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Activity Number: 233
Type: Contributed
Date/Time: Tuesday, August 5, 2008 : 8:30 AM to 10:20 AM
Sponsor: Section on Health Policy Statistics
Abstract - #302666
Title: An EM Algorithm for Zero-Inflated Negative Binomial Regression Based on a Poisson Mixture Representation
Author(s): Chih-Nan Chen*+ and Xiao-Li Meng
Companies: Cambridge Health Alliance and Harvard University
Address: Center for Multicultural Mental Health, Somerville, MA, 02143,
Keywords: Zero-Inflated negative binomial regression model ; Overdispersion ; Count data with excess zeros ; EM algorithm
Abstract:

Zero-inflated negative binomial regression model is quite useful for count data with extra zeros and over-dispersion. Fitting such a model, however, is not a trivial task, particularly when the sample sizes are small. We found that an EM algorithm based on a mixture Poisson representation of the negative binomial density can help to reduce some instability of existing algorithms, because the new implementation takes advantage of the well-behaved Poisson regression fitting in its M step. Application is given to the analysis of visit numbers in the service use of mental health care for the National Latino and Asian American Study (NLAAS), a problem that originally motivated us to develop this algorithm because of the instability problems we encountered with several existing algorithms.


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