TY - GEN
T1 - Parameter Estimation and Statistical Test on Zero Inflated Poisson Inverse Gaussian Regression Model
AU - Ermawati,
AU - Purhadi,
AU - Rahayu, Santi Puteri
N1 - Publisher Copyright:
© 2022 American Institute of Physics Inc.. All rights reserved.
PY - 2022/1/25
Y1 - 2022/1/25
N2 - The over dispersion case is one of the assumptions that violated in the data count model using Poisson regression, which was caused by the presence of many zero values (more than 30%) on the response variable. Zero-Inflated Poisson Inverse Gaussian Regression (ZIPIGR) is a method that can use to model this case. In this research, the parameter estimation of the ZIPIGR model used the Maximum Likelihood Estimation (MLE) method. But from the derivatives process, it was found that the first derivatives of log likelihood from the ZIPIGR model are not close form. Therefore Berndt-Hall-Hall-Hallman (BHHH) iteration is used to facilitate MLE for obtained parameter estimation. Statistical test of the ZIPIGR model obtained using the Maximum Estimated Ratio Test (MLRT).
AB - The over dispersion case is one of the assumptions that violated in the data count model using Poisson regression, which was caused by the presence of many zero values (more than 30%) on the response variable. Zero-Inflated Poisson Inverse Gaussian Regression (ZIPIGR) is a method that can use to model this case. In this research, the parameter estimation of the ZIPIGR model used the Maximum Likelihood Estimation (MLE) method. But from the derivatives process, it was found that the first derivatives of log likelihood from the ZIPIGR model are not close form. Therefore Berndt-Hall-Hall-Hallman (BHHH) iteration is used to facilitate MLE for obtained parameter estimation. Statistical test of the ZIPIGR model obtained using the Maximum Estimated Ratio Test (MLRT).
UR - http://www.scopus.com/inward/record.url?scp=85147299168&partnerID=8YFLogxK
U2 - 10.1063/5.0104166
DO - 10.1063/5.0104166
M3 - Conference contribution
AN - SCOPUS:85147299168
T3 - AIP Conference Proceedings
BT - 8th International Conference and Workshop on Basic and Applied Science, ICOWOBAS 2021
A2 - Wibowo, Anjar Tri
A2 - Mardianto, M. Fariz Fadillah
A2 - Rulaningtyas, Riries
A2 - Sakti, Satya Candra Wibawa
A2 - Imron, Muhammad Fauzul
A2 - Ramadhan, Rico
PB - American Institute of Physics Inc.
T2 - 8th International Conference and Workshop on Basic and Applied Science, ICOWOBAS 2021
Y2 - 25 August 2021 through 26 August 2021
ER -