Using R In Generalized Linear Models

Revista Română de Statistică

Alexandru Tindeche¹  Mihaela Covrig²  Iulian Mircea²  Gheorghiţă Zbăganu³  Alexandru Coşer⁴ 

[1] BCR Life Insurance;Bucharest University of Economic Studies;University of Bucharest;Vodafone Romania;

关键词: GLM;    count data;    insurance;    Poisson regression;    Negative Binomial Regression;    R;   

DOI  :  

来源: DOAJ

【 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.

【 授权许可】

Unknown