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- Timestamp:
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Feb 20, 2012, 7:46:39 PM (13 years ago)
- Author:
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Víctor de Buen Remiro
- Comment:
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v22
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v23
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138 | 138 | There is an example of use in [source:/tolp/OfficialTolArchiveNetwork/GrzLinModel/test/test_0004/test.tol test_0004/test.tol] |
139 | 139 | |
140 | | This a mixture of Bernouilli and Poisson that inflates the probability of zero occurrences in a certain value |
| 140 | This a mixture of Bernouilli and Poisson that inflates the probability of zero occurrences in a certain value[[BR]] |
141 | 141 | |
142 | | [[LatexEquation(\pi\in\left[0,1\right] )]] |
| 142 | [[LatexEquation(\lambda\in\left[0,1\right] )]] |
143 | 143 | |
144 | 144 | that will be called zero inflation and will be an extra parameter used to fit overdispersion. |
145 | 145 | |
146 | | When [[LatexEquation(\pi=0 )]] we have a Poisson and when [[LatexEquation(\pi=1 )]] it's a Bernouilli. |
| 146 | When [[LatexEquation(\lambda=0 )]] we have a Poisson and when [[LatexEquation(\lambda=1 )]] it's a Bernouilli. |
147 | 147 | |
148 | 148 | * the link function is the same than Poisson one[[BR]] [[BR]] |
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151 | 151 | [[LatexEquation( \mu = g^{-1}\left(\eta\right)=\exp\left(\eta\right) )]] [[BR]] [[BR]] |
152 | 152 | * 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]] |
154 | 154 | * 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]] |
158 | 158 | [[LatexEquation( \frac{\partial^{2}\ln f}{\partial\eta^{2}}=-e^{\eta} )]] [[BR]] [[BR]] |
159 | | |