Predicting the multivariate zero‐inflated counts: A novel model averaging method under Pearson loss

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Main Authors: Yin Liu, Ziwen Gao
Format: Artículo Open Access
Published: Wiley 2024
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author Yin Liu
Ziwen Gao
author_facet Yin Liu
Ziwen Gao
Yin Liu
Ziwen Gao
collection Wiley Open Access
contents Predicting the multivariate zero‐inflated counts: A novel model averaging method under Pearson loss Yin Liu Ziwen Gao Statistics in Medicine Excessive zeros in multivariate count data are often observed in scenarios of biomedicine and public health. To provide a better analysis on this type of data, we first develop a marginalized multivariate zero‐inflated Poisson (MZIP) regression model to directly interpret the overall exposure effects on marginal means. Then, we define a multiple Pearson residual for our newly developed MZIP regression model by simultaneously taking heterogeneity and correlation into consideration. Furthermore, a new model averaging prediction method is introduced based on the multiple Pearson residual, and the asymptotical optimality of this model averaging prediction is proved. Simulations and two empirical applications in medicine are used to illustrate the effectiveness of the proposed method. 10.1002/sim.10052 http://onlinelibrary.wiley.com/termsAndConditions#vor
doi_str_mv 10.1002/sim.10052
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institution Wiley Open Access
license_str_mv http://onlinelibrary.wiley.com/termsAndConditions#vor
publishDate 2024
publisher Wiley
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spellingShingle Predicting the multivariate zero‐inflated counts: A novel model averaging method under Pearson loss
Yin Liu
Ziwen Gao
Statistics in Medicine
Predicting the multivariate zero‐inflated counts: A novel model averaging method under Pearson loss Yin Liu Ziwen Gao Statistics in Medicine Excessive zeros in multivariate count data are often observed in scenarios of biomedicine and public health. To provide a better analysis on this type of data, we first develop a marginalized multivariate zero‐inflated Poisson (MZIP) regression model to directly interpret the overall exposure effects on marginal means. Then, we define a multiple Pearson residual for our newly developed MZIP regression model by simultaneously taking heterogeneity and correlation into consideration. Furthermore, a new model averaging prediction method is introduced based on the multiple Pearson residual, and the asymptotical optimality of this model averaging prediction is proved. Simulations and two empirical applications in medicine are used to illustrate the effectiveness of the proposed method. 10.1002/sim.10052 http://onlinelibrary.wiley.com/termsAndConditions#vor
title Predicting the multivariate zero‐inflated counts: A novel model averaging method under Pearson loss
topic Statistics in Medicine
url https://onlinelibrary.wiley.com/doi/10.1002/sim.10052