Finite mixtures of mean-parameterized Conway–Maxwell–Poisson models

Dongying Zhan, Derek S. Young

Research output: Contribution to journalArticlepeer-review

Abstract

For modeling count data, the Conway–Maxwell–Poisson (CMP) distribution is a popular generalization of the Poisson distribution due to its ability to characterize data over- or under-dispersion. While the classic parameterization of the CMP has been well-studied, its main drawback is that it is does not directly model the mean of the counts. This is mitigated by using a mean-parameterized version of the CMP distribution. In this work, we are concerned with the setting where count data may be comprised of subpopulations, each possibly having varying degrees of data dispersion. Thus, we propose a finite mixture of mean-parameterized CMP distributions. An EM algorithm is constructed to perform maximum likelihood estimation of the model, while bootstrapping is employed to obtain estimated standard errors. A simulation study is used to demonstrate the flexibility of the proposed mixture model relative to mixtures of Poissons and mixtures of negative binomials. An analysis of dog mortality data is presented.

Original languageEnglish
Pages (from-to)1469-1492
Number of pages24
JournalStatistical Papers
Volume65
Issue number3
DOIs
StatePublished - May 2024

Bibliographical note

Publisher Copyright:
© The Author(s), under exclusive licence to Springer-Verlag GmbH Germany, part of Springer Nature 2023.

Keywords

  • Bootstrapping
  • Count data
  • Data dispersion
  • EM algorithm
  • Negative binomial

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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