Search Results - subject:"Generalized linear models"

The Exponential Model for the Spectrum of a Time Series: Extensions and Applications

Proietti, Tommaso; Luati, Alessandra - School of Economics and Management, University of Aarhus - 2013

The exponential model for the spectrum of a time series and its fractional extensions are based on the Fourier series expansion of the logarithm of the spectral density. The coefficients of the expansion form the cepstrum of the time series. After deriving the cepstrum of important classes of...

Persistent link: https://www.econbiz.de/10010851251

Interactions in Generalized Linear Models: Theoretical Issues and an Application to Personal Vote-Earning Attributes

Tsai, Tsung-han; Gill, Jeff - In: Social Sciences 2 (2013) 2, pp. 91-113

necessarily different interpretation required by generalized linear models. Methodological issues are illustrated with an …

Persistent link: https://www.econbiz.de/10010675944

Generalised Linear Spectral Models

Proietti, Tommaso; Luati, Alessandra - Centro di Studi Internazionali Sull'Economia e la … - 2013

In this chapter we consider a class of parametric spectrum estimators based on a generalized linear model for exponential random variables with power link. The power transformation of the spectrum of a stationary process can be expanded in a Fourier series, with the coefficients representing...

Persistent link: https://www.econbiz.de/10010698928

The Exponential Model for the Spectrum of a Time Series: Extensions and Applications

Proietti, Tommaso; Luati, Alessandra - Centro di Studi Internazionali Sull'Economia e la … - 2013

Persistent link: https://www.econbiz.de/10010643244

Diabetes and the hospitalized patient

Nataraj, Nisha; Ivy, Julie Simmons; Payton, Fay Cobb; … - In: Health care management science 21 (2018) 4, pp. 534-553

Persistent link: https://www.econbiz.de/10011933842

Weighted-average least squares estimation of generalized linear models

De Luca, Giuseppe; Magnus, Jan R.; Peracchi, Franco - In: Journal of econometrics 204 (2018) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10011974702

A mixture model for payments and payment numbers in claims reserving

Gigante, Patrizia; Picech, Liviana; Sigalotti, Luciano - In: Astin bulletin : the journal of the International … 48 (2018) 1, pp. 25-53

Persistent link: https://www.econbiz.de/10011875575

Claims reserving in the hierarchical generalized linear model framework

Gigante, Patrizia; Picech, Liviana; Sigalotti, Luciano - In: Insurance: Mathematics and Economics 52 (2013) 2, pp. 381-390

We consider an approach based on the hierarchical generalized linear models and h-likelihood estimators for claims … reserving in non-life insurance. The hierarchical generalized linear models represent a class of flexible mixture models that … extend the generalized linear models and the generalized linear mixed models. The fitting algorithm and the inferential …

Persistent link: https://www.econbiz.de/10010662436

Estimating income equity in social health insurance system

Besstremyannaya, Galina - Center for Economic and Financial Research (CEFIR), New … - 2012

retransformation problem of logged health care expenditure, using generalized linear models. Our sample is the 2009 data for 4 …

Persistent link: https://www.econbiz.de/10010548103

The cost of frailty in France

Sirven, Nicolas; Rapp, Thomas - In: The European journal of health economics : HEPAC ; … 18 (2017) 2, pp. 243-253

Persistent link: https://www.econbiz.de/10011867792