Tests for zero inflation in a bivariate zero‐inflated Poisson model
In: Statistica Neerlandica: journal of the Netherlands Society for Statistics and Operations Research, Band 63, Heft 4, S. 400-417
ISSN: 1467-9574
The score test statistics for testing zero inflation and covariance parameter are proposed in the bivariate zero‐inflated Poisson (BZIP) regression model. The Monte Carlo studies show that the score test and likelihood ratio test for testing zero inflation underestimate the nominal significance level, while the score test for covariance parameter keeps the significance level close to the nominal one. To overcome this nominal level underestimation, we propose a bootstrap method of the score test for the testing problem of zero inflation. An empirical example with covariates is provided to illustrate the results. In addition, score test for zero inflation is also proposed in the BZIP model, which allows a flexible dependence structure using copula.