Score tests for zero-inflated generalized Poisson mixed regression models

Feng-Chang Xie, Bo-Cheng Wei and Jin-Guan Lin

Computational Statistics & Data Analysis, 2009, vol. 53, issue 9, 3478-3489

Abstract: Zero-inflated Poisson (ZIP) regression model is a popular approach to the analysis of count data with excess zeros. For correlated count data where the observations are either repeated or clustered outcomes from individual subjects, ZIP mixed regression model may be appropriate. However, ZIP model may often fail to fit such data either because of over-dispersion or because of under-dispersion in relation to the Poisson distribution. In this paper, we extend the ZIP mixed regression model to zero-inflated generalized Poisson (ZIGP) mixed regression model, where the base-line discrete distribution is generalized Poisson (GP) distribution, which is a natural extension of standard Poisson distribution. Furthermore, the random effects are considered in both zero-inflated and GP components throughout the paper. An EM algorithm for estimating parameters is proposed based on the best linear unbiased prediction-type (BLUP) log-likelihood and the residual maximum likelihood (REML). Meanwhile, several score tests are presented for testing the ZIP mixed regression model against the ZIGP mixed regression model, and for testing the significance of regression coefficients in zero-inflation and generalized Poisson portion. A numerical example is given to illustrate our methodology and the properties of score test statistics are investigated through Monte Carlo simulations.

Date: 2009
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-9473(09)00070-X
Full text for ScienceDirect subscribers only.

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:eee:csdana:v:53:y:2009:i:9:p:3478-3489

Access Statistics for this article

Computational Statistics & Data Analysis is currently edited by S.P. Azen

More articles in Computational Statistics & Data Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().