Semi Varying Coefficient Zero-Inflated Generalized Poisson Regression Model

Weihua Zhao, Riquan Zhang, Jicai Liu and Yazhao Lv

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 1, 171-185

Abstract: In this paper, the semi varying coefficient zero-inflated generalized Poisson model is discussed based on penalized log-likelihood. All the coefficient functions are fitted by penalized spline (P-spline), and Expectation-maximization algorithm is used to drive these estimators. The estimation approach is rapid and computationally stable. Under some mild conditions, the consistency and the asymptotic normality of these resulting estimators are given. The score test statistics about dispersion parameter is discussed based on the P-spline estimation. Both simulated and real data example are used to illustrate our proposed methods.

Date: 2015
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2012.735325 (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:lstaxx:v:44:y:2015:i:1:p:171-185

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2012.735325

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().