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Asymptotic properties of the maximum-likelihood estimator in zero-inflated binomial regression

Author

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  • Alpha Oumar Diallo
  • Aliou Diop
  • Jean-François Dupuy

Abstract

The zero-inflated binomial (ZIB) regression model was proposed to account for excess zeros in binomial regression. Since then, the model has been applied in various fields, such as ecology and epidemiology. In these applications, maximum-likelihood estimation (MLE) is used to derive parameter estimates. However, theoretical properties of the MLE in ZIB regression have not yet been rigorously established. The current paper fills this gap and thus provides a rigorous basis for applying the model. Consistency and asymptotic normality of the MLE in ZIB regression are proved. A consistent estimator of the asymptotic variance–covariance matrix of the MLE is also provided. Finite-sample behavior of the estimator is assessed via simulations. Finally, an analysis of a data set in the field of health economics illustrates the paper.

Suggested Citation

  • Alpha Oumar Diallo & Aliou Diop & Jean-François Dupuy, 2017. "Asymptotic properties of the maximum-likelihood estimator in zero-inflated binomial regression," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(20), pages 9930-9948, October.
    • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:20:p:9930-9948
    DOI: 10.1080/03610926.2016.1222437
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    Cited by:

    1. Buu-Chau Truong & Nguyen Van Thuan & Nguyen Huu Hau & Michael McAleer, 2019. "Applications of the Newton-Raphson Method in Decision Sciences and Education," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(4), pages 52-80, December.
    2. Kim-Hung Pho & Thi Diem-Chinh Ho & Tuan-Kiet Tran & Wing-Keung Wong, 2019. "Moment Generating Function, Expectation And Variance Of Ubiquitous Distributions With Applications In Decision Sciences: A Review," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(2), pages 65-150, June.

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