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Changes between Version 22 and Version 23 of OfficialTolArchiveNetworkGrzLinModel


Ignore:
Timestamp:
Feb 20, 2012, 7:46:39 PM (13 years ago)
Author:
Víctor de Buen Remiro
Comment:

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  • OfficialTolArchiveNetworkGrzLinModel

    v22 v23  
    138138There is an example of use in [source:/tolp/OfficialTolArchiveNetwork/GrzLinModel/test/test_0004/test.tol test_0004/test.tol]
    139139
    140 This a mixture of Bernouilli and Poisson that inflates the probability of zero occurrences in a certain value
     140This a mixture of Bernouilli and Poisson that inflates the probability of zero occurrences in a certain value[[BR]]
    141141 
    142 [[LatexEquation(\pi\in\left[0,1\right] )]]
     142[[LatexEquation(\lambda\in\left[0,1\right] )]]
    143143
    144144that will be called zero inflation and will be an extra parameter used to fit overdispersion.
    145145
    146 When [[LatexEquation(\pi=0 )]] we have a Poisson and when [[LatexEquation(\pi=1 )]] it's a Bernouilli.
     146When [[LatexEquation(\lambda=0 )]] we have a Poisson and when [[LatexEquation(\lambda=1 )]] it's a Bernouilli.
    147147
    148148 * the link function is the same than Poisson one[[BR]] [[BR]]
     
    151151   [[LatexEquation( \mu = g^{-1}\left(\eta\right)=\exp\left(\eta\right) )]] [[BR]]  [[BR]]
    152152 * the probability mass function [[BR]] [[BR]]
    153    [[LatexEquation( f\left(y;\mu,\pi\right)=\begin{cases}\pi+\left(1-\pi\right)e^{-\mu} & \forall y=0\\\left(1-\pi\right)\frac{1}{y!}e^{-\mu}\mu^{y} & \forall y>0\end{cases} )]] [[BR]] [[BR]]
     153   [[LatexEquation( f\left(y;\mu,\lambda\right)=\begin{cases}\lambda+\left(1-\lambda\right)e^{-\mu} & \forall y=0\\\left(1-\lambda\right)\frac{1}{y!}e^{-\mu}\mu^{y} & \forall y>0\end{cases} )]] [[BR]] [[BR]]
    154154 * and its logarithm will be [[BR]] [[BR]]
    155    [[LatexEquation( \ln f\left(y;\mu,\pi\right)=\begin{cases}\ln\left(\pi+\left(1-\pi\right)e^{-\mu}\right) & \forall y=0\\\ln\left(1-\pi\right)-\ln\left(\Gamma\left(y+1\right)\right)+y\ln\mu-\mu & \forall y>0\end{cases} )]] [[BR]] [[BR]]
    156  * the partial derivatives of log-density function respect to the linear prediction are equals than in a pure Poisson [[BR]] [[BR]]
    157    [[LatexEquation( \frac{\partial\ln f}{\partial\eta}=y-e^{\eta} )]] [[BR]] [[BR]]
     155   [[LatexEquation( \ln f\left(y;\mu,\lambda\right)=\begin{cases}\ln\left(\lambda+\left(1-\lambda\right)e^{-\mu}\right) & \forall y=0\\\ln\left(1-\lambda\right)-\ln\left(\Gamma\left(y+1\right)\right)+y\ln\mu-\mu & \forall y>0\end{cases} )]] [[BR]] [[BR]]
     156 * the partial derivatives of log-density function respect to the linear prediction are [[BR]] [[BR]]
     157   [[LatexEquation( \frac{\partial\ln f}{\partial\eta}=\frac{\partial\ln f}{\partial\mu}\frac{\partial\mu}{\partial\eta}=\begin{cases}\frac{1-\lambda}{\lambda+\left(1-\lambda\right)e^{-\mu}}\mu & \forall y=0\\ \left(\frac{y}{\mu}-1\right)\mu & \forall y>0\end{cases}=\begin{cases} \frac{\left(1-\lambda\right)e^{\eta}}{\lambda+\left(1-\lambda\right)e^{-e^{\eta}}} & \forall y=0\\ y-e^{\eta} & \forall y>0\end{cases} )]] [[BR]] [[BR]]
    158158   [[LatexEquation( \frac{\partial^{2}\ln f}{\partial\eta^{2}}=-e^{\eta} )]] [[BR]] [[BR]]
    159