Abstract

http://ssrn.com/abstract=1702845
 
 

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Predicting Censored Count Data with COM-Poisson Regression


Kimberly F. Sellers


Georgetown University - Department of Mathematics and Statistics

Galit Shmueli


Indian School of Business

October 29, 2010

Robert H. Smith School Research Paper No. RHS-06-129

Abstract:     
Censored count data are encountered in many applications, often due to a data collection mechanism that introduces censoring. A common example is questionnaires with question answers of the type 0,1,2,3. We consider the problem of predicting a censored output variable Y, given a set of complete predictors X. The common solution would be to use adaptations for Poisson or negative binomial regression models that account for the censoring. We study two alternatives that allow for both over- and under-dispersion: Conway-Maxwell-Poisson (COM-Poisson) regression, and generalized Poisson regression models, each with adaptations for censoring. We compare the predictive power of these models by applying them to a German panel dataset on fertility, where we introduce censoring of di erent levels into the outcome variable. We explore two additional variants: (1) using the mean versus the median of the predictive count distribution, and (2) ensembles of COM-Poisson models based on the parametric and non-parametric bootstrap.

Number of Pages in PDF File: 20

Keywords: over-dispersion, under-dispersion, predictive distribution, mean versus median predictions, ensembles

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Date posted: November 6, 2010 ; Last revised: July 25, 2011

Suggested Citation

Sellers, Kimberly F. and Shmueli, Galit, Predicting Censored Count Data with COM-Poisson Regression (October 29, 2010). Robert H. Smith School Research Paper No. RHS-06-129. Available at SSRN: http://ssrn.com/abstract=1702845 or http://dx.doi.org/10.2139/ssrn.1702845

Contact Information

Kimberly F. Sellers
Georgetown University - Department of Mathematics and Statistics ( email )
United States
202-687-8829 (Phone)
HOME PAGE: http://www9.georgetown.edu/faculty/kfs7
Galit Shmueli (Contact Author)
Indian School of Business ( email )
Hyderabad, Gachibowli 500 032
India
HOME PAGE: http://galitshmueli.com

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