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arXiv 2104.13588stat.MEstat.AP
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过离散Poisson回归的改进对数高斯近似:应用于COVID-19的空间分析

Improved log-Gaussian approximation for over-dispersed Poisson regression: application to spatial analysis of COVID-19

Daisuke Murakami, Tomoko Matsui

摘要:

在开放数据时代,泊松和其他计数回归模型越来越重要。然而,传统的泊松回归在可识别性和计算效率方面仍然存在问题。特别是,由于识别问题,泊松回归可能是不稳定的小样本与许多零。在此基础上,我们建立了一个包含Poisson可加混合模型的过分散Poisson回归模型的封闭形式推断。该方法是通过基于模式的对数高斯近似。所得到的方法是快速,实用,并从识别问题。蒙特卡罗实验表明,该方法的估计误差是一个相当小的估计误差比封闭形式的替代品和通常的泊松回归一样小。对于多个零的计数,我们的近似比传统的泊松回归有更好的估计精度。在考虑空间效应或群体效应的Poisson加性混合模型中,我们也得到了类似的结果。开发的方法用于分析日本的COVID-19数据。这一结果表明,行人密度、年龄等因素对病例数的影响随时间而变化。

英文摘要:

In the era of open data, Poisson and other count regression models are increasingly important. Still, conventional Poisson regression has remaining issues in terms of identifiability and computational efficiency. Especially, due to an identification problem, Poisson regression can be unstable for small samples with many zeros. Provided this, we develop a closed-form inference for an over-dispersed Poisson regression including Poisson additive mixed models. The approach is derived via mode-based log-Gaussian approximation. The resulting method is fast, practical, and free from the identification problem. Monte Carlo experiments demonstrate that the estimation error of the proposed method is a considerably smaller estimation error than the closed-form alternatives and as small as the usual Poisson regressions. For counts with many zeros, our approximation has better estimation accuracy than conventional Poisson regression. We obtained similar results in the case of Poisson additive mixed modeling considering spatial or group effects. The developed method was applied for analyzing COVID-19 data in Japan. This result suggests that influences of pedestrian density, age, and other factors on the number of cases change over periods.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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