Research ArticleOpen AccessGoogle Scholar indexed
Asymptotic Comparison of Method of Moments Estimators and Maximum Likelihood Estimators of Parameters in Zero-Inflated Poisson Model
Department of Statistics, Bangalore University, Bangalore, India
Maharani’s Science College for Women, Bangalore, India
- 1 Department of Statistics, Bangalore University, Bangalore, India
- 2 Maharani’s Science College for Women, Bangalore, India
Copy link · social · email
Abstract
This paper discusses the estimation of parameters in the zero-inflated Poisson (ZIP) model by the method of moments. The method of moments estimators (MMEs) are analytically compared with the maximum likelihood estimators (MLEs). The results of a modest simulation study are presented.
KeywordsZero-Inflated Poisson ModelMaximum Likelihood and Moment EstimatorsEM AlgorithmAsymptotic Relative Efficiency
- D. Lambert, “Zero-Inflated Poisson Regression with an Application to Detects in Manufacturing,” Technometrics, Vol. 34, No. 1, 1992, pp. 1-14. doi:10.2307/1269547
- D.-L. Couturier and M.-P. Victoria-Feser, “Zero-Inflated Truncated Generalized Pareto Distribution for the Analysis of Radio Audience Data,” The Annals of Applied Statistics, Vol. 4, No. 4, 2010, pp. 1824-1846. doi:10.1214/10-AOAS358
- P. Yip, “Inference about the Mean of Poisson Distribution in the Presence of a Nuisance Parameter,” Australian Journal of Statistics, Vol. 30, No. 3, 1998, pp. 299-306. doi:10.1111/j.1467-842X.1988.tb00624.x
- B. K. Kale, “Optimal Estimating Equations for Discrete Data with Higher Frequencies at a Point,” Journal of the Indian Statistical Association, Vol. 36, 1998, pp. 125136.
- A. P. Dempster, N. M. Laird and D. B. Rubin, “Maximum Likelihood Estimation from Incomplete Data via the EM Algorithm (with Discussion),” Journal of the Royal Statistical Society: Series B, Vol. 39, No. 1, 1977, pp. 138.
- G. Nanjundan, “An EM Algorithmic Approach to Maximum Likelihood Estimation in a Mixture Model,” Vignana Bharathi, Vol. 18, 2006, pp. 7-13.
- G. Nanjundan, “On the Computation of the Maximum Likelihood Estimates of the Parameters in a Mixture Model,” Mapana Journal of Sciences, Vol. 6, No. 2, 2007, pp. 57-66.
- G. Nanjundan, A. Loganathan and T. R. Naika, “An Empirical Comparison of Maximum Likelihood and Moment Estimators of Parameters in a Zero-Inflated Poisson Model,” Mapana Journal of Sciences, Vol. 8, No. 2, 2009, pp. 59-72.