It appears that you try to do some insurance reserving analysis. Have a look at http://finzi.psych.upenn.edu/R/Rhelp02a/archive/15315.html, this might be helpful.
Regards Markus -----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Laetitia Mestdagh Sent: 31 May 2005 14:44 To: [email protected] Subject: [R] GLM question I am unfamiliar with R and I'm trying to do few statistical things like GLM and GAM with it. I hope my following questions will be clear enough: My datas ( y(i,j ))are run off triangles for example : J=1 J=2 J=3 I=1 1 2 3 I=2 4 5 I=3 6 My model is : E[y(i,j)] =m(i,j) Var[y(i,j)] =constant *m(i,j) Log(m(i,j)) = eta (i,j) eta (i,j) = c + alpha(i) + beta(j) The y(i,j) are the response and they have no specified distribution. Here is what I did and I'm not getting the right results: > y1<-c(1,0,0,0,0) > y2<-c(1,0,0,1,0) > y3<-c(1,0,0,0,1) > y4<-c(1,1,0,0,0) > y5<-c(1,1,0,1,0) > y6<-c(1,0,1,0,0) > C<-matrix(nrow = 6, ncol = 5, byrow= TRUE) > C[1,]<-y1 > C[2,]<-y2 > C[3,]<-y3 > C[4,]<-y4 > C[5,]<-y5 > C[6,]<-x6 > m<-c(1,2,3,4,5,6) > Cdata<-data.frame(C[,1],C[,2],C[,3],C[,4],C[,5]) >fmp<-glm(m~C,family = quasipoisson(link = log),data=Cdata) > fitted.values(fmp) 1 2 3 4 5 6 1.25 1.75 3.00 3.75 5.25 6.00 So my question are : - Why are the fitted wrong (except for 3 and 6)? - Is the quasipoisson the right family for my model? I am a little bit lost and not an expert of R, so I thank in advance for any kind of advice Laetitia --------------------------------- ils, photos et vid�os ! [[alternative HTML version deleted]] ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html ************LNSCNTMCS01*************************************************** The information in this E-Mail and in any attachments is CON...{{dropped}} ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
