A note on information loss in analyzing a mixture model of count data |
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| Authors: | Daniel YT Fong Paul SF Yip |
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| Institution: | 1. Department of Statistics &2. Actuarial Science , University of Waterloo , Waterloo, Ontario, N2L 3G1, Canada;3. Department of Statistics , The University of Hong Kong , Pokfulam Road, Hong Kong |
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| Abstract: | In this note we consider estimation of a mixture model of count data which is composed of two discrete random variables. Conditional and unconditional estimation procedures are given for estimating the unknown parameter(s) of interest using the likelihood function. Asymptotic relative efficiencies are given to examine the amount of information loss in using the two estimation procedures. Specifically, we study the change in asymptotic relative efficiency, if any, in different parameter settings. |
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| Keywords: | asymptotic relative:efficiency likelihood function mixture model |
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