Solving unobserved heterogeneity with latent class inflated Poisson regression model
Ting Hsiang Lin and
Min-Hsiao Tsai
Journal of Applied Statistics, 2022, vol. 49, issue 11, 2953-2963
Abstract:
Inflated data and over-dispersion are two common problems when modeling count data with traditional Poisson regression models. In this study, we propose a latent class inflated Poisson (LCIP) regression model to solve the unobserved heterogeneity that leads to inflations and over-dispersion. The performance of the model estimation is evaluated through simulation studies. We illustrate the usefulness of introducing a latent class variable by analyzing the Behavioral Risk Factor Surveillance System (BRFSS) data, which contain several excessive values and characterized by over-dispersion. As a result, the new model we proposed displays a better fit than the standard Poisson regression and zero-inflated Poisson regression models for the inflated counts.
Date: 2022
References: Add references at CitEc
Citations:
Downloads: (external link)
http://hdl.handle.net/10.1080/02664763.2021.1929875 (text/html)
Access to full text is restricted to subscribers.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:taf:japsta:v:49:y:2022:i:11:p:2953-2963
Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/CJAS20
DOI: 10.1080/02664763.2021.1929875
Access Statistics for this article
Journal of Applied Statistics is currently edited by Robert Aykroyd
More articles in Journal of Applied Statistics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().