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Introduce a latent Bernoulli distribution indicator $A_i$, with $A_i=1$ denoting a structural zero and $\mathrm{Pr}(A_i=1)=\pi$. Conditional on $A_i=0$, retain the negative binomial regression with ${\lambda }_i=e^{x_i^T\beta }$ and $x_i=(1,d_i{)}^T$. This gives a zero-inflated negative binomial model:A participant who fishes may still catch zero, so an observed zero does not reveal the latent class. This distinguishes zero inflation from a hurdle model, which truncates the count component at zero. The marginal expectation becomes $(1-\pi ){\lambda }_i$, and the law of total variance givesA constant $\pi$ is a parsimonious starting model. If there is evidence that nonparticipation changes with day or other recorded predictors, use logistic regression for ${\pi }_i$ instead. Conditional independence of visitors remains an assumption; extra zeros alone do not establish its validity.

Let $I_0=\{i:y_i=0\}$ and $I_{+}=\{i:y_i>0\}$. Under the proposed zero-inflated negative binomial model, independence gives the likelihood functionThe positive-count factor uses the ordinary, untruncated negative binomial distribution. With $f_i=f_{\mathrm{NB}}(y_i;r,{\lambda }_i)$, the log-likelihood isFor latent indicators $a_i$, the complete-data log-likelihood iswhere $a_i=1$ is allowed only when $y_i=0$. This separation is what makes the expectation-maximization algorithm convenient.

For EM for zero-inflated negative binomial regression, at iteration $k$ apply Bayes' theorem to each zero in the zero-inflated negative binomial model. The E step computes the conditional expectation of its latent indicator:Treating these values as fixed, the M step maximizes the expected complete-data log-likelihood. Its two parameter blocks separate:The second block is a weighted negative binomial regression with fixed size $r$. Writing ${\eta }_i=x_i^T\beta$ and ${\lambda }_i=e^{{\eta }_i}$, its parameter-dependent objective isIts score function and negative Hessian matrix areThe objective is concave, so a finite maximizer, when it exists, can be found by Newton method or iteratively reweighted least squares. The latter uses working response ${\eta }_i+(y_i-{\lambda }_i)/{\lambda }_i$ and weights $w_{i}r{\lambda }_i/(r+{\lambda }_i)$. This is not an unweighted regression on only the positive counts: zeros retain fractional weight in the count component.

Start with $0<\pi <1$ and finite coefficients, alternate the two steps, and monitor the observed log-likelihood. Exact maximization makes the expectation-maximization algorithm nondecreasing in that likelihood, although the mixture may have multiple stationary points. All-zero data can lead to boundary fits and poor identification; multiple initializations and explicit checks for boundary parameters are useful.