Moment aliasing in a shared zero-inflated count model

ID: moment-aliasing-in-a-shared-zero-inflated-count-model

In a shared zero-inflated Gamma-Poisson count model, write and . Its first two moments are and . These moments do not separately identify , , and the component-mean intercept: taking , and gives the same first two moments. The full count distribution can carry information absent from the moments. A consistent estimator of a marginal mean ratio therefore need not consistently estimate a structural-zero fraction from a misspecified moment parameterization.

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