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Asymptotic distribution of pseudo-likelihood ratio statistic for zero-inflated generalized linear models under complex sampling designs. (English) Zbl 1325.62055

Summary: Zero-inflated mixture (ZIM) regression for zero-inflated population in presence of many zero value responses has been developed by K. Paneru and H. Chen [Adv. Appl. Stat. 40, No. 1, 1–29 (2014; Zbl 1305.62130)]. The ZIM regression addresses the issue of estimation problem in generalized linear models under complex probability sampling designs via a two-component mixture model where the non-zero component follows a parametric distribution. As a technical supplement to [Paneru and Chen, loc. cit.], this paper presents theoretical details and complete proof of asymptotic distribution of maximum pseudo-likelihood ratio test statistic. The proposed maximum pseudo-likelihood procedure is applied to a real data set to give both point and interval estimates of expected response at different “future” covariate values. It turns out that confidence intervals under the new pseudo-likelihood procedure are shorter than those obtained from the popular maximum likelihood procedure. Nice concave curves of likelihood ratio statistics under both procedures also visualize that the pseudo-likelihood procedure gives shorter confidence intervals.

MSC:

62F12 Asymptotic properties of parametric estimators
62J12 Generalized linear models (logistic models)

Citations:

Zbl 1305.62130