The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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Bayesian Analysis for the Zero-inflated Regression Models

영과잉 회귀모형에 대한 베이지안 분석

  • Jang, Hak-Jin (Division of Applied Mathematics, Hanyang University) ;
  • Kang, Yun-Hee (Division of Applied Mathematics, Hanyang University) ;
  • Lee, S. (Division of Transportation Engineering, The University of SEOUL) ;
  • Kim, Seong-W. (Division of Applied Mathematics, Hanyang University)
  • 장학진 (한양대학교 응용수학과) ;
  • 강윤회 (한양대학교 응용수학과) ;
  • 이수범 (서울시립대학교 교통공학과) ;
  • 김성욱 (한양대학교 응용수학과)
  • Published : 2008.08.31
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Abstract

We often encounter the situation that discrete count data have a large portion of zeros. In this case, it is not appropriate to analyze the data based on standard regression models such as the poisson or negative binomial regression models. In this article, we consider Bayesian analysis for two commonly used models. They are zero-inflated poisson and negative binomial regression models. We use the Bayes factor as a model selection tool and computation is proceeded via Markov chain Monte Carlo methods. Crash count data are analyzed to support theoretical results.

셀 수 있는 이산 자료 중에서 일반적인 모형에 비하여 영의 빈도가 과도하게 많이 관측되는 자료가 있다. 이러한 경우에 포아송 또는 음이항회귀모형과 같은 일반적인 회귀모형에 의한 분석은 적절하지 못하다. 본 논문에서는 영과잉 포아송회귀모형과 영과잉 음이항회귀모형에 대하여 베이지안 분석을 하였다. 또한, 마코브 연쇄 몬테카롤로 방법으로 계산한 베이즈 요인을 이용하여 모형선택을 하였다. 실제 교통사고 자료를 분석하여 이론적인 결과들을 뒷받침하였다.

Keywords

References

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  2. Bayesian Inference for the Zero In ated Negative Binomial Regression Model vol.24, pp.5, 2011, https://doi.org/10.5351/KJAS.2011.24.5.951