零一膨胀二项混合回归模型的改进EM算法

EM Algorithm Amendment of Zero-and-one Inflated Binomial Mixture Regression Model

首先对存在过多0和1的观测数据提出了零一膨胀混合回归模型,由于EM算法一般会使得估计收敛到局部最优解上,所以提出了一种修正EM算法,对具有有限混合成分的零一膨胀二项回归模型(ZOIB)的参数进行估计。最后通过模拟研究说明该方法的有效性。

This paper proposes a zero-and-one inflated regression model with“heterogeneity”.Since standard EM algorithm will make the parameter estimates converge to local optimum,this paper introduces the MCEM algorithm to address this shortcoming,then the estimation of parameter is setted up for the zero-and-one inflated binomial mixture regression model.Finally,the corresponding simulation is given to illustrate the proposed method.