• Title/Summary/Keyword: 영과잉모형

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Zero In ated Poisson Model for Spatial Data (영과잉 공간자료의 분석)

  • Han, Junhee;Kim, Changhoon
    • The Korean Journal of Applied Statistics
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    • v.28 no.2
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    • pp.231-239
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    • 2015
  • A Poisson model is the first choice for counts data. Quasi Poisson or negative binomial models are usually used in cases of over (or under) dispersed data. However, these models might be unsuitable if the data consist of excessive number of zeros (zero inflated data). For zero inflated counts data, Zero Inflated Poisson (ZIP) or Zero Inflated Negative Binomial (ZINB) models are recommended to address the issue. In this paper, we further considered a situation where zero inflated data are spatially correlated. A mixed effect model with random effects that account for spatial autocorrelation is used to fit the data.

A Bayesian zero-inflated negative binomial regression model based on Pólya-Gamma latent variables with an application to pharmaceutical data (폴랴-감마 잠재변수에 기반한 베이지안 영과잉 음이항 회귀모형: 약학 자료에의 응용)

  • Seo, Gi Tae;Hwang, Beom Seuk
    • The Korean Journal of Applied Statistics
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    • v.35 no.2
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    • pp.311-325
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    • 2022
  • For count responses, the situation of excess zeros often occurs in various research fields. Zero-inflated model is a common choice for modeling such count data. Bayesian inference for the zero-inflated model has long been recognized as a hard problem because the form of conditional posterior distribution is not in closed form. Recently, however, Pillow and Scott (2012) and Polson et al. (2013) proposed a Pólya-Gamma data-augmentation strategy for logistic and negative binomial models, facilitating Bayesian inference for the zero-inflated model. We apply Bayesian zero-inflated negative binomial regression model to longitudinal pharmaceutical data which have been previously analyzed by Min and Agresti (2005). To facilitate posterior sampling for longitudinal zero-inflated model, we use the Pólya-Gamma data-augmentation strategy.

Fit of the number of insurance solicitor's turnovers using zero-inflated negative binomial regression (영과잉 음이항회귀 모형을 이용한 보험설계사들의 이직횟수 적합)

  • Chun, Heuiju
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.5
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    • pp.1087-1097
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    • 2017
  • This study aims to find the best model to fit the number of insurance solicitor's turnovers of life insurance companies using count data regression models such as poisson regression, negative binomial regression, zero-inflated poisson regression, or zero-inflated negative binomial regression. Out of the four models, zero-inflated negative binomial model has been selected based on AIC and SBC criteria, which is due to over-dispersion and high proportion of zero-counts. The significant factors to affect insurance solicitor's turnover found to be a work period in current company, a total work period as financial planner, an affiliated corporation, and channel management satisfaction. We also have found that as the job satisfaction or the channel management satisfaction gets lower as channel management satisfaction, the number of insurance solicitor's turnovers increases. In addition, the total work period as financial planner has positive relationship with the number of insurance solicitor's turnovers, but the work period in current company has negative relationship with it.

Zero-Inflated Poisson Model with a Change-point (변화시점이 있는 영과잉-포아송모형)

  • Kim, Kyung-Moo
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.1
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    • pp.1-9
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    • 1998
  • In case of Zero-Inflated Poisson model with a change-point, likelihood ratio test statistic was used for testing hypothesis for a change-point. A change-point and several interesting parameters were estimated by using the method of moments and maximum likelihood. In order to compare the estimators, empirical mean-square-error was used. Real data for the Zero-Inflated Poisson model with a change-point and Poisson model without a change-point were examined.

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Moments of the Bivariate Zero-Inflated Poisson Distributions (이변량 영과잉-포아송 분포의 적률)

  • Kim, Kyung-Moo;Lee, Sung-Ho;Kim, Jong-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.1
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    • pp.47-56
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    • 1998
  • Zero-Inflated Poisson models are mixed models of the Poisson and Bernoulli models. Recently Zero-Inflated Poisson distributions have been used frequently rather than previous Poisson distributions because the developement of industrial technology make few defects in manufacturing process. It is important that univariate Zero-Inflated Poisson distributions are extended to bivariate distributions to generalize the multivariate distributions. In this paper we proposed three types of the bivariate Zero-Inflated Poisson distributions and obtained these moments. We compared the three types of distributions by using the moments.

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Bayesian Analysis for the Zero-inflated Regression Models (영과잉 회귀모형에 대한 베이지안 분석)

  • Jang, Hak-Jin;Kang, Yun-Hee;Lee, S.;Kim, Seong-W.
    • The Korean Journal of Applied Statistics
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    • v.21 no.4
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    • pp.603-613
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    • 2008
  • We often encounter the situation that discrete count data have a large portion of zeros. In this case, it is not appropriate to analyze the data based on standard regression models such as the poisson or negative binomial regression models. In this article, we consider Bayesian analysis for two commonly used models. They are zero-inflated poisson and negative binomial regression models. We use the Bayes factor as a model selection tool and computation is proceeded via Markov chain Monte Carlo methods. Crash count data are analyzed to support theoretical results.

Bivariate Zero-Inflated Negative Binomial Regression Model with Heterogeneous Dispersions (서로 다른 산포를 허용하는 이변량 영과잉 음이항 회귀모형)

  • Kim, Dong-Seok;Jeong, Seul-Gi;Lee, Dong-Hee
    • Communications for Statistical Applications and Methods
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    • v.18 no.5
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    • pp.571-579
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    • 2011
  • We propose a new bivariate zero-inflated negative binomial regression model to allow heterogeneous dispersions. To show the performance of our proposed model, Health Care data in Deb and Trivedi (1997) are used to compare it with the other bivariate zero-inflated negative binomial model proposed by Wang (2003) that has a common dispersion between the two response variables. This empirical study shows better results from the views of log-likelihood and AIC.

Inferences for the Changepoint in Bivariate Zero-Inflated Poisson Model (이변량 영과잉-포아송모형에서 변화시점에 관한 추론)

  • Kim, Kyung-Moon
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.2
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    • pp.319-327
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    • 1999
  • Zero-Inflated Poisson distributions have been widely used for defect-free products in manufacturing processes. It is very interesting to check the shift after the unknown changepoint. If the detectives are caused by the two different types of factor, we should use bivariate zero-inflated model. In this paper, likelihood ratio tests were used to detect the shift of changes after the changepoint. Some inferences for the parameters in this model were made.

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A Bayesian zero-inflated Poisson regression model with random effects with application to smoking behavior (랜덤효과를 포함한 영과잉 포아송 회귀모형에 대한 베이지안 추론: 흡연 자료에의 적용)

  • Kim, Yeon Kyoung;Hwang, Beom Seuk
    • The Korean Journal of Applied Statistics
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    • v.31 no.2
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    • pp.287-301
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    • 2018
  • It is common to encounter count data with excess zeros in various research fields such as the social sciences, natural sciences, medical science or engineering. Such count data have been explained mainly by zero-inflated Poisson model and extended models. Zero-inflated count data are also often correlated or clustered, in which random effects should be taken into account in the model. Frequentist approaches have been commonly used to fit such data. However, a Bayesian approach has advantages of prior information, avoidance of asymptotic approximations and practical estimation of the functions of parameters. We consider a Bayesian zero-inflated Poisson regression model with random effects for correlated zero-inflated count data. We conducted simulation studies to check the performance of the proposed model. We also applied the proposed model to smoking behavior data from the Regional Health Survey (2015) of the Korea Centers for disease control and prevention.

Bayesian analysis of Korean income data using zero-inflated Tobit model (영과잉 토빗모형을 이용한 한국 소득분포 자료의 베이지안 분석)

  • Hwang, Jisu;Kim, Sei-Wan;Oh, Man-Suk
    • The Korean Journal of Applied Statistics
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    • v.30 no.6
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    • pp.917-929
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    • 2017
  • Korean income data obtained from Korea Labor Panel Survey shows excessive zeros, which may not be properly explained by the Tobit model. In this paper, we analyze the data using a zero-inflated Tobit model to incorporate excessive zeros. A zero-inflated Tobit model consists of two stages. In the first stage, individuals with 0 income are divided into two groups: genuine zero group and random zero group. Individuals in the genuine zero group did not participate labor market since they have no intention to do so. Individuals in the random zero group participated labor market but their incomes are very low and truncated at 0. In the second stage, the Tobit model is assumed to a subset of data combining random zeros and positive observations. Regression models are employed in both stages to obtain the effect of explanatory variables on the participation of labor market and the income amount. Markov chain Monte Carlo methods are applied for the Bayesian analysis of the data. The proposed zero-inflated Tobit model outperforms the Tobit model in model fit and prediction of zero frequency. The analysis results show strong evidence that the probability of participating in the labor market increases with age, decreases with education, and women tend to have stronger intentions on participating in the labor market than men. There also exists moderate evidence that the probability of participating in the labor market decreases with socio-economic status and reserved wage. However, the amount of monthly wage increases with age and education, and it is larger for married than unmarried and for men than women.