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
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