零膨胀计数模型的一致估计

CONSISTENT ESTIMATION OF ZERO‐INFLATED COUNT MODELS

Health Economics · 2012
被引 89 · 同刊同年前 10%
人大 A-

中文导读

针对健康经济学中常用的零膨胀计数模型,提出泊松拟似然估计量,该估计量在存在过多零值时仍能一致估计,无需指定完整分布,并通过模拟和医疗需求应用验证其优势。

Abstract

Applications of zero-inflated count data models have proliferated in health economics. However, zero-inflated Poisson or zero-inflated negative binomial maximum likelihood estimators are not robust to misspecification. This article proposes Poisson quasi-likelihood estimators as an alternative. These estimators are consistent in the presence of excess zeros without having to specify the full distribution. The advantages of the Poisson quasi-likelihood approach are illustrated in a series of Monte Carlo simulations and in an application to the demand for health services.

零膨胀计数模型泊松拟似然估计一致估计健康经济学