Revistes Publicacions URV: SORT - Statistics and Operations Research Transactions> 2020

Modelling count data using the logratio-normal-multinomial distribution

  • Dades identificatives

    Identificador:  RP:4899
    Handle:  https://hdl.handle.net/20.500.11797/RP4899
    Autors:  Palarea-Albaladejo, Javier; Mateu-Figueras, Glòria; Martín-Fernández, Josep Antoni; Comas-Cufí, Marc
    Resum:
    The logratio-normal-multinomial distribution is a count data model resulting from compounding a multinomial distribution for the counts with a multivariate logratio-normal distribution for the multinomial event probabilities. However, the logratio-normal-multinomial probability mass function does not admit a closed form expression and, consequently, numerical approximation is required for parameter estimation. In this work, different estimation approaches are introduced and evaluated. We concluded that estimation based on a quasi-Monte Carlo Expectation-Maximisation algorithm provides the best overall results. Building on this, the performances of the Dirichlet-multinomial and logratio-normal-multinomial models are compared through a number of examples using simulated and real count data.

  • Altres:

    Autor segons l'article: Palarea-Albaladejo, Javier; Mateu-Figueras, Glòria; Martín-Fernández, Josep Antoni; Comas-Cufí, Marc
    Paraules clau: count data
    Resum: The logratio-normal-multinomial distribution is a count data model resulting from compounding a multinomial distribution for the counts with a multivariate logratio-normal distribution for the multinomial event probabilities. However, the logratio-normal-multinomial probability mass function does not admit a closed form expression and, consequently, numerical approximation is required for parameter estimation. In this work, different estimation approaches are introduced and evaluated. We concluded that estimation based on a quasi-Monte Carlo Expectation-Maximisation algorithm provides the best overall results. Building on this, the performances of the Dirichlet-multinomial and logratio-normal-multinomial models are compared through a number of examples using simulated and real count data.
    Any de publicació de la revista: 2020
    Tipus de publicació: ##rt.metadata.pkp.peerReviewed##; info:eu-repo/semantics/publishedVersion; info:eu-repo/semantics/article