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Modelling count data using the logratio-normal-multinomial distribution

Bibliographic Details
Title: Modelling count data using the logratio-normal-multinomial distribution
Authors: Comas Cufí, Marc, Martín-Fernández, Josep Antoni, Mateu-Figueras, Glòria, Palarea-Albaladejo, Javier
Source: SORT-Statistics and Operations Research Transactions; Vol. 44, Núm. 1 (2020): ; 99-126
SORT-Statistics and Operations Research Transactions; Vol 44, No 1 (2020): January-June; 99-126
oai:raco.cat:article/371184
Repositori Institucional de la Universitat Rovira i Virgili
Universitat Rovira i virgili (URV)
UPCommons. Portal del coneixement obert de la UPC
Universitat Politècnica de Catalunya (UPC)
Dipòsit Digital de Documents de la UAB
Universitat Autònoma de Barcelona
Publisher Information: Universitat Rovira i Virgili, 2020.
Publication Year: 2020
Subject Terms: Estadística matemàtica, Simplex, Estadística matemàtica--Aplicacions, Compound probability distribution, 62 Statistics::62P Applications [Classificació AMS], Classificació AMS::62 Statistics::62F Parametric inference, Monte carlo method, Dirichlet multinomial, count data, Classificació AMS::62 Statistics::62P Applications, compound probability distribution, Monte Carlo method, logratio coordinates, Àrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica, Logratio coordinates, Matemàtiques i estadística::Estadística matemàtica [Àrees temàtiques de la UPC], 62 Statistics::62F Parametric inference [Classificació AMS], simplex, Count data
Description: The logratio-normal-multinomial distribution is a count data model resulting from compounding a multinomial distribution for the counts with a multivariate logratio-normal distribution for the multinomial event probabilities. However, the logratio-normal-multinomial probability mass function does not admit a closed form expression and, consequently, numerical approximation is required for parameter estimation. In this work, different estimation approaches are introduced and evaluated. We concluded that estimation based on a quasi-Monte Carlo Expectation-Maximisation algorithm provides the best overall results. Building on this, the performances of the Dirichlet-multinomial and logratio-normal-multinomial models are compared through a number of examples using simulated and real count data.
Document Type: Article
File Description: application/pdf
DOI: 10.2436/20.8080.02.96
Access URL: http://hdl.handle.net/20.500.11797/RP4899
https://ddd.uab.cat/record/225688
https://dialnet.unirioja.es/servlet/articulo?codigo=7537020
https://ddd.uab.cat/pub/sort/sort_a2020v44n1/sort_a2020v44n1p99.pdf
https://ddd.uab.cat/record/225688?ln=ca
https://hdl.handle.net/2117/362096
https://doi.org/10.2436/20.8080.02.96
Rights: CC BY NC ND
Accession Number: edsair.dedup.wf.002..6101988af52b6d38c7dad1ae4842a974
Database: OpenAIRE
Description
DOI:10.2436/20.8080.02.96