Using R In Generalized Linear Models

Mihaela Covrig, Iulian Mircea, Gheorghita Zbaganu, Alexandru Coser and Alexandru Tindeche
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Mihaela Covrig: Bucharest University of Economic Studies
Iulian Mircea: Bucharest University of Economic Studies
Gheorghita Zbaganu: University of Bucharest
Alexandru Coser: Vodafone Romania
Alexandru Tindeche: BCR Life Insurance

Romanian Statistical Review, 2015, vol. 63, issue 3, 33-45

Abstract: 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.

Keywords: GLM; count data; insurance; Poisson regression; Negative Binomial Regression; R (search for similar items in EconPapers)
JEL-codes: C25 (search for similar items in EconPapers)
Date: 2015
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