Browsing by Subject "Multivariate distribution"
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Item Multivariate Zero-Inflated Poisson Regression(2017-06) Wang, YangIn this report, we develop a procedure to analyze the relationship between the ob- served multi-dimensional counts and a set of explanatory variables. The counts follow a multivariate Poisson distribution or a multivariate zero-inflated Poisson distribution. Maximum likelihood estimates (MLE) for the model parameters are obtained by the Newton-Raphson (NR) iteration and the expectation-maximization (EM) algorithm, respectively. In Newton-Raphson method, the first and second derivatives of the log- likelihood function are derived to carry out the numerical evaluation. Formulas using EM algorithm are also introduced. A comparison of the estimation performance is made from simulation studies.