Random effects compound Poisson model to represent data with extra zeros - Archive ouverte HAL
Article Dans Une Revue Computational Statistics and Data Analysis Année : 2009

Random effects compound Poisson model to represent data with extra zeros

Résumé

This paper describes a compound Poisson-based random effects structure for modeling zero-inflated data. Data with large proportion of zeros are found in many fields of applied statistics, for example in ecology when trying to model and predict species counts (discrete data) or abundance distributions (continuous data). Standard methods for modeling such data include mixture and two-part conditional models. Conversely to these methods, the stochastic models proposed here behave coherently with regards to a change of scale, since they mimic the harvesting of a marked Poisson process in the modeling steps. Random effects are used to account for inhomogeneity. In this paper, model design and inference both rely on conditional thinking to understand the links between various layers of quantities : parameters, latent variables including random effects and zero-inflated observations. The potential of these parsimonious hierarchical models for zero-inflated data is exemplified using two marine macroinvertebrate abundance datasets from a large scale scientific bottom-trawl survey. The EM algorithm with a Monte Carlo step based on importance sampling is checked for this model structure on a simulated dataset : it proves to work well for parameter estimation but parameter values matter when re-assessing the actual coverage level of the confidence regions far from the asymptotic conditions.
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Dates et versions

hal-01197595 , version 1 (30-05-2020)

Identifiants

  • HAL Id : hal-01197595 , version 1
  • PRODINRA : 180579

Citer

Marie-Pierre Etienne, Éric Parent, Hugues Benoit, Jacques Bernier. Random effects compound Poisson model to represent data with extra zeros. Computational Statistics and Data Analysis, 2009, pp.1-45. ⟨hal-01197595⟩
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