Using R In Generalized Linear Models

被引：0

作者：

Covrig, Mihaela ^{[1
]}

Mircea, Iulian ^{[1
]}

Zbaganu, Gheorghita ^{[2
]}

Coser, Alexandru ^{[3
]}

Tindeche, Alexandru ^{[4
]}

机构：

[1] Bucharest Univ Econ Studies, Bucharest, Romania

[2] Univ Bucharest, Bucharest, Romania

[3] Vodafone Romania, Bucharest, Romania

[4] BCR Life Insurance, Bucharest, Romania

来源：

ROMANIAN STATISTICAL REVIEW | 2015年 / 03期

关键词：

GLM; count data; insurance; Poisson regression; Negative Binomial Regression; R;

D O I：

暂无

中图分类号：

O1 [数学]; C [社会科学总论];

学科分类号：

03 ; 0303 ; 0701 ; 070101 ;

摘要：

This paper aims to approach the estimation of generalized linear models (GLM) on the basis of the glm routine package in R. Particularly, regression models will be analyzed for those cases in which the explained variable follows a Poisson or a Negative Binomial distribution. The paper will briefly present the GLM methodology for count data, while the practical part will revolve around estimating and comparing models in which the response variable shows the number of claims in a portfolio of automobile insurance policies.

引用

页码：33 / 45

页数：13

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