A Note on Tests for Zero-Inflation in Correlated Count Data |
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Authors: | Liming Xiang Guo Shou Teo |
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Institution: | 1. Division of Mathematical Sciences , School of Physical and Mathematical Sciences, Nanyang Technological University , Singapore LMXiang@ntu.edu.sg;3. Division of Mathematical Sciences , School of Physical and Mathematical Sciences, Nanyang Technological University , Singapore |
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Abstract: | Zero-inflated Poisson mixed regression models are popular approaches to analyze clustered count data with excess zeros. Prior to application of these models, it is essential to examine the necessity of the adjustment for zero outcomes. The existing literature, however, has focused only on score tests for testing the suitability of zero-inflated models for correlated count data. In view of the observed bias and non-optimal size of score tests, it deserves further investigation of other alternative ways for the test. This article aims to explore the use of the null Wald and likelihood ratio tests for zero-inflation in correlated count data. Our simulation study shows that both the null Wald and likelihood ratio tests outperform the score test of Xiang et al. (2006
Xiang , L. ,
Lee , A. H. ,
Yau , K. K. W. ,
McLachlan , G. J. ( 2006 ). A score test for zero-inflation in correlated count data . Statistics in Medicine 25 : 1660 – 1671 . Google Scholar]) in terms of statistical power, regardless of the computational convenience of the score test. A bootstrap null Wald statistic is also proposed, which results in improved performance in terms of the size and power of the test. |
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Keywords: | Bootstrap Likelihood ratio test Poisson mixed regression Score test Wald test Zero-inflation |
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