IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v54y2010i6p1525-1534.html
   My bibliography  Save this article

Unified computational methods for regression analysis of zero-inflated and bound-inflated data

Author

Listed:
  • Yang, Yan
  • Simpson, Douglas

Abstract

Bounded data with excess observations at the boundary are common in many areas of application. Various individual cases of inflated mixture models have been studied in the literature for bound-inflated data, yet the computational methods have been developed separately for each type of model. In this article we use a common framework for computing these models, and expand the range of models for both discrete and semi-continuous data with point inflation at the lower boundary. The quasi-Newton and EM algorithms are adapted and compared for estimation of model parameters. The numerical Hessian and generalized Louis method are investigated as means for computing standard errors after optimization. Correlated data are included in this framework via generalized estimating equations. The estimation of parameters and effectiveness of standard errors are demonstrated through simulation and in the analysis of data from an ultrasound bioeffect study. The unified approach enables reliable computation for a wide class of inflated mixture models and comparison of competing models.

Suggested Citation

  • Yang, Yan & Simpson, Douglas, 2010. "Unified computational methods for regression analysis of zero-inflated and bound-inflated data," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1525-1534, June.
  • Handle: RePEc:eee:csdana:v:54:y:2010:i:6:p:1525-1534
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(09)00464-2
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    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. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-1054, July.
    2. Cragg, John G, 1971. "Some Statistical Models for Limited Dependent Variables with Application to the Demand for Durable Goods," Econometrica, Econometric Society, vol. 39(5), pages 829-844, September.
    3. Zhang, Min & Strawderman, Robert L. & Cowen, Mark E. & Wells, Martin T., 2006. "Bayesian Inference for a Two-Part Hierarchical Model: An Application to Profiling Providers in Managed Health Care," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 934-945, September.
    4. Zhou Xiao-Hua & Wanzhu Tu, 1999. "Comparison of Several Independent Population Means When Their Samples Contain Log-Normal and Possibly Zero Observations," Biometrics, The International Biometric Society, vol. 55(2), pages 645-651, June.
    5. Daniel B. Hall, 2000. "Zero-Inflated Poisson and Binomial Regression with Random Effects: A Case Study," Biometrics, The International Biometric Society, vol. 56(4), pages 1030-1039, December.
    6. Paul S. Albert & Joannie Shen, 2005. "Modelling longitudinal semicontinuous emesis volume data with serial correlation in an acupuncture clinical trial," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 54(4), pages 707-720, August.
    7. Ghosh, Pulak & Albert, Paul S., 2009. "A Bayesian analysis for longitudinal semicontinuous data with an application to an acupuncture clinical trial," Computational Statistics & Data Analysis, Elsevier, vol. 53(3), pages 699-706, January.
    8. Shou-En Lu & Yong Lin & Wei-Chung Joe Shih, 2004. "Analyzing Excessive No Changes in Clinical Trials with Clustered Data," Biometrics, The International Biometric Society, vol. 60(1), pages 257-267, March.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Tiago R. Pellegrini & M. Tariqul Hasan & Renjun Ma, 2017. "Modeling of paired zero-inflated continuous data without breaking down paired designs," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(13), pages 2427-2443, October.

    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. Liu, Lei & Strawderman, Robert L. & Cowen, Mark E. & Shih, Ya-Chen T., 2010. "A flexible two-part random effects model for correlated medical costs," Journal of Health Economics, Elsevier, vol. 29(1), pages 110-123, January.
    2. Harald Oberhofer & Michael Pfaffermayr, 2014. "Two-Part Models for Fractional Responses Defined as Ratios of Integers," Econometrics, MDPI, vol. 2(3), pages 1-22, September.
    3. Loni Philip Tabb & Eric J. Tchetgen Tchetgen & Greg A. Wellenius & Brent A. Coull, 2016. "Marginalized Zero-Altered Models for Longitudinal Count Data," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 8(2), pages 181-203, October.
    4. Theodore Eisenberg & Thomas Eisenberg & Martin T. Wells & Min Zhang, 2015. "Addressing the Zeros Problem: Regression Models for Outcomes with a Large Proportion of Zeros, with an Application to Trial Outcomes," Journal of Empirical Legal Studies, John Wiley & Sons, vol. 12(1), pages 161-186, March.
    5. Brian J. Reich & Montserrat Fuentes & Amy H. Herring & Kelly R. Evenson, 2010. "Bayesian Variable Selection for Multivariate Spatially Varying Coefficient Regression," Biometrics, The International Biometric Society, vol. 66(3), pages 772-782, September.
    6. Ghosh, Pulak & Albert, Paul S., 2009. "A Bayesian analysis for longitudinal semicontinuous data with an application to an acupuncture clinical trial," Computational Statistics & Data Analysis, Elsevier, vol. 53(3), pages 699-706, January.
    7. Hillebrand, Eric & Schnabl, Gunther & Ulu, Yasemin, 2009. "Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(3), pages 490-505, July.
    8. Frederico Belo & Chen Xue & Lu Zhang, 2010. "Cross-sectional Tobin's Q," NBER Working Papers 16336, National Bureau of Economic Research, Inc.
    9. Bansal, Ravi & Kiku, Dana & Yaron, Amir, 2016. "Risks for the long run: Estimation with time aggregation," Journal of Monetary Economics, Elsevier, vol. 82(C), pages 52-69.
    10. Alfonso Mendoza-Velázquez & Luis Carlos Ortuño-Barba & Luis David Conde-Cortés, 2022. "Corporate governance and firm performance in hybrid model countries," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 21(1), pages 32-58, February.
    11. Chang, Jinyuan & Chen, Song Xi & Chen, Xiaohong, 2015. "High dimensional generalized empirical likelihood for moment restrictions with dependent data," Journal of Econometrics, Elsevier, vol. 185(1), pages 283-304.
    12. Kutuk, Yasin, 2022. "Inequality convergence: A world-systems theory approach," Structural Change and Economic Dynamics, Elsevier, vol. 63(C), pages 150-165.
    13. Smoluk, H. J. & Neveu, Raymond P., 2002. "Consumption and asset prices: An analysis across income groups," Review of Financial Economics, Elsevier, vol. 11(1), pages 47-62.
    14. Bruce N. Lehmann, 2005. "The Role of Beliefs in Inference for Rational Expectations Models," NBER Working Papers 11758, National Bureau of Economic Research, Inc.
    15. Aslan, Alper & Kaplan, Muhittin & Kula, Ferit, 2008. "International Tourism Demand for Turkey: A Dynamic Panel Data Approach," MPRA Paper 10601, University Library of Munich, Germany.
    16. de Mendonça, Helder Ferreira & Tiberto, Bruno Pires, 2014. "Public debt and social security: Level of formality matters," Economic Modelling, Elsevier, vol. 42(C), pages 490-507.
    17. Alessandra Canepa & Fawaz Khaled, 2018. "Housing, Housing Finance and Credit Risk," IJFS, MDPI, vol. 6(2), pages 1-23, May.
    18. Isaiah Andrews & Anna Mikusheva, 2016. "Conditional Inference With a Functional Nuisance Parameter," Econometrica, Econometric Society, vol. 84, pages 1571-1612, July.
    19. Carrión-Flores, Carmen E. & Innes, Robert, 2010. "Environmental innovation and environmental performance," Journal of Environmental Economics and Management, Elsevier, vol. 59(1), pages 27-42, January.
    20. repec:ebl:ecbull:v:3:y:2007:i:44:p:1-6 is not listed on IDEAS
    21. Jessica M. Mc Lay & Roy Lay-Yee & Barry J. Milne & Peter Davis, 2015. "Regression-Style Models for Parameter Estimation in Dynamic Microsimulation: An Empirical Performance Assessment," International Journal of Microsimulation, International Microsimulation Association, vol. 8(2), pages 83-127.

    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:54:y:2010:i:6:p:1525-1534. 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.