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Resumen de Modelling count data using the logratio-normal-multinomial distribution

Marc Comas Cufí, Josep Antoni Martín Fernández Árbol académico, Glòria Mateu Figueras Árbol académico, Javier Palarea Albaladejo

  • The logratio-normal-multinomial distribution is a count data model resulting from compounding a multinomial distribution for the counts with a multivariate logratio-normal distribution for the multinomial event probabilities. However, the logratio-normal-multinomial probability mass function does not admit a closed form expression and, consequently, numerical approximation is required for parameter estimation. In this work, different estimation approaches are introduced and evaluated. We concluded that estimation based on a quasi-Monte Carlo Expectation-Maximisation algorithm provides the best overall results. Building on this, the performances of the Dirichlet-multinomial and logratio-normal-multinomial models are compared through a number of examples using simulated and real count data.


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