Finite mixtures of mean-parameterized Conway-Maxwell-Poisson models

Stat Pap (Berl). 2023 May 19:1-24. doi: 10.1007/s00362-023-01452-x. Online ahead of print.

Abstract

For modeling count data, the Conway-Maxwell-Poisson (CMP) distribution is a popular generalization of the Poisson distribution due to its ability to characterize data over- or under-dispersion. While the classic parameterization of the CMP has been well-studied, its main drawback is that it is does not directly model the mean of the counts. This is mitigated by using a mean-parameterized version of the CMP distribution. In this work, we are concerned with the setting where count data may be comprised of subpopulations, each possibly having varying degrees of data dispersion. Thus, we propose a finite mixture of mean-parameterized CMP distributions. An EM algorithm is constructed to perform maximum likelihood estimation of the model, while bootstrapping is employed to obtain estimated standard errors. A simulation study is used to demonstrate the flexibility of the proposed mixture model relative to mixtures of Poissons and mixtures of negative binomials. An analysis of dog mortality data is presented.

Supplementary information: The online version contains supplementary material available at 10.1007/s00362-023-01452-x.

Keywords: Bootstrapping; Count data; Data dispersion; EM algorithm; Negative binomial.