Robust Estimation for Zero‐Inflated Poisson Regression

Daniel B. Hall and Jing Shen

Scandinavian Journal of Statistics, 2010, vol. 37, issue 2, 237-252

Abstract: Abstract. The zero‐inflated Poisson regression model is a special case of finite mixture models that is useful for count data containing many zeros. Typically, maximum likelihood (ML) estimation is used for fitting such models. However, it is well known that the ML estimator is highly sensitive to the presence of outliers and can become unstable when mixture components are poorly separated. In this paper, we propose an alternative robust estimation approach, robust expectation‐solution (RES) estimation. We compare the RES approach with an existing robust approach, minimum Hellinger distance (MHD) estimation. Simulation results indicate that both methods improve on ML when outliers are present and/or when the mixture components are poorly separated. However, the RES approach is more efficient in all the scenarios we considered. In addition, the RES method is shown to yield consistent and asymptotically normal estimators and, in contrast to MHD, can be applied quite generally.

Date: 2010
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https://doi.org/10.1111/j.1467-9469.2009.00657.x

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