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

Modelling count data using the logratio-normal-multinomial distribution

  • Identification data

    Identifier: RP:4899
    Handle: https://hdl.handle.net/20.500.11797/RP4899
    Authors:
    Palarea-Albaladejo, JavierMateu-Figueras, GlòriaMartín-Fernández, Josep AntoniComas-Cufí, Marc
    Abstract:
    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.

  • Others:

    Author, as appears in the article.: Palarea-Albaladejo, Javier Mateu-Figueras, Glòria Martín-Fernández, Josep Antoni Comas-Cufí, Marc
    Keywords: count data
    Abstract: 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.
    Journal publication year: 2020
    Publication Type: ##rt.metadata.pkp.peerReviewed## info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/article