A Comparative Study of Observation- and Parameter-driven Zero-inflated Poisson Models for Longitudinal Count Data

作者：Hasan M Tariqul; Huda Shahariar^*; Sneddon Gary

来源：Communications in Statistics - Simulation and Computation, 2016, 45(10): 3643-3659.

DOI：10.1080/03610918.2014.950746

• Compound Poisson
• Quasi-likelihood
• Serial correlation
• Zero-inflated Poisson models
• 62F10
• 62M10

Longitudinal count data with excessive zeros frequently occur in social, biological, medical, and health research. To model such data, zero-inflated Poisson (ZIP) models are commonly used, after separating zero and positive responses. As longitudinal count responses are likely to be serially correlated, such separation may destroy the underlying serial correlation structure. To overcome this problem recently observation- and parameter-driven modelling approaches have been proposed. In the observation-driven model, the response at a specific time point is modelled through the responses at previous time points after incorporating serial correlation. One limitation of the observation-driven model is that it fails to accommodate the presence of any possible over-dispersion, which frequently occurs in the count responses. This limitation is overcome in a parameter-driven model, where the serial correlation is captured through the latent process using random effects. We compare the results obtained by the two models. A quasi-likelihood approach has been developed to estimate the model parameters. The methodology is illustrated with analysis of two real life datasets. To examine model performance the models are also compared through a simulation study.

• 出版日期2016