[R] Negative binomial

[David Winsemius]

On Jan 5, 2010, at 9:38 AM, Stefani Mallia wrote:

> Hi,
>
> I'm trying to fit a glm with a negative binomial error distribution  
> and a log link, using the example found in the paper Stochastic  
> Claims Reserving In General Insurance by England and Verrall.
>
> I am attaching a pdf since it is more difficult to write equations  
> in here. So to hopefully explain myself better I wrote a pdf, where  
> I'm explaining what I need to do and where I got stuck. (I tried to  
> be clear as possible).

In your attachment you suggest (I think) that the ordering of levels  
of the dev factor may be the problem. The methods of rearranging those  
levels in R has always been a bit of a mystery to me, but you may get  
useful information with:

levels(mack$dev)

and you may need to do something like:

mack$dev <- relevel(mack$dev, ref="dev1")


>
> Thanks in advance for any help
>
> Stefani
>
>
> <Microsoft Word - Negative Binomial.pdf>


David Winsemius, MD
Heritage Laboratories
West Hartford, CT