Parameter estimation on hurdle poisson regression model with censored data
A Poisson model typically is assumed for count data. In many cases, there are many zeros in the dependent variable and because of these many zeros, the mean and the variance values of the dependent variable are not the same as before. In fact, the variance value of the dependent variable will be muc...
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| Format: | Journal Article |
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Penerbit Universiti Teknologi Malaysia
2012
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| Online Access: | http://www.jurnalteknologi.utm.my/index.php/jurnalteknologi/article/view/1533/1192 http://hdl.handle.net/20.500.11937/30109 |
| _version_ | 1848752993350975488 |
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| author | Greene, William Saffari, S.E. Adnan, R. |
| author_facet | Greene, William Saffari, S.E. Adnan, R. |
| author_sort | Greene, William |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | A Poisson model typically is assumed for count data. In many cases, there are many zeros in the dependent variable and because of these many zeros, the mean and the variance values of the dependent variable are not the same as before. In fact, the variance value of the dependent variable will be much more than the mean value of the dependent variable and this is called over–dispersion. Therefore, Poisson model is not suitable anymore for this kind of data because of too many zeros. Thus, it is suggested to use a hurdle Poisson regression model to overcome over–dispersion problem. Furthermore, the response variable in such cases is censored for some values. In this paper, a censored hurdle Poisson regression model is introduced on count data with many zeros. In this model, we consider a response variable and one or more than one explanatory variables. The estimation of regression parameters using the maximum likelihood method is discussed and the goodness–of–fit for the regression model is examined. We study the effects of right censoring on estimated parameters and their standard errors via an example. |
| first_indexed | 2025-11-14T08:17:27Z |
| format | Journal Article |
| id | curtin-20.500.11937-30109 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T08:17:27Z |
| publishDate | 2012 |
| publisher | Penerbit Universiti Teknologi Malaysia |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-301092017-01-30T13:17:27Z Parameter estimation on hurdle poisson regression model with censored data Greene, William Saffari, S.E. Adnan, R. Hurdle Poisson regression maximum likelihood method censored data goodness–of–fit A Poisson model typically is assumed for count data. In many cases, there are many zeros in the dependent variable and because of these many zeros, the mean and the variance values of the dependent variable are not the same as before. In fact, the variance value of the dependent variable will be much more than the mean value of the dependent variable and this is called over–dispersion. Therefore, Poisson model is not suitable anymore for this kind of data because of too many zeros. Thus, it is suggested to use a hurdle Poisson regression model to overcome over–dispersion problem. Furthermore, the response variable in such cases is censored for some values. In this paper, a censored hurdle Poisson regression model is introduced on count data with many zeros. In this model, we consider a response variable and one or more than one explanatory variables. The estimation of regression parameters using the maximum likelihood method is discussed and the goodness–of–fit for the regression model is examined. We study the effects of right censoring on estimated parameters and their standard errors via an example. 2012 Journal Article http://hdl.handle.net/20.500.11937/30109 http://www.jurnalteknologi.utm.my/index.php/jurnalteknologi/article/view/1533/1192 Penerbit Universiti Teknologi Malaysia restricted |
| spellingShingle | Hurdle Poisson regression maximum likelihood method censored data goodness–of–fit Greene, William Saffari, S.E. Adnan, R. Parameter estimation on hurdle poisson regression model with censored data |
| title | Parameter estimation on hurdle poisson regression model with censored data |
| title_full | Parameter estimation on hurdle poisson regression model with censored data |
| title_fullStr | Parameter estimation on hurdle poisson regression model with censored data |
| title_full_unstemmed | Parameter estimation on hurdle poisson regression model with censored data |
| title_short | Parameter estimation on hurdle poisson regression model with censored data |
| title_sort | parameter estimation on hurdle poisson regression model with censored data |
| topic | Hurdle Poisson regression maximum likelihood method censored data goodness–of–fit |
| url | http://www.jurnalteknologi.utm.my/index.php/jurnalteknologi/article/view/1533/1192 http://hdl.handle.net/20.500.11937/30109 |