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arXiv 2602.20965stat.MEmath.STstat.TH
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估计部分线性零膨胀泊松回归模型:一种使用EM类算法的稳健方法

Estimating the Partially Linear Zero-Inflated Poisson Regression Model: a Robust Approach Using a EM-like Algorithm

Universidad Nacional del Litoral(国立利托拉尔大学);CONICET(国家科学研究委员会);Université Clermont Auvergne(克莱蒙奥弗涅大学)

María José Llop, Andrea Bergesio, Anne-Françoise Yao

AI总结:

本文提出了一种基于EM类算法的稳健估计方法,用于解决部分线性零膨胀泊松回归模型中的异常值问题,通过模拟验证了其在有限样本中的稳健性和效率。

摘要:

具有大量零的计数数据经常出现在经济学、医学和公共卫生等领域。传统计数模型往往无法充分处理此类数据,特别是当响应变量与某些预测变量之间的关系是非线性的。为克服这些限制,提出了部分线性零膨胀泊松(PLZIP)模型作为灵活的替代方案。然而,现有的所有估计方法都是基于似然函数的,已知对异常值和模型假设的轻微偏离非常敏感。本文提出了第一个专门针对PLZIP模型的稳健估计方法。使用期望最大化类算法利用模型的混合性质,并处理响应和协变量中的极端观测值。算法收敛性和估计量一致性的结果得到了证明。在各种污染方案下的模拟研究显示了所提出估计量在有限样本中的稳健性和效率,与经典估计量相比。最后,通过使用真实数据的例子展示了该方法的应用。

英文摘要:

Count data with an excessive number of zeros frequently arise in fields such as economics, medicine, and public health. Traditional count models often fail to adequately handle such data, especially when the relationship between the response and some predictors is nonlinear. To overcome these limitations, the partially linear zero-inflated Poisson (PLZIP) model has been proposed as a flexible alternative. However, all existing estimation approaches for this model are based on likelihood, which is known to be highly sensitive to outliers and slight deviations from the model assumptions. This article presents the first robust estimation method specifically developed for the PLZIP model. An Expectation-Maximization-like algorithm is used to take advantage of the mixture nature of the model and to address extreme observations in both the response and the covariates. Results of the algorithm convergence and the consistency of the estimators are proved. A simulation study under various contamination schemes showed the robustness and efficiency of the proposed estimators in finite samples, compared to classical estimators. Finally, the application of the methodology is illustrated through an example using real data.

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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