scholarly journals Parameter estimation and hypothesis testing of geographically and temporally weighted bivariate generalized Poisson regression

2021 ◽  
Vol 880 (1) ◽  
pp. 012043
Author(s):  
Setyorini Indah Purwanti ◽  
Sutikno ◽  
Purhadi
Keyword(s):  
Parameter Estimation ◽  
Maximum Likelihood ◽  
Poisson Regression ◽  
Temporal Heterogeneity ◽  
Test Statistic ◽  
Response Variable ◽  
Generalized Poisson ◽  
Numerical Iteration ◽  
Spatial And Temporal Heterogeneity ◽  
Generalized Poisson Regression

Abstract Poisson regression is used to model the data with the response variable in the form of count data. This modeling must meet the equidispersion assumption. That is, the average value is the same as the variance. However, this assumption is often violated. Violation of the equidispersion assumption in Poisson regression modeling will result in invalid conclusions. These violations are an overdispersion and an underdispersion of the response variable. Generalized Poisson Regression (GPR) is an alternative if there is a violation of the equidispersion assumption. If there are two correlated response variables, modeling will use the Bivariate Generalized Poisson Regression (BGPR). However, in the panel data with the observation unit in the form of an area, BGPR is not quite right because there is spatial and temporal heterogeneity in the data. Geographically and Temporally Weighted Bivariate Generalized Poisson Regression (GTWBGPR) is a method for modeling spatial and temporal heterogeneity data. GTWBGPR is a development of GWBGPR. In GTWBGPR, besides accommodating spatial effects, it also accommodates temporal effects. This research will discuss the parameter estimation and test statistics for the GTWBGPR model. Parameter estimation uses Maximum Likelihood Estimation (MLE), but the result is not closed-form, so it is solved by numerical iteration. The numerical iteration used is Newton-Raphson. The test statistic for simultaneous testing uses the Maximum Likelihood Ratio Test (MLRT). With large samples, then this test statistic has a chi-square distribution approximation. So the test statistic for the partial test uses the Z test statistic.

scholarly journals Model Generalized Poisson Regression (GPR) dan Penerapannya pada Angka Pengangguran bagi Penduduk Usia Kerja di Provinsi Sulawesi Selatan

2021 ◽  
Vol 3 (2) ◽  
pp. 109
Author(s):  
Hisyam Ihsan ◽  
Wahidah Sanusi ◽  
Risna Ulfadwiyanti
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Unemployment Rate ◽  
Poisson Regression ◽  
Likelihood Estimation ◽  
Generalized Poisson ◽  
South Sulawesi ◽  
Working Age ◽  
Working Age Population ◽  
Generalized Poisson Regression

Abstrak. Penelitian ini membahas tentang pembentukan model Generalized Poisson Regression (GPR) dan penerapannya pada angka pengangguran bagi penduduk usia kerja di Provinsi Sulawesi Selatan. Jenis penelitian ini adalah penelitian terapan yang menggunakan model regresi nonlinear, yaitu model regresi Poisson dan model GPR. Variabel respon yang digunakan adalah jumlah angka pengangguran pada usia kerja yang termasuk angkatan kerja di Provinsi Sulawesi Selatan pada tahun 2017. Adapun variabel-variabel prediktor yang digunakan yaitu persentase angkatan kerja terhadap penduduk usia kerja, Indeks Pembangunan Manusia, persentase bekerja terhadap angkatan kerja, kepadatan penduduk, dan pertumbuhan ekonomi. Penelitian menggunakan metode Maximum Likelihood Estimation (MLE) untuk mengestimasikan parameter dan menghasilkan sebuah model GPR. Variabel prediktor yang memberikan pengaruh secara signifikan adalah Indeks Pembangunan Manusia dan  persentase bekerja terhadap angkatan kerja.Kata kunci: Angka Pengangguran, Regresi Poisson, Overdispersi, Generalized Poisson Regression, Maximum Likelihood Estimation  Abstract. This study discusses the formation of the Generalized Poisson Regression (GPR) model and its application to the unemployment rate for the working age population in South Sulawesi Province. This type of research is applied research that uses the Poisson regression model, namely Poisson regression and GPR models. The response variabel used is the total unemployment rate at working age which includes the workforce in South Sulawesi Province in 2017. The predictor variables used are the percentage of the workforce on the working age population, the Human Development Index, the percentage of work on the labor force, population density, and economic growth. This research uses the Maximum Likelihood Estimation (MLE) method to estimate parameters and produce a GPR model. The predictor variables which have a significant influence are the Human Development Index and the percentage of work on the labor force.Keywords: Unemployment Rate, Poisson Regression, Overdispersion, Generalized Poisson Regression, Maximum Likelihood Estimation

scholarly journals Parameter Estimation and Hypothesis Testing of Geographically Weighted Multivariate Generalized Poisson Regression

Mathematics ◽  
2020 ◽  
Vol 8 (9) ◽  
pp. 1523
Author(s):  
Sarni Maniar Berliana ◽  
Purhadi ◽  
Sutikno ◽  
Santi Puteri Rahayu
Keyword(s):  
Maximum Likelihood ◽  
Poisson Regression ◽  
Multivariate Regression ◽  
Ratio Test ◽  
Multivariate Regression Model ◽  
Generalized Poisson ◽  
Regression Parameters ◽  
Step Procedure ◽  
Generalized Poisson Regression ◽  
Maximum Likelihood Ratio Test

We introduce a new multivariate regression model based on the generalized Poisson distribution, which we called geographically-weighted multivariate generalized Poisson regression (GWMGPR) model, and we present a maximum likelihood step-by-step procedure to obtain parameters for it. We use the maximum likelihood ratio test to examine the significance of the regression parameters and to define their critical region.

scholarly journals PERBANDINGAN REGRESI BINOMIAL NEGATIF DAN REGRESI GENERALISASI POISSON DALAM MENGATASI OVERDISPERSI (Studi Kasus: Jumlah Tenaga Kerja Usaha Pencetak Genteng di Br. Dukuh, Desa Pejaten)

2014 ◽  
Vol 3 (3) ◽  
pp. 107 ◽  
Author(s):  
NI MADE RARA KESWARI ◽  
I WAYAN SUMARJAYA ◽  
NI LUH PUTU SUCIPTAWATI
Keyword(s):  
Nonlinear Regression ◽  
Poisson Regression ◽  
Negative Binomial ◽  
Negative Binomial Regression ◽  
Response Variable ◽  
Generalized Poisson ◽  
Binomial Regression ◽  
Count Response ◽  
The Mean ◽  
Generalized Poisson Regression

Poisson regression is a nonlinear regression that is often used to model count response variable and categorical, interval, or count regressor. This regression assumes equidispersion, i.e., the variance equals the mean. However, in practice, this assumption is often violated. One of this violation is overdispersion in which the variance is greater than the mean. There are several  methods to overcome overdispersion. Two of these methods are negative binomial regression and generalized Poisson regression. In this research, binomial negative regression and generalized Poisson regression statistically equally good in handling overdispersion.

scholarly journals PENERAPAN REGRESI GENERALIZED POISSON UNTUK MENGATASI FENOMENA OVERDISPERSI PADA KASUS REGRESI POISSON

2013 ◽  
Vol 2 (2) ◽  
pp. 49
Author(s):  
I PUTU YUDANTA EKA PUTRA ◽  
I PUTU EKA NILA KENCANA ◽  
I GUSTI AYU MADE SRINADI
Keyword(s):  
Poisson Regression ◽  
Discrete Data ◽  
Mean Value ◽  
Regression Method ◽  
Response Variable ◽  
Generalized Poisson ◽  
The Mean ◽  
Generalized Poisson Regression ◽  
Better Than

The Poisson regression is generally used to analyze the response variable that is a discrete data. Poisson regression has assumption which must be met, that is condition equidispersion. But in fact this assumption is often violated, that is the value of the variance is greater or less than the mean value. The condition when value of the variance is greater than the mean value is called overdispersion. One method that can be used for overdispersion data is Generalized Poisson regression. In this research, it was found that the Generalized Poisson regression method was better than Poisson regression method.

scholarly journals Comparing of Car-Bym, Generalized Poisson dan Negative Binomial on Tuberculosis Data in Banyumas Districs

2021 ◽  
Vol 5 (1) ◽  
pp. 130-140
Author(s):  
Jajang Jajang ◽  
Budi Pratikno ◽  
Mashuri Mashuri
Keyword(s):  
Parameter Estimation ◽  
Maximum Likelihood ◽  
Count Data ◽  
Degrees Of Freedom ◽  
Negative Binomial ◽  
Likelihood Estimation ◽  
Poisson Model ◽  
Generalized Poisson ◽  
Central Java ◽  
Area Data

In 2019 the number of people with TB (Tuberculosis) in Banyumas, Central Java, is high (1,910 people have been detected with TB). The number of people infected Tuberculosis (TB) in Banyumas is the count data and it is also the area data. In modeling, the parameter estimation and characteristic of the data need to be considered. Here, we studied comparing Generalized Poisson (GP), negative binomial (NB), and Poisson and CAR.BYM model for TB cases in Banyumas. Here, we use two methods for parameter estimation, maximum likelihood estimation (MLE) and Bayes. The MLE is used for GP and NB models, whereas Bayes is used for Poisson and CAR-BYM. The results showed that Poisson model detected overdispersion where deviance value is 67.38 for 22 degrees of freedom. Therefore, ratio of deviance to degrees of freedom is 3.06 (>1). This indicates that there was overdispersion. The folowing GP, NB, Poisson-Bayes and CAR-BYM are used to modeling TB data in Banyumas and we compare their RMSE. With refer to RMES criteria, we found that CAR-BYM is the best model for modeling TB in Banyumas because its RMSE is smallest.

scholarly journals Parameter Estimation and Hypothesis Testing of Multivariate Poisson Inverse Gaussian Regression

Symmetry ◽  
2020 ◽  
Vol 12 (10) ◽  
pp. 1738
Author(s):  
Selvi Mardalena ◽  
Purhadi Purhadi ◽  
Jerry Dwi Trijoyo Purnomo ◽  
Dedy Dwi Prastyo
Keyword(s):  
Parameter Estimation ◽  
Maximum Likelihood ◽  
Hypothesis Testing ◽  
Poisson Regression ◽  
Ratio Test ◽  
Inverse Gaussian ◽  
Count Response ◽  
The Mean ◽  
Gaussian Regression ◽  
Response Variables

Multivariate Poisson regression is used in order to model two or more count response variables. The Poisson regression has a strict assumption, that is the mean and the variance of response variables are equal (equidispersion). Practically, the variance can be larger than the mean (overdispersion). Thus, a suitable method for modelling these kind of data needs to be developed. One alternative model to overcome the overdispersion issue in the multi-count response variables is the Multivariate Poisson Inverse Gaussian Regression (MPIGR) model, which is extended with an exposure variable. Additionally, a modification of Bessel function that contain factorial functions is proposed in this work to make it computable. The objective of this study is to develop the parameter estimation and hypothesis testing of the MPIGR model. The parameter estimation uses the Maximum Likelihood Estimation (MLE) method, followed by the Newton–Raphson iteration. The hypothesis testing is constructed using the Maximum Likelihood Ratio Test (MLRT) method. The MPIGR model that has been developed is then applied to regress three response variables, i.e., the number of infant mortality, the number of under-five children mortality, and the number of maternal mortality on eight predictors. The unit observation is the cities and municipalities in Java Island, Indonesia. The empirical results show that three response variables that are previously mentioned are significantly affected by all predictors.

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