scholarly journals Parameter estimation and hypothesis testing of geographically and temporally weighted bivariate Poisson inverse Gaussian regression model

2021 ◽  
Vol 880 (1) ◽  
pp. 012045
Author(s):  
Meylita Sari ◽  
Sutikno ◽  
Purhadi
Keyword(s):  
Parameter Estimation ◽  
Maximum Likelihood ◽  
Hypothesis Testing ◽  
Count Data ◽  
Poisson Regression ◽  
Statistical Test ◽  
Ratio Test ◽  
Inverse Gaussian ◽  
Test Statistics ◽  
Gaussian Regression

Abstract One of the appropriate methods used to model count data response and its corresponding predictors is Poisson regression. Poisson regression strictly assumes that the mean and variance of response variables should be equal (equidispersion). Nonetheless, some cases of the count data unsatisfied this assumption because variance can be larger than mean (over-dispersion). If overdispersion is violated, causing the underestimate standard error. Furthermore, this will lead to incorrect conclusions in the statistical test. Thus, a suitable method for modelling this kind of data needs to develop. One alternative model to outcome the overdispersion issue in bivariate response variable is the Bivariate Poisson Inverse Gaussian Regression (BPIGR) model. The BPIGR model can produce a global model for all locations. On the other hand, each location and time have different geographic conditions, social, cultural, and economical so that Geographically and Temporally Bivariate Poisson Inverse Gaussian Regression (GTWBPIGR)) is needed. The weighting function spatial-temporal in GTWBPIGR generates a different local model for each period. GTWBPIGR model solves the overdispersion case and generates global models for each period and location. The parameter estimation of the GTWBPIGR model uses the Maximum Likelihood Estimation (MLE) method, followed by Newton Raphson iteration. Meanwhile, the test statistics on the hypothesis testing is simultaneously testing of the GTWBPIGR model is obtained with the Maximum Likelihood Ratio Test (MLRT) approach, using n large samples of the statistical test is chi-square distribution. Moreover, the test statistics for partially testing used the Z-test statistic.

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.

scholarly journals Multivariate Gamma Regression: Parameter Estimation, Hypothesis Testing, and Its Application

Symmetry ◽  
2020 ◽  
Vol 12 (5) ◽  
pp. 813
Author(s):  
Anita Rahayu ◽  
Purhadi ◽  
Sutikno ◽  
Dedy Dwi Prastyo
Keyword(s):  
Parameter Estimation ◽  
Maximum Likelihood ◽  
Hypothesis Testing ◽  
Likelihood Estimation ◽  
Estimation Procedure ◽  
Wald Test ◽  
Positive Outcome ◽  
Three Dimensions ◽  
Predictor Variables ◽  
Ratio Test

Gamma distribution is a general type of statistical distribution that can be applied in various fields, mainly when the distribution of data is not symmetrical. When predictor variables also affect positive outcome, then gamma regression plays a role. In many cases, the predictor variables give effect to several responses simultaneously. In this article, we develop a multivariate gamma regression (MGR), which is one type of non-linear regression with response variables that follow a multivariate gamma (MG) distribution. This work also provides the parameter estimation procedure, test statistics, and hypothesis testing for the significance of the parameter, partially and simultaneously. The parameter estimators are obtained using the maximum likelihood estimation (MLE) that is optimized by numerical iteration using the Berndt–Hall–Hall–Hausman (BHHH) algorithm. The simultaneous test for the model’s significance is derived using the maximum likelihood ratio test (MLRT), whereas the partial test uses the Wald test. The proposed MGR model is applied to model the three dimensions of the human development index (HDI) with five predictor variables. The unit of observation is regency/municipality in Java, Indonesia, in 2018. The empirical results show that modeling using multiple predictors makes more sense compared to the model when it only employs a single predictor.

scholarly journals REGRESI POISSON BIVARIAT DENGAN KOVARIAN MERUPAKAN FUNGSI DARI VARIABEL BEBAS

2018 ◽  
Vol 2 (1) ◽  
pp. 23-34
Author(s):  
Untung Kurniawan
Keyword(s):  
Parameter Estimation ◽  
Maximum Likelihood ◽  
Infant Mortality ◽  
Maternal Mortality ◽  
Regression Model ◽  
Pregnant Women ◽  
Significant Influence ◽  
Count Data ◽  
Poisson Regression ◽  
Test Method

Poisson regression is a regression model which often used to analyze the count data. In this study, poisson regression has been used bivariate poisson regression where the regression is a method which is used to model a pair of correlated count data with multiple predictor variables. The model is used covariance which has a function of the independent variable. The purposes of this study is obtain parameter estimates, test statistics of bivariate poisson regression, and determine the factors that influence of infant mortality and maternal mortality. The data is used from the infant mortality and maternal mortality in Central Java 2015. Based on the result, the parameter estimation of poisson bivariate regression model using maximum likelihood (MLE) method. The results obtained from the parameter estimation are not close form so it needs to be done by Newton-Raphson iteration method. In testing the hypothesis using the Maximum Likelihood Ratio Test method (MLRT) by comparing the value between likelihood below H0 and likelihood below population. Partial of parameters model λ1 (infant mortality) there are six independent variables that have significant influence, namely, delivery by health personnel (X1), pregnant women carry out the program K4 (X3), pregnant women who get Fe3 tablet (X4), handling obstetric complication (X5), exclusively breastfed infants (X7), and households living a clean and healthy life (X8). While for model λ2 (maternal death) only variable handling of neonatal complication (X6) which have no significant influence to response variable.

scholarly journals Geographically Weighted Multivariate Logistic Regression Model and Its Application

2020 ◽  
Vol 2020 ◽  
pp. 1-10
Author(s):  
M. Fathurahman ◽  
Purhadi ◽  
Sutikno ◽  
Vita Ratnasari
Keyword(s):  
Logistic Regression ◽  
Parameter Estimation ◽  
Maximum Likelihood ◽  
Hypothesis Testing ◽  
Multinomial Distribution ◽  
Multivariate Logistic Regression Model ◽  
Ratio Test ◽  
Multivariate Logistic Regression ◽  
Testing Procedures ◽  
Mlr Model

This study investigates the geographically weighted multivariate logistic regression (GWMLR) model, parameter estimation, and hypothesis testing procedures. The GWMLR model is an extension to the multivariate logistic regression (MLR) model, which has dependent variables that follow a multinomial distribution along with parameters associated with the spatial weighting at each location in the study area. The parameter estimation was done using the maximum likelihood estimation and Newton-Raphson methods, and the maximum likelihood ratio test was used for hypothesis testing of the parameters. The performance of the GWMLR model was evaluated using a real dataset and it was found to perform better than the MLR model.

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.

Zero-Inflated Poisson Model with Group Data

2012 ◽  
Vol 569 ◽  
pp. 627-631
Author(s):  
Jun Yang ◽  
Xin Zhang
Keyword(s):  
Parameter Estimation ◽  
Maximum Likelihood ◽  
Model Selection ◽  
Count Data ◽  
Maximum Likelihood Estimate ◽  
Poisson Model ◽  
Cigarette Consumption ◽  
Chi Square ◽  
Group Data ◽  
Chi Square Test

The Zero-inflated Poisson model has been widely used in many fields for count data with excessive zeroes. In fact, group data are often collected for many count data, such as cigarette consumption. In order to solve the problem, Zero-inflated Poisson model with group data is investigated in this paper. Parameter estimation is given by the maximum likelihood estimate, model selection is discussed by the Chi-square test, and one real example is given for application in the end.

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