Work

Penalised estimation of partially linear additive zero-inflated Bernoulli regression models

Year: 2023

Type: article

Abstract: We develop a practical and computationally efficient penalised estimation approach for partially linear additive models to zero-inflated binary outcome data. To facilitate estimation, B-splines are employed to approximate unknown nonparametric components. A two-stage iterative expectation-maximisation (EM) algorithm is proposed to calculate penalised spline estimates. The large-sample properties such as the uniform convergence and the optimal rate of convergence for functional estimators, and the asymptotic normality and efficiency for regression coefficient estimators are established. Further, two variance-covariance estimation approaches are proposed to provide reliable Wald-type inference for regression coefficients. We conducted an extensive Monte Carlo study to evaluate the numerical properties of the proposed penalised methodology and compare it to the competing spline method [Li and Lu. ‘Semiparametric Zero-Inflated Bernoulli Regression with Applications’, Journal of Applied Statistics, 49, 2845–2869]. The methodology is further illustrated by an egocentric network study.

Source: Journal of nonparametric statistics

DOI: 10.1080/10485252.2023.2275056

Authors: Minggen Lu, Chin-Shang Li, Karla D. Wagner

Institutions: University of Nevada, Reno, University at Buffalo, State University of New York

Language: English

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funders: National Institutes of Health, National Institute on Drug Abuse

Award: G9000279710