Likelihood-based tests in zero-inflated power series models |
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Authors: | Katherine EC Zavaleta Vicente G Cancho |
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Institution: | 1. Department of Statistics, Federal University of S?o Carlos, S?o Carlos/SP, Brazil;2. Department of Applied Mathematics and Statistics, University of S?o Paulo, S?o Carlos/SP, Brazil |
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Abstract: | We address the issue of performing testing inference in the class of zero-inflated power series models. These models provide a straightforward way of modelling count data and have been widely used in practical situations. The likelihood ratio, Wald and score statistics provide the basis for testing the parameter of inflation of zeros in this class of models. In this paper, in addition to the well-known test statistics, we also consider the recently proposed gradient statistic. We conduct Monte Carlo simulation experiments to evaluate the finite-sample performance of these tests for testing the parameter of inflation of zeros. The numerical results show that the new gradient test we propose is more reliable in finite samples than the usual likelihood ratio, Wald and score tests. An empirical application to real data is considered for illustrative purposes. |
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Keywords: | Excess of zeros large-sample tests likelihood-based inference power series distributions |
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