The aim of this thesis is to provide a comprehensive overview of the main approaches to modeling data loaded with redundant zeros. There are three main subclasses of zero modified models (ZMM) described here - zero inflated models (the main focus lies on models of this subclass), zero truncated models and hurdle models. Models of each subclass are defined and then a construction of maximum likelihood estimates of regression coefficients is described. ZMM models are mostly based on Poisson or negative binomial type 2 distribution (NB2). In this work, author has extended the theory to ZIM models generally based on any discrete distributions of exponential type. There is described a construction of MLE of regression coefficients of theese models, too. Just few of present works are interested in ZIM models based on negative binomial type 1 distribution (NB1). This distribution is not of exponential type therefore a common method of MLE construction in ZIM models cannot be used here. In this work provides modification of this method using quasi-likelihood method. There are two simulation studies concluding the work. 1
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:352690 |
| Date | January 2016 |
| Creators | Matula, Dominik |
| Contributors | Kulich, Michal, Hlubinka, Daniel |
| Source Sets | Czech ETDs |
| Language | Czech |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
Page generated in 0.0023 seconds