ESTIMATION IN ZERO INFLATION POISSON REGRESSION MODEL WITH RIGHT CENSOR | Trịnh | TNU Journal of Science and Technology

ESTIMATION IN ZERO INFLATION POISSON REGRESSION MODEL WITH RIGHT CENSOR

About this article

Received: 11/06/21                Revised: 29/11/21                Published: 30/11/21

Authors

1. Nguyen Van Trinh Email to author, VietNam Maritime University
2. Pham Van Minh, VietNam Maritime University

Abstract


Count data often appears in many fields such as public health, economics, epidemiology... In order to handle this kind of data, some regression models have been developed as Poisson regression, Binomial regression or more generally are generalized linear regression models (GLMs). When count data contains extra of zeroes, zero-inflated (ZI) models are improved to suit. However, when counts are censored, the above models are no longer suitable. Therefore, Saffari and Adnan (2001) mentioned to this model using some simple simulations. However, the authors have not proven the existence, consistency, and asymptotic normality of a maximum likelihood estimator (MLE) yet. With that in mind, this paper develops theory to give out rigorous proof to handle the above problems basing upon the asymptotic normality theory.

Keywords


Excess of zeroes; Count data; MLE; Censor; Poisson model

References


[1] P. McCullagh and J.A. Nelder, Generalized linear models (Second edition).Monographs on Statistics and Applied Probability. Chapman & Hall, London, 1989.

[2] D. Lambert, "Zero-inflated Poisson regression, with an application to defects in manufacturing," Technometrics, vol. 34, no. 1, pp. 1-14, 1992.

[3] E. Dietz and Bohning, "On estimation of the Poisson parameter in zero-modified Poisson models, "Computational Statistics & Data Analysis , vol. 34, no. 4, pp. 441-459, 2000.

[4] H. K. Lim, W. K. Li, andP. L.H. Yu,"Zero-inflated Poisson regression mixture model," Computational Statistics & Data Analysis, vol. 71, pp.151-158, 2014.

[5] A. Monod, "Random effects modeling and the zero-inflated Poisson distribution," Communications in Statistics. Theory and Methods, vol. 43, no. 4, pp. 664-680, 2014.

[6] D. B. Hall, "Zero-inflated Poisson and binomial regression with random effects: a case study," Biometrics, vol. 56, no. 4, pp. 1030-1039, 2000.

[7] Y. Min and A. Agresti, "Random effect models for repeated measures of zero-inflated count data," Statistical Modelling, vol. 5, no. 1, pp. 1-19, 2005.

[8] K. F. Lam, H. Xue, and Y. B. Cheung, "Semiparametric analysis of zero-inflated count data," Biometrics, vol. 62, no. 4, pp. 996-1003, 2006.

[9] J. Feng, and Z. Zhu, "Semiparametric analysis of longitudinal zero-inflated count data," Journal of Multivariate Analysis, vol. 102, no. 1, pp. 61-72, 2011.

[10] M. Ridout, J. Hinde, and C. G. B. Demetrio, "A score test for testing a zero-inflated Poisson regression model against zero-inflated negative binomial alternatives," Biometrics, vol. 57, no. 1, pp. 219-223, 2001.

[11] A. Moghimbeigi, M. R. Eshraghian,K. Mohammad, and B. McArdle, "Multilevel zero-inflated negative binomial regression modeling for over-dispersed count data with extra zeros," Journal of Applied Statistics, vol. 35, no. 9, pp. 1193-1202, 2008.

[12] S. M. Mwalili, E. Lesaffre, and D. Declerck, "The zero-inflated negative binomial regression model with correction for misclassification: an example in caries research," Statistical Methods in Medical Research, vol. 17, no. 2, pp. 123-139, 2008.

[13] S. E. Saffari, and R. Adnan, "Zero-inflated Poisson regression models with right censored count data," Matematika, vol. 27, no. 1, pp. 21-29, 2001.

[14] C. Czado, V. Erhardt, A. Min, and S. Wagner, "Zero-inflated generalized Poisson models with regression effects on the mean, dispersion and zero-inflation level applied to patent outsourcing rates," Statistical Modelling, vol. 7, no. 2, pp.125-153, 2007.

[15] L. Fahrmeir and H. Kaufmann, "Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models," The Annals of Statistics, vol. 13, no. 1, pp. 342-368, 1985.

[16] G. A.F.Seber and A. J. Lee, Linear Regression Analysis. Wiley Series in Probability and Statistics. Wiley, 2012.

[17] R. A. Maller, "Asymptotics of regressions with stationary and nonstationary residuals," Stochastic Processes and their Applications, vol. 105, no. 1, pp. 33-67, 2003.

[18] C. Czado and A. Min, "Consistency and asymptotic normality of the maximum likelihood estimator in a zero-inflated generalized Poisson regression," Collaborative Research Center 386, Discussion Paper 423, Ludwig-Maximilians-Universitat, M¨ unchen¨ , 2005.




DOI: https://doi.org/10.34238/tnu-jst.4636

Refbacks

  • There are currently no refbacks.
TNU Journal of Science and Technology
Rooms 408, 409 - Administration Building - Thai Nguyen University
Tan Thinh Ward - Thai Nguyen City
Phone: (+84) 208 3840 288 - E-mail: jst@tnu.edu.vn
Based on Open Journal Systems
©2018 All Rights Reserved