[R] Generalized linear models (GLM)

David Winsemius dwinsemius at comcast.net
Tue Apr 28 20:10:58 CEST 2009


I think you are off-track because max.loss does not sound like a  
proper Y variable. Because max.loss is an amount that is known, in the  
insurance applications I have seen it would have been modeled within  
an offset term. Many of the examples have used number of ships or  
buildings or the person years of exposure but I do not see that the  
general strategy is limited to only such  considerations.

I would also suggest that you consider links other than Gaussian,  
perhaps negative binomial.

The task for the analyst is then to translate output from the chosen  
model into interpretable meaning on the scale of interest, but I  
assume your course instructor will help with that.

-- 
David Winsemius
On Apr 28, 2009, at 11:34 AM, mathallan wrote:

>
> Hi
>
> I got a dataset
>
>       loss     max.loss   grp
> 1     10         50         2
> 2     15         33         1
> 3     18         49         2
> 4     33         38         1
> 5      8          50         3
> 6     19         29         1
> 7     22         51         4
> 8     50         50         2
> 9     16         38         1
> 10    24         30         3
>
> were loss and max.loss are monetary values (in dollar). Grp is group  
> number.
>
> By use of GLM, I have to determine the effect of max.loss and grp (and
> interactions between them) on loss. My question is how to do this.
>
> Is it something like
>
> glm(max.loss~loss,family=gaussian(link="identity")
>
> were ofcourse I can change gaussian with Gamma,... and link with  
> log,...
>
> But am I on right track, or what should I change?
>
>
> Thanks
> -- 
> View this message in context: http://www.nabble.com/Generalized-linear-models-%28GLM%29-tp23279588p23279588.html
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>
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David Winsemius, MD
Heritage Laboratories
West Hartford, CT




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