Bayesian Analysis with Python - Second Edition

Poisson regression and ZIP regression

The ZIP model may look a little dull, but sometimes we need to estimate simple distributions, such as this one, or others such as Poisson or Gaussian distributions. Anyway, we can also use Poisson or ZIP distributions as part of a linear model. As we saw with the logistic and softmax regressions, we can use an inverse link function to transform the result of a linear model into a variable in a range suitable to be used with other distributions than the normal. Following the same idea, we can now perform a regression analysis where the output variable is a count variable using a Poisson or a ZIP distribution. This time, we can use the exponential function, , as the inverse link function. This choice guarantees ...