Testing for an excessive number of zeros in time series of bounded counts
- 124 Downloads
For the modeling of bounded counts, the binomial distribution is a common choice. In applications, however, one often observes an excessive number of zeros and extra-binomial variation, which cannot be explained by a binomial distribution. We propose statistics to evaluate the number of zeros and the dispersion with respect to a binomial model, which is based on the sample binomial index of dispersion and the sample binomial zero index. We apply this index to autocorrelated counts generated by a binomial autoregressive process of order one, which also includes the special case of independent and identically (i. i. d.) bounded counts. The limiting null distributions of the proposed test statistics are derived. A Monte-Carlo study evaluates their size and power under various alternatives. Finally, we present two real-data applications as well as the derivation of effective sample sizes to illustrate the proposed methodology.
KeywordsBinomial AR(1) model Binomial index of dispersion Binomial zero index Extra-binomial dispersion Extra-binomial zeros Adjusted sample size
Mathematics Subject Classification62M10 62F03
The authors thank the editor and the referees for carefully reading the article and for their comments, which greatly improved the article. Main parts of this research were completed while the first author stayed as a guest professor at the Helmut Schmidt University in Hamburg. This research was supported by the Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education (2018R1D1A1B07045707).
- Ainsworth LM, Dean CB, Joy R (2016) Zero-inflated spatial models: application and interpretation. In B.C. Sutradhar (ed) Advances and challenges in parametric and semi-parametric analysis for correlated data (Lecture notes in statistics), vol 218. Springer, Basel, pp 75–96Google Scholar
- Davis RA, Holan SH, Lund R, Ravishanker N (eds) (2016) Handbook of discrete-valued time series. Chapman & Hall/CRC Press, Boca RatonGoogle Scholar
- Weiß CH, Homburg A, Puig P (2016) Testing for zero inflation and overdispersion in INAR(1) models. Stat Papers. https://doi.org/10.1007/s00362-016-0851-y