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A weighted partial likelihood approach for zero-truncated models
期刊文章

A weighted partial likelihood approach for zero-truncated models

Wen-Han Hwang, Dean HeinzeJakub Stoklosa
Biometrical Journal, 卷.61(4), 頁碼.1073-1087
07/2019
PMID: 31090104

摘要

capture–recapture elastic net partial likelihood Poisson distribution prediction Rao–Blackwell theorem Statistics and Probability Statistics Probability and Uncertainty
Zero-truncated data arises in various disciplines where counts are observed but the zero count category cannot be observed during sampling. Maximum likelihood estimation can be used to model these data; however, due to its nonstandard form it cannot be easily implemented using well-known software packages, and additional programming is often required. Motivated by the Rao–Blackwell theorem, we develop a weighted partial likelihood approach to estimate model parameters for zero-truncated binomial and Poisson data. The resulting estimating function is equivalent to a weighted score function for standard count data models, and allows for applying readily available software. We evaluate the efficiency for this new approach and show that it performs almost as well as maximum likelihood estimation. The weighted partial likelihood approach is then extended to regression modelling and variable selection. We examine the performance of the proposed methods through simulation and present two case studies using real data.

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