• Title/Summary/Keyword: heterogeneous negative binomial model

Search Result 5, Processing Time 0.024 seconds

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
    • /
    • v.18 no.5
    • /
    • pp.571-579
    • /
    • 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.

Impact of Heterogeneous Dispersion Parameter on the Expected Crash Frequency (이질적 과분산계수가 기대 교통사고건수 추정에 미치는 영향)

  • Shin, Kangwon
    • Journal of the Korea Academia-Industrial cooperation Society
    • /
    • v.15 no.9
    • /
    • pp.5585-5593
    • /
    • 2014
  • This study tested the hypothesis that the significance of the heterogeneous dispersion parameter in safety performance function (SPF) used to estimate the expected crashes is affected by the endogenous heterogeneous prior distributions, and analyzed the impacts of the mis-specified dispersion parameter on the evaluation results for traffic safety countermeasures. In particular, this study simulated the Poisson means based on the heterogeneous dispersion parameters and estimated the SPFs using both the negative binomial (NB) model and the heterogeneous negative binomial (HNB) model for analyzing the impacts of the model mis-specification on the mean and dispersion functions in SPF. In addition, this study analyzed the characteristics of errors in the crash reduction factors (CRFs) obtained when the two models are used to estimate the posterior means and variances, which are essentially estimated through the estimated hyper-parameters in the heterogeneous prior distributions. The simulation study results showed that a mis-estimation on the heterogeneous dispersion parameters through the NB model does not affect the coefficient of the mean functions, but the variances of the prior distribution are seriously mis-estimated when the NB model is used to develop SPFs without considering the heterogeneity in dispersion. Consequently, when the NB model is used erroneously to estimate the prior distributions with heterogeneous dispersion parameters, the mis-estimated posterior mean can produce large errors in CRFs up to 120%.

Relationship between Interstate Highway Accidents and Heterogeneous Geometrics by Random Parameter Negative Binomial Model - A case of Interstate Highway in Washington State, USA (확률적 모수를 고려한 음이항모형에 의한 교통사고와 기하구조와의 관계 - 미국 워싱턴 주(州) 고속도로를 중심으로)

  • Park, Minho
    • KSCE Journal of Civil and Environmental Engineering Research
    • /
    • v.33 no.6
    • /
    • pp.2437-2445
    • /
    • 2013
  • The objective of this study is finding the relationship between interstate highway accident frequencies and geometrics using Random Parameter Negative Binomial model. Even though it is impossible to take account of the same design criteria to the all segments or corridors on the road in reality, previous research estimated the fixed value of coefficients without considering each segment's characteristic. The drawback of the traditional negative binomial is not to explain the integrated variations in terms of time and the distinct characters specific segment has. This results in under-estimation of the standard error which inflates the t-value and finally, affects the modeling estimation. Therefore, this study tries to find the relationship of accident frequencies with the heterogeneous geometrics using 9-years and 7-interstate highway data in Washington State area. 16-types of geometrics are used to derive the model which is compared with the traditional negative binomial Model to understand which Model is more suitable. In addition, by calculating marginal effect and elasticity, heterogeneous variables' effect to the accidents are estimated. Hopefully, this study will help to estiblish the future policy of geometrics.

Traffic Accident Models using a Random Parameters Negative Binomial Model at Signalized Intersections: A Case of Daejeon Metropolitan Area (Random Parameters 음이항 모형을 이용한 신호교차로 교통사고 모형개발에 관한 연구 -대전광역시를 대상으로 -)

  • Park, Minho;Hong, Jungyeol
    • International Journal of Highway Engineering
    • /
    • v.20 no.2
    • /
    • pp.119-126
    • /
    • 2018
  • PURPOSES : The purpose of this study is to develop a crash prediction model at signalized intersections, which can capture the randomness and uncertainty of traffic accident forecasting in order to provide more precise results. METHODS : The authors propose a random parameter (RP) approach to overcome the limitation of the Count model that cannot consider the heterogeneity of the assigned locations or road sections. For the model's development, 55 intersections located in the Daejeon metropolitan area were selected as the scope of the study, and panel data such as the number of crashes, traffic volume, and intersection geometry at each intersection were collected for the analysis. RESULTS : Based on the results of the RP negative binomial crash prediction model developed in this study, it was found that the independent variables such as the log form of average annual traffic volume, presence or absence of left-turn lanes on major roads, presence or absence of right-turn lanes on minor roads, and the number of crosswalks were statistically significant random parameters, and this showed that the variables have a heterogeneous influence on individual intersections. CONCLUSIONS : It was found that the RP model had a better fit to the data than the fixed parameters (FP) model since the RP model reflects the heterogeneity of the individual observations and captures the inconsistent and biased effects.

Tests for Equality of Dispersions in the Generalized Bivariate Negative Binomial Regression Model with Heterogeneous Dispersions (서로 다른 산포를 갖는 이변량 음이항 회귀모형에서 산포의 동일성에 대한 검정)

  • Han, Sang-Moon;Jung, Byoung-Cheol
    • Communications for Statistical Applications and Methods
    • /
    • v.18 no.2
    • /
    • pp.219-227
    • /
    • 2011
  • In this paper, we proposed a generalized bivariate negative binomial distribution allowing heterogeneous dispersions on two dependent variables based on a trivariate reduction technique. In this model, we propose the score and LR tests for testing the equality of dispersions and compare the efficiencies of the proposed tests using a Monte Carlo study. The Monte Carlo study shows that the proposed score and LR tests prove to be an efficient test for the equality of dispersions in the view of the significance level and power. However, the score test is easier to compute than the LR test and it shows a slightly better performance than the LR test from the Monte Carlo study, we suggest the use of score tests for testing the equality of dispersions on two dependent variables. In addition, an empirical example is provided to illustrate the results.