![](/images/graphics-bg.png)
A Note on the Adaptive LASSO for Zero-Inflated Poisson Regression
Joint Authors
Mallick, Himel
Banerjee, Prithish
Garai, Broti
Chowdhury, Shrabanti
Chatterjee, Saptarshi
Source
Journal of Probability and Statistics
Issue
Vol. 2018, Issue 2018 (31 Dec. 2018), pp.1-9, 9 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2018-12-30
Country of Publication
Egypt
No. of Pages
9
Main Subjects
Abstract EN
We consider the problem of modelling count data with excess zeros using Zero-Inflated Poisson (ZIP) regression.
Recently, various regularization methods have been developed for variable selection in ZIP models.
Among these, EM LASSO is a popular method for simultaneous variable selection and parameter estimation.
However, EM LASSO suffers from estimation inefficiency and selection inconsistency.
To remedy these problems, we propose a set of EM adaptive LASSO methods using a variety of data-adaptive weights.
We show theoretically that the new methods are able to identify the true model consistently, and the resulting estimators can be as efficient as oracle.
The methods are further evaluated through extensive synthetic experiments and applied to a German health care demand dataset.
American Psychological Association (APA)
Banerjee, Prithish& Garai, Broti& Mallick, Himel& Chowdhury, Shrabanti& Chatterjee, Saptarshi. 2018. A Note on the Adaptive LASSO for Zero-Inflated Poisson Regression. Journal of Probability and Statistics،Vol. 2018, no. 2018, pp.1-9.
https://search.emarefa.net/detail/BIM-1197673
Modern Language Association (MLA)
Banerjee, Prithish…[et al.]. A Note on the Adaptive LASSO for Zero-Inflated Poisson Regression. Journal of Probability and Statistics No. 2018 (2018), pp.1-9.
https://search.emarefa.net/detail/BIM-1197673
American Medical Association (AMA)
Banerjee, Prithish& Garai, Broti& Mallick, Himel& Chowdhury, Shrabanti& Chatterjee, Saptarshi. A Note on the Adaptive LASSO for Zero-Inflated Poisson Regression. Journal of Probability and Statistics. 2018. Vol. 2018, no. 2018, pp.1-9.
https://search.emarefa.net/detail/BIM-1197673
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1197673