Minimum hellinger distance estimation for k-component Poisson mixture with random effects

Summary. The k-component Poisson regression mixture with random effects is an effective model in describing the heterogeneity for clustered count data arising from several latent subpopulations. However, the residual maximum likelihood estimation (REML) of regression coefficients and variance compon...

Full description

Bibliographic Details
Main Authors: Xiang, L., Yau, K. K. W., Hui, Y. V., Lee, Andy
Format: Journal Article
Published: Blackwell Publishing Ltd 2008
Online Access:http://hdl.handle.net/20.500.11937/8902
_version_ 1848745794626125824
author Xiang, L.
Yau, K. K. W.
Hui, Y. V.
Lee, Andy
author_facet Xiang, L.
Yau, K. K. W.
Hui, Y. V.
Lee, Andy
author_sort Xiang, L.
building Curtin Institutional Repository
collection Online Access
description Summary. The k-component Poisson regression mixture with random effects is an effective model in describing the heterogeneity for clustered count data arising from several latent subpopulations. However, the residual maximum likelihood estimation (REML) of regression coefficients and variance component parameters tend to be unstable and may result in misleading inferences in the presence of outliers or extreme contamination. In the literature, the minimum Hellinger distance (MHD) estimation has been investigated to obtain robust estimation for finite Poisson mixtures. This article aims to develop a robust MHD estimation approach for k-component Poisson mixtures with normally distributed random effects. By applying the Gaussian quadrature technique to approximate the integrals involved in the marginal distribution, the marginal probability function of the k-component Poisson mixture with random effects can be approximated by the summation of a set of finite Poisson mixtures. Simulation study shows that the MHD estimates perform satisfactorily for data without outlying observation(s), and outperform the REML estimates when data are contaminated. Application to a data set of recurrent urinary tract infections (UTI) with random institution effects demonstrates the practical use of the robust MHD estimation method.
first_indexed 2025-11-14T06:23:01Z
format Journal Article
id curtin-20.500.11937-8902
institution Curtin University Malaysia
institution_category Local University
last_indexed 2025-11-14T06:23:01Z
publishDate 2008
publisher Blackwell Publishing Ltd
recordtype eprints
repository_type Digital Repository
spelling curtin-20.500.11937-89022017-09-13T16:02:17Z Minimum hellinger distance estimation for k-component Poisson mixture with random effects Xiang, L. Yau, K. K. W. Hui, Y. V. Lee, Andy Summary. The k-component Poisson regression mixture with random effects is an effective model in describing the heterogeneity for clustered count data arising from several latent subpopulations. However, the residual maximum likelihood estimation (REML) of regression coefficients and variance component parameters tend to be unstable and may result in misleading inferences in the presence of outliers or extreme contamination. In the literature, the minimum Hellinger distance (MHD) estimation has been investigated to obtain robust estimation for finite Poisson mixtures. This article aims to develop a robust MHD estimation approach for k-component Poisson mixtures with normally distributed random effects. By applying the Gaussian quadrature technique to approximate the integrals involved in the marginal distribution, the marginal probability function of the k-component Poisson mixture with random effects can be approximated by the summation of a set of finite Poisson mixtures. Simulation study shows that the MHD estimates perform satisfactorily for data without outlying observation(s), and outperform the REML estimates when data are contaminated. Application to a data set of recurrent urinary tract infections (UTI) with random institution effects demonstrates the practical use of the robust MHD estimation method. 2008 Journal Article http://hdl.handle.net/20.500.11937/8902 10.1111/j.1541-0420.2007.00920.x Blackwell Publishing Ltd restricted
spellingShingle Xiang, L.
Yau, K. K. W.
Hui, Y. V.
Lee, Andy
Minimum hellinger distance estimation for k-component Poisson mixture with random effects
title Minimum hellinger distance estimation for k-component Poisson mixture with random effects
title_full Minimum hellinger distance estimation for k-component Poisson mixture with random effects
title_fullStr Minimum hellinger distance estimation for k-component Poisson mixture with random effects
title_full_unstemmed Minimum hellinger distance estimation for k-component Poisson mixture with random effects
title_short Minimum hellinger distance estimation for k-component Poisson mixture with random effects
title_sort minimum hellinger distance estimation for k-component poisson mixture with random effects
url http://hdl.handle.net/20.500.11937/8902