Homogeneity Test for Multiple Semicontinuous Data with the Density Ratio Model

Abstract

The density ratio model has been widely used in many research fields. To test the homogeneity of the model, the empirical likelihood ratio test (ELRT) has been shown to be valid. In this paper, we conduct a parametric test procedure. We transform the hypothesis of homogeneity to one on the equality of mean parameters of the exponential family of distributions. Then, we propose a modified Wald test and give its asymptotic power. We further apply it to the semicontinuous case when there is an excess of zeros in the sample. The simulation studies show that the new test controls the type-I error better than ELRT while retaining competitive power. Benefiting from the simple closed form of the test statistic, the computational cost is small. We also use a real data example to illustrate the effectiveness of our test.