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Outlier identification and robust parameter estimation in a zero-inflated Poisson model

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  • Jun Yang
  • Min Xie
  • Thong Ngee Goh

Abstract

The Zero-inflated Poisson distribution has been used in the modeling of count data in different contexts. This model tends to be influenced by outliers because of the excessive occurrence of zeroes, thus outlier identification and robust parameter estimation are important for such distribution. Some outlier identification methods are studied in this paper, and their applications and results are also presented with an example. To eliminate the effect of outliers, two robust parameter estimates are proposed based on the trimmed mean and the Winsorized mean. Simulation results show the robustness of our proposed parameter estimates.

Suggested Citation

  • Jun Yang & Min Xie & Thong Ngee Goh, 2011. "Outlier identification and robust parameter estimation in a zero-inflated Poisson model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(2), pages 421-430, October.
    • Handle: RePEc:taf:japsta:v:38:y:2011:i:2:p:421-430
    DOI: 10.1080/02664760903456426
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    References listed on IDEAS

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    1. Abbas Moghimbeigi & Mohammed Reza Eshraghian & Kazem Mohammad & Brian Mcardle, 2008. "Multilevel zero-inflated negative binomial regression modeling for over-dispersed count data with extra zeros," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(10), pages 1193-1202.
    2. Olivier Thas & J. C. W. Rayner, 2005. "Smooth Tests for the Zero-Inflated Poisson Distribution," Biometrics, The International Biometric Society, vol. 61(3), pages 808-815, September.
    3. Jansakul, N. & Hinde, J. P., 2002. "Score Tests for Zero-Inflated Poisson Models," Computational Statistics & Data Analysis, Elsevier, vol. 40(1), pages 75-96, July.
    4. Xie, M. & He, B. & Goh, T. N., 2001. "Zero-inflated Poisson model in statistical process control," Computational Statistics & Data Analysis, Elsevier, vol. 38(2), pages 191-201, December.
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    Cited by:

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    2. Yu, Mei & Ashton, John K., 2015. "Board leadership structure for Chinese public listed companies," China Economic Review, Elsevier, vol. 34(C), pages 236-248.

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