• Title/Summary/Keyword: 영과잉 음이항

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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.

Zero-Inflated INGARCH Using Conditional Poisson and Negative Binomial: Data Application (조건부 포아송 및 음이항 분포를 이용한 영-과잉 INGARCH 자료 분석)

  • Yoon, J.E.;Hwang, S.Y.
    • The Korean Journal of Applied Statistics
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    • v.28 no.3
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    • pp.583-592
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    • 2015
  • Zero-inflation has recently attracted much attention in integer-valued time series. This article deals with conditional variance (volatility) modeling for the zero-inflated count time series. We incorporate zero-inflation property into integer-valued GARCH (INGARCH) via conditional Poisson and negative binomial marginals. The Cholera frequency time series is analyzed as a data application. Estimation is carried out using EM-algorithm as suggested by Zhu (2012).

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.

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 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.

The study on the determinants of the number of job changes (중소기업 청년인턴 이직횟수 결정요인 분석)

  • Park, Sungik;Ryu, Jangsoo;Kim, Jonghan;Cho, Jangsik
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.2
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    • pp.387-397
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    • 2015
  • In this paper, the determinants of the number of job changes in the SMEs (small and medium enterprises) youth-intern project is analysed, utilizing SMEs youth-intern DB and employment insurance DB. Since the number of job changes are count data which take integer values other than negative values, general linear regression analysis becomes inappropriate. Therefore, four models such as Poisson regression model, zero inflated Poisson regression model, negative binomial regression model and zero inflated negative binomial regression model are tried to fit count data. A zero inflated negative binomial regression model is selected to be the best model. Major results are the followings. First, the number of job changes is shown to be significantly smaller in the treatment group than in the control group. Second, the number of job changes turns out to be significantly smaller in the young-age group than in the old-age group. Third, it is also shown that the number of job changes of man is significantly greater than that of woman. Lastly, the number of job changes in the bigger firm is shown to be significantly less than that of the smaller firm.

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.

An Analysis on the Determinants of Employed Labour Quantity in the Fishing Industry (어가의 고용량 결정요인 분석)

  • Kim, Tae-Hyun;Park, Cheol-Hyung;Nam, Jongoh
    • Environmental and Resource Economics Review
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    • v.27 no.3
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    • pp.545-567
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    • 2018
  • This study applied and compared Poisson model, negative binomial model, zero inflated Poisson model, and zero inflated negative binomial model to estimate determinants of employed labour quantity. To estimate each of models, this study used fisheries census data which were obtained at microdata integrated service running by Statistics Korea. The study selected zero inflated negative binomial model according to the Vuong test and Likelihood-ratio test. In addition, the study estimated fishing village's practical changes on employed labour quantity as analyzing changes from 2010 to 2015. The results showed that the household with fishing vessels and high selling price had a significant effect on decrease of the labour quantities. Meanwhile, the longer work experience of the household, the more significant the increase in the labour quantities. In conclusion, this study presented that capitalized fishing household and the acceleration of aging had a significant impact on the change in the labour quantities.

An Analysis of Spatial Determinants of Inventor Networks in Korea (발명자 네트워크의 공간적 결정요인 분석)

  • Jeong, Jun Ho
    • Journal of the Economic Geographical Society of Korea
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    • v.19 no.1
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    • pp.1-17
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    • 2016
  • This paper attempts to explore the spatial structure of inventor networks and their determinants among 230 shi-gun-gu regions in Korea by investigating the residence of co-inventors engaged in Korean patent applications to the Korean Intellectual Office and exploiting a zero inflated negative binomial model to accommodate an estimation to the count nature of a dependent variable and its excess of zeros. Several variables are found to affect the spatial linkage of inventor networks. Spatial links extend beyond the region if it has more own R&D-related specific assets (private R&D, patent productivity, population, education); if it is physically close to and has technological similarity with the other region. The assets of the other region plays a positive role if, in a similar way, the other region has more R&D-related specific assets.

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Prediction of the Number of Food Poisoning Occurrences by Microbes (원인균별 식중독 발생 건수 예측)

  • Yeo, In-Kwon
    • The Korean Journal of Applied Statistics
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    • v.26 no.6
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    • pp.923-932
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    • 2013
  • This paper proposes a method to predict the number of foodborne disease outbreaks by microbes. The weekly data of food poisoning occurrences by microbes in Korea contain many zero-valued observations and have dependency between outbreaks. In order to model both phenomena, the number of food poisonings is predicted by an autoregressive model and the probabilities of food poisoning occurrences by microbes (given the total of food poisonings) are estimated by the baseline category logit model. The predicted number of foodborne disease outbreaks by a microbe is obtained by multiplying the predicted number of foodborne disease outbreaks and the estimated probability of the food poisoning by the corresponding microbe. The mean squared error and the mean absolute value error are evaluated to compare the performances of the proposed method and the zero-inflated model.