Semiparametric zero-inflated Bernoulli regression with applications

Chin-Shang Li and Minggen Lu

Journal of Applied Statistics, 2022, vol. 49, issue 11, 2845-2869

Abstract: When the observed proportion of zeros in a data set consisting of binary outcome data is larger than expected under a regular logistic regression model, it is frequently suggested to use a zero-inflated Bernoulli (ZIB) regression model. A spline-based ZIB regression model is proposed to describe the potentially nonlinear effect of a continuous covariate. A spline is used to approximate the unknown smooth function. Under the smoothness condition, the spline estimator of the unknown smooth function is uniformly consistent, and the regression parameter estimators are asymptotically normally distributed. We propose an easily implemented and consistent estimation method for the variances of the regression parameter estimators. Extensive simulations are conducted to investigate the finite-sample performance of the proposed method. A real-life data set is used to illustrate the practical use of the proposed methodology. The real-life data analysis indicates that the prediction performance of the proposed semiparametric ZIB regression model is better compared to the parametric ZIB regression model.

Date: 2022
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DOI: 10.1080/02664763.2021.1925228

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