Variable Selection for Panel Count Data via Non-Concave Penalized Estimating Function

2009 ◽  
Vol 36 (4) ◽  
pp. 620-635 ◽  
Author(s):  
XINGWEI TONG ◽  
XIN HE ◽  
LIUQUAN SUN ◽  
JIANGUO SUN
2017 ◽  
Vol 18 (1) ◽  
pp. 3-23 ◽  
Author(s):  
Eva Cantoni ◽  
Marie Auda

When count data exhibit excess zero, that is more zero counts than a simpler parametric distribution can model, the zero-inflated Poisson (ZIP) or zero-inflated negative binomial (ZINB) models are often used. Variable selection for these models is even more challenging than for other regression situations because the availability of p covariates implies 4 p possible models. We adapt to zero-inflated models an approach for variable selection that avoids the screening of all possible models. This approach is based on a stochastic search through the space of all possible models, which generates a chain of interesting models. As an additional novelty, we propose three ways of extracting information from this rich chain and we compare them in two simulation studies, where we also contrast our approach with regularization (penalized) techniques available in the literature. The analysis of a typical dataset that has motivated our research is also presented, before concluding with some recommendations.


2018 ◽  
Vol 167 ◽  
pp. 60-78 ◽  
Author(s):  
Weiwei Wang ◽  
Xianyi Wu ◽  
Xiaobing Zhao ◽  
Xian Zhou

2021 ◽  
pp. 263208432199622
Author(s):  
Tim Mathes ◽  
Oliver Kuss

Background Meta-analysis of systematically reviewed studies on interventions is the cornerstone of evidence based medicine. In the following, we will introduce the common-beta beta-binomial (BB) model for meta-analysis with binary outcomes and elucidate its equivalence to panel count data models. Methods We present a variation of the standard “common-rho” BB (BBST model) for meta-analysis, namely a “common-beta” BB model. This model has an interesting connection to fixed-effect negative binomial regression models (FE-NegBin) for panel count data. Using this equivalence, it is possible to estimate an extension of the FE-NegBin with an additional multiplicative overdispersion term (RE-NegBin), while preserving a closed form likelihood. An advantage due to the connection to econometric models is, that the models can be easily implemented because “standard” statistical software for panel count data can be used. We illustrate the methods with two real-world example datasets. Furthermore, we show the results of a small-scale simulation study that compares the new models to the BBST. The input parameters of the simulation were informed by actually performed meta-analysis. Results In both example data sets, the NegBin, in particular the RE-NegBin showed a smaller effect and had narrower 95%-confidence intervals. In our simulation study, median bias was negligible for all methods, but the upper quartile for median bias suggested that BBST is most affected by positive bias. Regarding coverage probability, BBST and the RE-NegBin model outperformed the FE-NegBin model. Conclusion For meta-analyses with binary outcomes, the considered common-beta BB models may be valuable extensions to the family of BB models.


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