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Semi Varying Coefficient Zero-Inflated Generalized Poisson Regression Model
Authors:Weihua Zhao  Jicai Liu  Yazhao Lv
Institution:1. School of Science NanTong University, NanTong, China;2. School of Finance and Statistics, East China Normal University, Shanghai, China
Abstract:In this paper, the semi varying coefficient zero-inflated generalized Poisson model is discussed based on penalized log-likelihood. All the coefficient functions are fitted by penalized spline (P-spline), and Expectation-maximization algorithm is used to drive these estimators. The estimation approach is rapid and computationally stable. Under some mild conditions, the consistency and the asymptotic normality of these resulting estimators are given. The score test statistics about dispersion parameter is discussed based on the P-spline estimation. Both simulated and real data example are used to illustrate our proposed methods.
Keywords:EM algorithm  P-spline  Score test  Semi varying Coefficient model  Zero-inflated generalized Poisson regression
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