Bias-reduced maximum likelihood estimation of the zero-inflated Poisson distribution |
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Authors: | Jacob Schwartz |
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Affiliation: | Department of Economics, University of British Columbia, Vancouver, B.C., Canada |
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Abstract: | Using the techniques developed by Subrahmaniam and Ching’anda (1978), we study the robustness to nonnormality of the linear discriminant functions. It is seen that the LDF procedure is quite robust against the likelihood ratio rule. The latter yields in all cases much smaller overall error rates; however, the disparity between the error rates of the LDF and LR procedures is not large enough to warrant the recommendation to use the more complicated LR procedure. |
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Keywords: | Bias reduction Finite sample properties Maximum likelihood estimation Zero-inflated Poisson distribution |
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