more likely to like similar products.

• How would the substitution matrix look now? Think about the derivatives:

𝜕𝑠𝑗 𝜕𝑠𝑗

o = −𝛼𝑠𝑗 �1 − 𝑠𝑗 � becomes = − ∫ 𝛼𝑖 𝑠𝑖𝑗 �1 − 𝑠𝑖𝑗 �𝑑𝐹 (𝜐𝑖 )

𝜕𝑝𝑗 𝜕𝑝𝑗

𝜕𝑠𝑗 𝜕𝑠𝑗

o = 𝛼𝑠𝑗 𝑠𝑘 becomes = ∫ 𝛼𝑖 𝑠𝑖𝑗 𝑠𝑖𝑘 𝑑𝐹 (𝜐𝑖 )

𝜕𝑝𝑘 𝜕𝑝𝑘

This achieves exactly what we wanted: substitution which depends on the

characteristics (which characteristics?).

17

Econ 257, Einav Notes #2

BLP (1995)

18

Econ 257, Einav Notes #2

BLP (1995)

19

Econ 257, Einav Notes #2

Nevo (2001)

20

Econ 257, Einav Notes #2

• The key point that facilitates the estimation of this and related models is the

inversion, i.e. the possibility to write δ(s) instead of 𝑠(δ). If this can be done, then

we can proceed relatively easy by applying simple GMM restrictions.

• In the previous models we looked at, this inversion was carried out analytically.

Here this is not the case, but we can invert numerically, conditional on the non-

linear parameters of the model, i.e. Σ. Once we have this, we can specify moment

conditions. It is important to remember that we need enough moment conditions

to identify the Σ parameters as well.

• Another problem here is the inability to compute the integral 𝑠(δ), and hence we

need to rely on simulations. The idea: obtain draws from the distribution of 𝜐𝑖 and

1

approximate the integral 𝑠𝑗 = ∫ 𝑠𝑖𝑗 𝑑𝐹 (𝜐𝑖 ) by 𝑠�𝚥 = 𝑁 ∑𝑁

𝑖=1 𝑠𝑖𝑗 (𝜐𝑖 ). The trade-off

here is between more accurate approximation and increased computation time.

21

Econ 257, Einav Notes #2

o We take the draws only once, in the beginning, otherwise we never converge.

o We do not need a whole lot of simulations per market; with many markets the

simulation errors average out.

• STEP 1: Given (δ, Σ) compute 𝑠(δ, Σ) using the simulation draws (standard logit per

type), as described before.

• STEP 2: Invert to get δ(s, Σ). This is done numerically by iterating over

δ𝑛𝑒𝑤 = δ𝑜𝑙𝑑 + �𝑙𝑛(𝑠 𝑜𝑏𝑠 ) − 𝑙𝑛 �𝑠�δold , Σ���

Berry shows that this is a contraction (but need to think about initial values for δ ).

22

Econ 257, Einav Notes #2

• STEP 3: Regular GMM of δ(s, Σ) on X, instrumenting for p, and using more moment

conditions to identify Σ as well. The search is done numerically, with the added

shortcut that the 𝛽’s enter linearly, so we need to numerically search only over the

non-linear parameters.

• Finally, note that the formulation has the dimension of 𝛽 and of Σ the same. This is

artificial and completely not necessary. The former enters the mean utility and the

latter enters the substitution pattern. Therefore, they may not be the same.

Moreover, the main computational burden is with respect to Σ, so this is where we

really want to save on parameters. We can let 𝛽 be quite rich without much cost.

23

Econ 257, Einav Notes #2

• So far we had in mind only aggregate data. How much better can we do with

individual-level data? (references: Goldberg 1995; “micro BLP” 2004)

o We can get flexible substitution patterns for free

o We may worry less about price endogeneity (why? why do we still need to

worry about it?)

o With panel dimension, we may be able to identify taste parameters for the

unobserved quality

• Instruments: most use instruments that are based on the exogeneity of the

characteristics. As already discussed, this is questionable. It also makes our

counterfactuals unlikely to hold for the long run, as characteristics will respond.

One can use the Hausman-type instruments (similar idea in Nevo, 2001), but they

have their issues. Optimally, we would like to have true product-specific cost

shifters, but these are hard to find. Once we think about endogenous

characteristics, this issue becomes more explicit.

24

Econ 257, Einav Notes #2

• The too many characteristics problem: any new product comes with a new

dimension of unobserved tastes (𝜀𝑖𝑗 ), and a new set of consumers who really like it.

This would be true even if this new product is identical (or inferior) to existing

products (red bus-blue bus example). This is both unrealistic, is likely to bias

upwards estimates for markups, and to bias upwards welfare effects of new goods.

The mirror image: it does not allow us to use the information provided by goods

with zero market shares, as the model predicts market shares must be positive.

o One suggested solution: Berry and Pakes (2007). Same as BLP without the εij ’s.

The tricky part is to recover the mean utility as a function of market shares.

Two issues:

No smooth market share function: propose to use the vertical model for

one coefficient (e.g. price), conditional on the other coefficients.

The inversion is not a contraction anymore: they use numerical

techniques to solve for it (but these take much more computation time).

o Another solution is Bajari and Benkard (2005), which is based on hedonic

approach (but requires a dense product space).

25

- Midterm 2012Transféré parHerman Hartanto
- Advertising Strategy FMCG BrandsTransféré parS.k. Padmini
- An Assessment of Impact of Some Demographic Variables on Traveling Behavior of Dhaka City Dwellers: An Application of Logistic Regression ModelTransféré parinventionjournals
- Learning Predictive Analytics with Python - Sample ChapterTransféré parPackt Publishing
- PS2Transféré parjulio_cess2102
- US Federal Trade Commission: perloffslidesTransféré parftc
- ISO 2631-1Transféré parRaghavendra G R
- Pre-paid Customer Churn Prediction Using SPSSTransféré parabhi1098
- lecfigtp_06Transféré parcuami
- 23311916%2E2015%2E1031929Transféré para
- Bhat Lockwood Mode ChoiceTransféré parAyse Ozbil
- Regression[1]Transféré parhanandaner
- IJETTCS-2015-02-25-108Transféré parAnonymous vQrJlEN
- Mode Choice of Shopping Travel for Older People-V4bTransféré parInung Dian Nurcahyo
- MODELING_THE_TRAVEL_DEMAND_BEHAVIOUR_FOR_WORK_TRIPS (1).pdfTransféré parRahman
- c4Transféré parwww.contalia.es
- 10.1016@j.eap.2017.05.002Transféré parRain Siregar Rosadi
- Agenda Building, Agenda Setting, Priming, Individual Voting Intentions, And the Aggregate Results an Analysis of Four Israeli Elections.Transféré parulukmm2795
- Legal ProjectTransféré parAkshay Kalra
- logistic regression-2.pdfTransféré parPhạm Đăng Thế Vinh
- Pugh-Matthew.pdfTransféré parAdolfo Cordova
- Nouveau Document TexteTransféré parsfofoby
- Seminar-08-1109Transféré parTetiana Vozniuk
- etdTransféré parDelicia Glaston
- State the Law of Diminishing Marginal UtilityTransféré parkysmetdy01
- Docs Slides Lecture6Transféré parPravinkumarGhodake
- 8106 Notes Part 2 2012Transféré parShahid Ahmed
- utilityTransféré parTarkeshwar Thakur
- 5- Maternal Preeclampsia Predicts Elevated Blood Pressure in 12-Year-old Children Evaluation by Ambulatory Blood Pressure MonitoringTransféré parari chandra ervina
- A_double-blind_randomized_controlled_trial_of_N-acetylcysteine_in_cannabis-dependent_adolescents..pdfTransféré parnicolas

- Nonparametric InferenceTransféré parakshay patri
- EconomicsTransféré parakshay patri
- MSTAT Solution.pdfTransféré parakshay patri
- Teesta CraftTransféré parakshay patri
- instlecture-reputation-ashoka-2019.pdfTransféré parakshay patri
- GLOSSARY — Shamballa School.pdfTransféré parakshay patri
- EconomicsTransféré parakshay patri
- PS1 Sol Part2Transféré parakshay patri
- PS1 Sol Page1Transféré parakshay patri
- LyX EssentialsTransféré parVinny Tagor
- conf_int.pdfTransféré parakshay patri
- yta8Transféré parakshay patri
- Aghori Mantra EngTransféré parakshay patri
- Dehasta-Devata-cakra StrotraTransféré parakshay patri
- Achad Hymns to the Star GoddessTransféré parMysticalgod Uidet
- the decline of the west ,Oswald Spengler.pdfTransféré parJoe Hinderbergen
- 2_matrix_algebra.pdfTransféré parakshay patri
- lien2004.pdfTransféré parakshay patri
- Substance by Harold W PercivalTransféré parakshay patri
- Life by Harold W PercivalTransféré parakshay patri
- 11576037 Brahmajnanavali I AM That From ShankaracharyaTransféré parjoequest
- Trailokya Kali Mohana Kavacha UpadesahTransféré parakshay patri
- DevitharvaTransféré parSrikanth Sri Vatsa Katuri
- Ucchista Ganapati Sadhana - Navarna (9 Lettered) Mantra.pdfTransféré parakshay patri
- 108 Names English Ucchista Ganapati SanskritTransféré parakshay patri
- Ucchista Ganapati Sahasranama text.pdfTransféré parakshay patri
- Sri Kirata Varahi StotramTransféré parakshay patri

- Cholamandalam Initiation reportTransféré pargirishrajs
- Communication GapTransféré parShams Khan
- Imapct_of_Hybrid_Cars-FinalTransféré parRana Helmi
- Demand relationships among goodsTransféré parallswell
- FM 2 AssignmentTransféré parƦĵ Gohel
- Basics of Financial MgmtTransféré parJohn22y
- Ameritrade Case Solution Diptarghya KunduTransféré parDiptarghya Kundu
- Notice: Low income housing: Housing assistance payments— Housing Choice Voucher Program and Moderate Rehabilitation Single Room Occupancy Program (2008 FY); fair market rentsTransféré parJustia.com
- The Dog and the Frisbeedog and the frisbeeTransféré parHenry Chow
- Marketing Plan of LuxTransféré parnasrul
- bfia sem 1 syllabusTransféré parAmity-elearning
- Asia Pacific 2020, The Economy & Military Global StageTransféré parTasnim Ilmiardhi
- Master Services Agreement.docxTransféré parColleen Infante
- Pengenalan M Pemasaran.pdfTransféré parBagus Gunawan
- Realisation AccountTransféré parmichael odiembo
- Cafe Coffee DayTransféré parSaif Siddiqui
- NanningBob 106Transféré parchris_elm
- US Internal Revenue Service: i8594Transféré parIRS
- SWOT AnalysisTransféré parTimothy Nshimbi
- 1234dcgbhdfhTransféré parJosif Kaevski
- Case Study HondaTransféré parclmc83
- VF CorporationTransféré parWill Duray
- The Minimum WageTransféré parTravis DePrima
- Analytical Issues in Financial Accounting DoneTransféré parAjmal Salam
- TOPICS IN EMPIRICAL FINANCE WITH R AND RMETRICSTransféré parDhruvShah
- Union Temple Hall Rental Information.Transféré parUnion Temple of Brooklyn
- The Foreign Exchange MarketTransféré parmanojpatel51
- Rimjhim Jangid (2)Transféré parKeshav Sain
- comparative absolute advantageTransféré parVivek Mishra
- Consumer Behavior shubham srivastavaTransféré parShubham Srivastava