Yang Yan, Simpson Douglas
Department of Mathematics and Statistics, Arizona State University, Wexler Hall, Tempe, AZ 85287, USA.
Comput Stat Data Anal. 2010 Jun 1;54(6):1525-1534. doi: 10.1016/j.csda.2009.12.012.
Bounded data with excess observations at the boundary are common in many areas of application. Various individual cases of inflated mixture models have been studied in the literature for bound-inflated data, yet the computational methods have been developed separately for each type of model. In this article we use a common framework for computing these models, and expand the range of models for both discrete and semi-continuous data with point inflation at the lower boundary. The quasi-Newton and EM algorithms are adapted and compared for estimation of model parameters. The numerical Hessian and generalized Louis method are investigated as means for computing standard errors after optimization. Correlated data are included in this framework via generalized estimating equations. The estimation of parameters and effectiveness of standard errors are demonstrated through simulation and in the analysis of data from an ultrasound bioeffect study. The unified approach enables reliable computation for a wide class of inflated mixture models and comparison of competing models.
在许多应用领域中,带有边界处过量观测值的有界数据很常见。文献中针对边界膨胀数据研究了各种个体的膨胀混合模型案例,但每种模型类型的计算方法都是分别开发的。在本文中,我们使用一个通用框架来计算这些模型,并扩展了下边界存在点膨胀的离散和半连续数据的模型范围。对拟牛顿算法和期望最大化(EM)算法进行了调整并比较,以估计模型参数。研究了数值海森矩阵和广义路易斯方法,作为优化后计算标准误差的手段。通过广义估计方程将相关数据纳入该框架。通过模拟以及对超声生物效应研究数据的分析,展示了参数估计和标准误差的有效性。这种统一方法能够对广泛的膨胀混合模型进行可靠计算,并对竞争模型进行比较。