Model selection for zero-inflated regression with missing covariates

نویسندگان

  • Xue-Dong Chen
  • Ying-Zi Fu
چکیده

Count data are widely existed in the fields of medical trials, public health, surveys and environmental studies. In analyzing count data, it is important to find outwhether the zeroinflation exists or not and how to select the most suitable model. However, the classic AIC criterion formodel selection is invalid when the observations aremissing. In this paper, we develop a new model selection criterion in line with AIC for the zero-inflated regression models with missing covariates. This method is a modified version of Monte Carlo EM algorithm which is based on the data augmentation scheme. One of the main attractions of this new method is that it is applicable for comparison of candidate models regardless of whether there are missing data or not. What is more, it is very simple to compute as it is just a by-product of Monte Carlo EM algorithm when the estimations of parameters are obtained. A simulation study and a real example are used to illustrate the proposed methodologies. © 2010 Elsevier B.V. All rights reserved.

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عنوان ژورنال:
  • Computational Statistics & Data Analysis

دوره 55  شماره 

صفحات  -

تاریخ انتشار 2011