IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v112y2017icp14-23.html
   My bibliography  Save this article

A finite mixture of multiple discrete distributions for modelling heaped count data

Author

Listed:
  • Bermúdez, Lluís
  • Karlis, Dimitris
  • Santolino, Miguel

Abstract

A new modelling approach, based on finite mixtures of multiple discrete distributions of different multiplicities, is proposed to fit data with a lot of periodic spikes in certain values. An EM algorithm is provided in order to ensure the models’ ease-of-fit and then a simulation study is presented to show its efficiency. A numerical application with a real data set involving the length, measured in days, of inability to work after an accident occurs is treated. The main finding is that the model provides a very good fit when working week, calendar week and month multiplicities are taken into account.

Suggested Citation

  • Bermúdez, Lluís & Karlis, Dimitris & Santolino, Miguel, 2017. "A finite mixture of multiple discrete distributions for modelling heaped count data," Computational Statistics & Data Analysis, Elsevier, vol. 112(C), pages 14-23.
    • Handle: RePEc:eee:csdana:v:112:y:2017:i:c:p:14-23
    DOI: 10.1016/j.csda.2017.02.013
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167947317300439
    Download Restriction: Full text for ScienceDirect subscribers only.
    File URL: https://libkey.io/10.1016/j.csda.2017.02.013?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Wang, B. & Wertelecki, W., 2013. "Density estimation for data with rounding errors," Computational Statistics & Data Analysis, Elsevier, vol. 65(C), pages 4-12.
    2. Torelli, Nicola & Trivellato, Ugo, 1993. "Modelling inaccuracies in job-search duration data," Journal of Econometrics, Elsevier, vol. 59(1-2), pages 187-211, September.
    3. Jean Philippe Boucher & Miguel Santolino, 2010. "Discrete distributions when modeling the disability severity score of motor victims," IREA Working Papers 201005, University of Barcelona, Research Institute of Applied Economics, revised Feb 2010.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. David Madden, 2002. "Do Tobacco Taxes Influence Starting and Quitting Smoking? A Discrete Choice Approach Using Evidence from a Sample of Irish Women," Working Papers 200205, School of Economics, University College Dublin.
    2. Erich Battistin & Raffaele Miniaci & Guglielmo Weber, 2003. "What Do We Learn from Recall Consumption Data?," Journal of Human Resources, University of Wisconsin Press, vol. 38(2).
    3. Miguel Santolino & Magnus Söderberg, 2014. "Modelling appellate courts’ responses in motor injury disputes," European Journal of Law and Economics, Springer, vol. 38(3), pages 393-407, December.
    4. Hie Joo Ahn & James Hamilton, 2022. "Measuring Labor-Force Participation and the Incidence and Duration of Unemployment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 44, pages 1-32, April.
    5. Bruno Contini & Roberto Quaranta, 2019. "Is Long-Term Non-employment a Lifetime Disease?," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 5(1), pages 79-102, March.
    6. Artis, Michael & Moreno, Rosina & Miguelez, Ernest, 2009. "Assessing agglomeration economies in a spatial framework with endogenous regressors," CEPR Discussion Papers 7267, C.E.P.R. Discussion Papers.
    7. Martin Forster & Andrew M. Jones, "undated". "The role of tobacco taxes in starting and quitting smoking," Discussion Papers 00/51, Department of Economics, University of York.
    8. Michele Lalla & Tommaso Minerva, 2001. "Duration models and neural networks to analyse unemployment spells," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3-4), pages 199-216.
    9. David (David Patrick) Madden, 2003. "Tobacco taxes and starting and quitting smoking : does the effect differ by education?," Open Access publications 10197/785, School of Economics, University College Dublin.
    10. Hofstede, Frenkel ter & Wedel, Michel, 1996. "A Monte Carlo study into time-aggregation in continuous and discrete-time hazard models," Research Report 96B24, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    11. Miguel Santolino & Catalina Bolancé & Manuela Alcañiz, 2011. "Factors affecting hospital admission and recovery stay duration of in-patient motor victims in Spain," IREA Working Papers 201119, University of Barcelona, Research Institute of Applied Economics, revised Oct 2011.
    12. Marcus Groß & Ulrich Rendtel & Timo Schmid & Sebastian Schmon & Nikos Tzavidis, 2017. "Estimating the density of ethnic minorities and aged people in Berlin: multivariate kernel density estimation applied to sensitive georeferenced administrative data protected via measurement error," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(1), pages 161-183, January.
    13. Bermúdez, Lluís & Karlis, Dimitris, 2012. "A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 3988-3999.
    14. David Madden, 2007. "Tobacco taxes and starting and quitting smoking: does the effect differ by education?," Applied Economics, Taylor & Francis Journals, vol. 39(5), pages 613-627.
    15. Groß, Marcus & Rendtel, Ulrich & Schmid, Timo & Schmon, Sebastian & Tzavidis, Nikos, 2015. "Estimating the density of ethnic minorities and aged people in Berlin: Multivariate kernel density estimation applied to sensitive geo-referenced administrative data protected via measurement error," Discussion Papers 2015/7, Free University Berlin, School of Business & Economics.
    16. Yang, Zhenlin & Tsui, Albert K., 2004. "Analytically calibrated Box-Cox percentile limits for duration and event-time models," Insurance: Mathematics and Economics, Elsevier, vol. 35(3), pages 649-677, December.
    17. Enrico D’Elia & Bianca Martelli, 2003. "Estimation of Households Income from Bracketed Income Survey Data," ISAE Working Papers 35, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
    18. Kraus, Florian & Steiner, Viktor, 1995. "Modelling heaping effects in unemployment duration models - With an application to retrospective event data in the German socio-economic panel," ZEW Discussion Papers 95-09, ZEW - Leibniz Centre for European Economic Research.
    19. Christopher S. Withers & Saralees Nadarajah, 2015. "Bias reduction when data are rounded," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 69(3), pages 236-271, August.
    20. Christopher Withers & Saralees Nadarajah, 2015. "Cumulants of a random variable distributed uniformly on the first $$n$$ n integers," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 99(2), pages 229-236, April.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:112:y:2017:i:c:p:14-23. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.