文章基本信息

标题：Modelling count data using the logratio-normal-multinomial distribution
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作者：Marc Comas-Cufí ; Josep Antoni Martín-Fernández ; Glòria Mateu-Figueras 等
期刊名称：SORT-Statistics and Operations Research Transactions
印刷版ISSN：2013-8830
出版年度：2020
页码：99-126
DOI：10.2436/20.8080.02.96
出版社：SORT- Statistics and Operations Research Transactions
摘要：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 Dirichletmultinomial and logratio-normal-multinomial models are compared through a number of examples using simulated and real count data.
关键词：count data;compound probability distribution;Dirichlet multinomial;logratio coordinates;Monte Carlo method;simplex