A zero-augmented gamma mixed model for longitudinal data with many zeros

Yau, KKW, Lee, AH and Ng, ASK (2002) A zero-augmented gamma mixed model for longitudinal data with many zeros. Australian & New Zealand Journal of Statistics, 44 2: 177-183. doi:10.1111/1467-842X.00220

Author Yau, KKW
Lee, AH
Title A zero-augmented gamma mixed model for longitudinal data with many zeros
Journal name Australian & New Zealand Journal of Statistics   Check publisher's open access policy
ISSN 1369-1473
Publication date 2002
Sub-type Article (original research)
DOI 10.1111/1467-842X.00220
Volume 44
Issue 2
Start page 177
End page 183
Total pages 7
Editor C.J. Lloyd
R.J. Hyndman
R.B. Millar
Place of publication Oxford, United Kingdom
Publisher Blackwell Publishing Ltd
Collection year 2002
Language eng
Subject C1
230204 Applied Statistics
730199 Clinical health not specific to particular organs, diseases and conditions
Abstract In many occupational safety interventions, the objective is to reduce the injury incidence as well as the mean claims cost once injury has occurred. The claims cost data within a period typically contain a large proportion of zero observations (no claim). The distribution thus comprises a point mass at 0 mixed with a non-degenerate parametric component. Essentially, the likelihood function can be factorized into two orthogonal components. These two components relate respectively to the effect of covariates on the incidence of claims and the magnitude of claims, given that claims are made. Furthermore, the longitudinal nature of the intervention inherently imposes some correlation among the observations. This paper introduces a zero-augmented gamma random effects model for analysing longitudinal data with many zeros. Adopting the generalized linear mixed model (GLMM) approach reduces the original problem to the fitting of two independent GLMMs. The method is applied to evaluate the effectiveness of a workplace risk assessment teams program, trialled within the cleaning services of a Western Australian public hospital.
Keyword Statistics & Probability
Claims Cost
Gamma Distribution
Logistic Regression
Occupational Health
Generalized Linear-models
Q-Index Code C1

Document type: Journal Article
Sub-type: Article (original research)
Collection: School of Physical Sciences Publications
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Created: Tue, 14 Aug 2007, 17:03:28 EST