A Note on the Adaptive LASSO for Zero-Inflated Poisson Regression

TitleA Note on the Adaptive LASSO for Zero-Inflated Poisson Regression
Publication TypeJournal Article
Year of Publication2018
AuthorsBanerjee P, Garai B, Mallick H, Chowdhury S, Chatterjee S
JournalJournal of Probability and Statistics
Date Published12/2018
Abstract

We consider the problem of modelling count data with excess zeros using Zero-Inflated Poisson (ZIP) regression. Recently, various regularization methods have been developed for variable selection in ZIP models. Among these, EM LASSO is a popular method for simultaneous variable selection and parameter estimation. However, EM LASSO suffers from estimation inefficiency and selection inconsistency. To remedy these problems, we propose a set of EM adaptive LASSO methods using a variety of data-adaptive weights. We show theoretically that the new methods are able to identify the true model consistently, and the resulting estimators can be as efficient as oracle. The methods are further evaluated through extensive synthetic experiments and applied to a German health care demand dataset.

URLhttps://www.hindawi.com/journals/jps/2018/2834183/
DOI10.1155/2018/2834183