Efficient estimation in ZIP models with applications to count data

Nurul N. Mohamad; Ibrahim Mohamed; Ng Kok-Haur; Mohd S. Yahya

Article Details

Efficient estimation in ZIP models with applications to count data

Authors:

Nurul N. Mohamad | Ibrahim Mohamed | Ng Kok-Haur | Mohd S. Yahya

Publisher:

Kuwait University

Journal:

Kuwait Journal of Science Vol.45 Issue 3, pp.0-0

Document Type:

Article

Publication Date:

8/2018

Document Language:

English

Document ID (Org No.):

2001942926

pISSN:

2307-4116

Keywords:

Abstract:

 Estimating functions have been used in estimating parameters of many continuous time seriesmodels. However, this method has not been applied to models involving count data. Inthis 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, specificallythe 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.

Article Details

Efficient estimation in ZIP models with applications to count data

Authors:

Nurul N. Mohamad | Ibrahim Mohamed | Ng Kok-Haur | Mohd S. Yahya

Publisher:

Kuwait University

Journal:

Kuwait Journal of Science Vol.45 Issue 3, pp.0-0

Document Type:

Article

Publication Date:

8/2018

Document Language:

English

Document ID (Org No.):

2001942926

pISSN:

2307-4116

Quadratic estimating functions

Linear estimating functions

Count data

Zero-inflated

Issues

Article Details

Efficient estimation in ZIP models with applications to count data

Authors: Nurul N. Mohamad | Ibrahim Mohamed | Ng Kok-Haur | Mohd S. Yahya

Publisher: Kuwait University

Journal: Kuwait Journal of Science Vol.45 Issue 3, pp.0-0

Document Type: Article

Publication Date: 8/2018

Document Language: English

Document ID (Org No.): 2001942926

pISSN: 2307-4116

Quadratic estimating functions

Linear estimating functions

Count data

Zero-inflated

Issues

Authors:

Nurul N. Mohamad | Ibrahim Mohamed | Ng Kok-Haur | Mohd S. Yahya

Publisher:

Kuwait University

Journal:

Kuwait Journal of Science Vol.45 Issue 3, pp.0-0

Document Type:

Article

Publication Date:

8/2018

Document Language:

English

Document ID (Org No.):

2001942926

pISSN:

2307-4116