Type I multivariate zero-inflated Poisson distribution with applications

Yin Liu and Guo-Liang Tian

Computational Statistics & Data Analysis, 2015, vol. 83, issue C, 200-222

Abstract: Motivated from the stochastic representation of the univariate zero-inflated Poisson (ZIP) random variable, the authors propose a multivariate ZIP distribution, called as Type I multivariate ZIP distribution, to model correlated multivariate count data with extra zeros. The distributional theory and associated properties are developed. Maximum likelihood estimates for parameters of interest are obtained by Fisher’s scoring algorithm and the expectation–maximization (EM) algorithm, respectively. Asymptotic and bootstrap confidence intervals of parameters are provided. Likelihood ratio test and score test are derived and are compared via simulation studies. Bayesian methods are also presented if prior information on parameters is available. Two real data sets are used to illustrate the proposed methods. Under both AIC and BIC, our analysis of the two data sets supports the Type I multivariate zero-inflated Poisson model as a much less complex alternative with feasibility to the existing multivariate ZIP models proposed by Li et al. (Technometrics, 29–38, Vol 41, 1999).

Keywords: AIC; BIC; EM algorithm; Fisher’s scoring algorithm; Multivariate zero-inflated Poisson distribution; Zero-inflated count data (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:83:y:2015:i:c:p:200-222

DOI: 10.1016/j.csda.2014.10.010

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