Ridge-penalized Zero-Inflated Probit Bell model for multicollinearity in count data

用于计数数据多重共线性问题的岭回归零膨胀Probit Bell模型

阅读:2

Abstract

This article develops a ridge estimator for the Zero-Inflated Probit Bell (ZIPBell) regression model. The ZIPBell model adapts the Zero-Inflated Bell (ZIBell) model originally proposed by Lemonte et al. (2019) by employing a probit link function for the zero-inflation component. Our contribution lies in incorporating ridge penalization into this framework, providing a methodology that stabilizes parameter estimates by reducing variance and mitigating multicollinearity effects without excluding correlated predictors. A numerical study and an empirical application illustrate the robustness of this approach across varying levels of multicollinearity and data sparsity, offering a reliable tool for analyzing complex count data with structural zeros and correlated predictors.

特别声明

1、本页面内容包含部分的内容是基于公开信息的合理引用;引用内容仅为补充信息,不代表本站立场。

2、若认为本页面引用内容涉及侵权,请及时与本站联系,我们将第一时间处理。

3、其他媒体/个人如需使用本页面原创内容,需注明“来源:[生知库]”并获得授权;使用引用内容的,需自行联系原作者获得许可。

4、投稿及合作请联系:info@biocloudy.com。