Efficient estimation in ZIP models with applications to count data
Estimating functions have been used in estimating parameters of many continuous time series models. However, this method has not been applied to models involving count data. In this paper, we use quadratic estimating functions (QEF) to derive estimators for the joint estimation of the conditional m...
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| Format: | Article |
| Language: | English English |
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Kuwait University
2018
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| Online Access: | http://irep.iium.edu.my/81076/ http://irep.iium.edu.my/81076/2/Efficient%20estimation%20in%20ZIP%20models%20with%20applications%20to%20count%20data.pdf http://irep.iium.edu.my/81076/8/81076_Efficient%20estimation%20in%20ZIP%20models%20with%20applications%20to%20count%20data.pdf |
| _version_ | 1848789073924194304 |
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| author | Mohamad, Nurul Najihah Ng, Kok-Haur Yahya, Mohd S. |
| author_facet | Mohamad, Nurul Najihah Ng, Kok-Haur Yahya, Mohd S. |
| author_sort | Mohamad, Nurul Najihah |
| building | IIUM Repository |
| collection | Online Access |
| description | Estimating functions have been used in estimating parameters of many continuous time series models. However, this method has not been applied to models involving count data. In
this paper, we use quadratic estimating functions (QEF) to derive estimators for the joint estimation of the conditional mean and variance parameters of count data models, specifically
the basic zero-inflated Poisson (ZIP) model, ZIP regression model and integer-valued generalized autoregressive heteroscedastic model with ZIP conditional distribution. Results show that
the estimators derived from QEF method, which uses information from combined estimating
functions, is more informative than linear estimating functions (LEF) method that only uses
information from component estimating functions. Finally, we also fit the real data sets using
the ZIP models via QEF, LEF and maximum likelihood methods, and in so doing, demonstrate
the superiority of the QEF method in practice. |
| first_indexed | 2025-11-14T17:50:56Z |
| format | Article |
| id | iium-81076 |
| institution | International Islamic University Malaysia |
| institution_category | Local University |
| language | English English |
| last_indexed | 2025-11-14T17:50:56Z |
| publishDate | 2018 |
| publisher | Kuwait University |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | iium-810762020-07-22T07:55:04Z http://irep.iium.edu.my/81076/ Efficient estimation in ZIP models with applications to count data Mohamad, Nurul Najihah Ng, Kok-Haur Yahya, Mohd S. QA Mathematics Estimating functions have been used in estimating parameters of many continuous time series models. However, this method has not been applied to models involving count data. In this paper, we use quadratic estimating functions (QEF) to derive estimators for the joint estimation of the conditional mean and variance parameters of count data models, specifically the basic zero-inflated Poisson (ZIP) model, ZIP regression model and integer-valued generalized autoregressive heteroscedastic model with ZIP conditional distribution. Results show that the estimators derived from QEF method, which uses information from combined estimating functions, is more informative than linear estimating functions (LEF) method that only uses information from component estimating functions. Finally, we also fit the real data sets using the ZIP models via QEF, LEF and maximum likelihood methods, and in so doing, demonstrate the superiority of the QEF method in practice. Kuwait University 2018 Article PeerReviewed application/pdf en http://irep.iium.edu.my/81076/2/Efficient%20estimation%20in%20ZIP%20models%20with%20applications%20to%20count%20data.pdf application/pdf en http://irep.iium.edu.my/81076/8/81076_Efficient%20estimation%20in%20ZIP%20models%20with%20applications%20to%20count%20data.pdf Mohamad, Nurul Najihah and Ng, Kok-Haur and Yahya, Mohd S. (2018) Efficient estimation in ZIP models with applications to count data. Kuwait Journal of Science, 45 (3). pp. 14-28. ISSN 1024-8684 https://journalskuwait.org/kjs/index.php/KJS/index |
| spellingShingle | QA Mathematics Mohamad, Nurul Najihah Ng, Kok-Haur Yahya, Mohd S. Efficient estimation in ZIP models with applications to count data |
| title | Efficient estimation in ZIP models with applications to count data |
| title_full | Efficient estimation in ZIP models with applications to count data |
| title_fullStr | Efficient estimation in ZIP models with applications to count data |
| title_full_unstemmed | Efficient estimation in ZIP models with applications to count data |
| title_short | Efficient estimation in ZIP models with applications to count data |
| title_sort | efficient estimation in zip models with applications to count data |
| topic | QA Mathematics |
| url | http://irep.iium.edu.my/81076/ http://irep.iium.edu.my/81076/ http://irep.iium.edu.my/81076/2/Efficient%20estimation%20in%20ZIP%20models%20with%20applications%20to%20count%20data.pdf http://irep.iium.edu.my/81076/8/81076_Efficient%20estimation%20in%20ZIP%20models%20with%20applications%20to%20count%20data.pdf |