A robust version of the hurdlemodel

Article Article scientifique Article A robust version of the hurdlemodel eng 2011 author Cantoni Eva 0000-0002-6614-7772 93895 author Zedini Asma Bent Younes 595860 1214-1223 10.1016/j.jspi.2010.09.022 0378-3758 http://linkinghub.elsevier.com/retrieve/pii/S0378375810004337 The excess of zeros is not a rare feature in count data. Statisticians advocate the Poisson-type hurdle model (among other techniques) as an interesting approach to handle this data peculiarity. However, the frequency of gross errors and the complexity intrinsic to some considered phenomena may render this classical model unreliable and too limiting. In this paper, we develop a robust version of the Poisson hurdle model by extending the robust procedure for GLM of Cantoni and Ronchetti (2001) to the truncated Poisson regression model. The performance of the new robust approach is then investigated via a simulation study, a real data application and a sensitivity analysis. The results show the reliability of the new technique in the neighborhood of the truncated Poisson model. This robust modelling approach is therefore a valuable complement to the classical one, providing a tool for reliable statistical conclusions and to take more effective decisions. Excess of zeros Count data Poisson Robust statistics Dewey 330 Dewey 310 117 Research Center for Statistics S5 false Journal of statistical planning and inference 141 3 84aa359f-a603-468e-8eb4-e5493cdeab08 Article (Accepted version) Private JSPICantoniZedini.pdf 729324 application/pdf closedAccess Faculté d'économie et de management / Research Center for Statistics

Title	Published in	Access level	OA Policy	Year	Views	Downloads

A robust version of the hurdlemodel	Journal of statistical planning and inference			2011	701	0

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Zedini, Asma Bent Younes