Search Results - subject_exact:"Generalized linear model"

Prediction sets and conformal inference with censored outcomes

Liu, Weiguang; Paula, Áureo de; Tamer, Elie T. - 2025

Given data on a scalar random variable 𝑌, a prediction set for 𝑌 with miscoverage level 𝛼 is a set of values for 𝑌 that contains a randomly drawn 𝑌 with probability 1 − 𝛼, where 𝛼 ∈ (0, 1). Among all prediction sets that satisfy this coverage property, the oracle...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015191439

A negative binomial model for the donations count in fundraising management

Barzanti, Luca; Nardon, Martina - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015590924

Hidden-Markov models for ordinal time series

H. Weiß, Christian; Swidan, Osama - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015436497

Telematics combined actuarial neural networks for cross-sectional and longitudinal claim count data

Duval, Francis; Boucher, Jean-Philippe; Pigeon, Mathieu - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015055287

Semi-parametric approach for modelling overdispersed count data with application to Industry 4.0

Bonnini, Stefano; Borghesi, M.; Giacalone, M. - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015099108

A generalized linear model and machine learning approach for predicting the frequency and severity of cargo insurance in Thailand's border trade context

Praiya Panjee; Sataporn Amornsawadwatana - 2024

The study compares model approaches in predictive modeling for claim frequency and severity within the cross-border cargo insurance domain. The aim is to identify the optimal model approach between generalized linear models (GLMs) and advanced machine learning techniques. Evaluations focus on...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014497395

Instrumental variable method for regularized estimation in generalized linear measurement error models

Xue, Lin; Wang, Liqun - 2024

Regularized regression methods have attracted much attention in the literature, mainly due to its application in high-dimensional variable selection problems. Most existing regularization methods assume that the predictors are directly observed and precisely measured. It is well known that in a...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015133941

Using the softplus function to construct alternative link functions in generalized linear models and beyond

Wiemann, Paul F. V.; Kneib, Thomas; Hambuckers, Julien - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015207120

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Using the softplus function to construct alternative link functions in generalized linear models and beyond

Wiemann, Paul F. V.; Kneib, Thomas; Hambuckers, Julien - 2023

Article

Detection of interacting variables for generalized linear models via neural networks

Havrylenko, Yevhen; Heger, Julia - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015331765

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Detection of interacting variables for generalized linear models via neural networks

Havrylenko, Yevhen; Heger, Julia - 2023

Article

LocalGLMnet : interpretable deep learning for tabular data

Richman, Ronald; Wüthrich, Mario V. - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013491052

The applications of generalized poisson regression models to insurance claim data

Faroughi, Pouya; Li, Shu; Ren, Jiandong - 2023

Predictive modeling has been widely used for insurance rate making. In this paper, we focus on insurance claim count data and address their common issues with more flexible modeling techniques. In particular, we study the zero-inflated and hurdle-generalized Poisson and negative binomial...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014446646

Automatic segmentation of insurance rating classes under ordinal constraints via group fused lasso

Takahashi, Atsumori; Nomura, Shunichi - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014288337

Using generalized linear model to determine the impact of oil price fluctuations on the Egyptian public budget

Alhendawya, Hamdy Ahmad Aly; Mostafa, Mohammed Galal … - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014250959

Estimation of Count Data Models with Multiplicative Fixed Effects and Spatial Dependence

Yousuf, Ahmed Sadek - 2023

This note looks at estimation of spatial autoregressive models for non-negative and count outcomes with multiplicative fixed effects. We show that in presence of significant proportion of zeros in the count variable, control function and Instrumental Variable estimation to model such spatial...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014357743

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Estimation of Count Data Models with Multiplicative Fixed Effects and Spatial Dependence

Yousuf, Ahmed Sadek - 2023

Book / Working Paper

Online learning and decision making under generalized linear model with high-dimensional data

Wang, Xue; Wei, Mike Mingcheng; Yao, Tao - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015447412

Multivariate score-driven models for count time series with application to credit risk

Agosto, Arianna - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015551633

Simple powerful robust tests based on sign depth

Leckey, Kevin; Malcherczyk, Dennis; Horn, Melanie; … - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015178311

Bias in instrumental-variable estimators of fixed-effect models for count data

Jochmans, Koen - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013442037

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Bias in instrumental-variable estimators of fixed-effect models for count data

Jochmans, Koen; Weidner, Martin - 2021 - This version: October 29, 2021

Edition: This version: October 29, 2021

Book / Working Paper

Bias in Instrumental-Variable Estimators of Fixed-Effect Models for Count Data ∗

Jochmans, Koen - 2022

Book / Working Paper

Named entity narratives

Benner, Niklas; Lange, Kai-Robin; Jentsch, Carsten - 2022

While the actions of economists and politicians can be influenced by facts, statistics or empirical predictions, narratives are becoming an increasingly important factor for the decision making in the field of economics and politics. Evaluating such narratives not at selective points in time but...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013359182

Forecasting M&A deals with MIDAS count model

Ferreiro, Javier Ojea; Gregori, Wildmer Daniel; Nardo, … - 2022 - This version: July 2022

This report focuses on the forecast of the number of monthly cross-border deals in the European Union. We propose a new model to improve the forecasting properties of a count model of Foreign Direct Investment deals in EU, by taking into account past trends in high-frequency (daily) deal data...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013473933

New improved poisson and negative binomial item count techniques for eliciting truthful answers to sensitive questions

Kowalczyk, Barbara; Wieczorkowski, Robert - 2022

Item count techniques (ICTs) are indirect survey questioning methods designed to deal with sensitive features. These techniques have gained the support of many applied researchers and undergone further theoretical development. Latterly in the literature, two new item count methods, called...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013419309

Modelling and diagnostics of spatially autocorrelated counts

Jung, Robert; Glaser, Stephanie - 2022

This paper proposes a new spatial lag regression model which addresses global spatial autocorrelation arising from cross-sectional dependence between counts. Our approach offers an intuitive interpretation of the spatial correlation parameter as a measurement of the impact of neighbouring...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013459466

Multivariate Score-Driven Models for Count Time Series To Assess Financial Contagion

Agosto, Arianna - 2022

This paper develops a multivariate model for count time series, in which the time-varying intensity parameter determining the probability that an event occurs evolves according to general autoregressive score (GAS) models (see Creal et al., 2013; Harvey, 2013).The model is particularly suitable to...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013406167

On the Bayesian mixture of generalized linear models with gamma-distributed responses

Susanto, Irwan; Iriawan, Nur; Kuswanto, Heri - 2022

This paper proposes enhanced studies on a model consisting of a finite mixture framework of generalized linear models (GLMs) with gamma-distributed responses estimated using the Bayesian approach coupled with the Markov Chain Monte Carlo (MCMC) method. The log-link function, which relates the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013533212

Spatial panel count data : modeling and forecasting of urban crimes

Glaser, Stephanie; Jung, Robert; Schweikert, Karsten - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013483281

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Spatial Panel Count Data : Modeling and Forecasting of Urban Crimes

Glaser, Stephanie; Jung, Robert; Schweikert, Karsten - 2021

Book / Working Paper

Investigation of factors affecting the number of automobiles owned by households : count data model

Karaaslan, Kübranur Çebi - 2022

The automobile industry is a service-oriented industry that is constantly developing. Households are the most important interlocutors in this industry. The study's aim in this direction is to determine what factors influence the number of automobiles owned by households. The factors that affect...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013253136

Eight simple guidelines for improved understanding of transformations and nonlinear effects

Rönkkö, Mikko; Aalto, Eero; Tenhunen, Henni; … - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012794828

A new measure of corporate bond liquidity using survival analysis

Cai, Kaihua; Yesley, Peter - 2022

We define liquidity for corporate bonds as the expected waiting time to reduce a risk position. Our methodology addresses the fact that many bonds are liquidated quickly despite having few trades in the recent past. Building on research from the housing market, we apply survival analysis to bond...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014433686

Feature reduction for classification with mixed data : an algorithmic approach

Galvis Restrepo, Marcela - 2022 - First edition

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013415106

Unveiling the impact of YouTube advertising on the cognitive attitude of Indian millennials

Anubha, Anubha; Narang, Daviender; Sharma, Himanshu - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015343940

Analyzing health outcomes measured as bounded counts

Mullahy, John - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014549788

Post-averaging inference for optimal model averaging estimator in generalized linear models

Yu, Dalei; Lian, Heng; Sun, Yuying; Zhang, Xinyu; Hong, … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014551478

Delay-adaptive learning in generalized linear contextual bandits

Blanchet, Jose; Xu, Renyuan; Zhou, Zhengyuan - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014527947

Estimating risk relativity of driving records using generalized additive models : a statistical approach for auto insurance rate regulation

Xie, Shengkun - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014531203

Artificial neural networks and time series of counts : a class of nonlinear INGARCH models

Jahn, Malte - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015437658

Fitting Tweedie's compound Poisson model to pure premium with the EM algorithm

Gao, Guangyuan - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015049354

Convergence of least squares estimators in the adaptive Wynn algorithm for some classes of nonlinear regression models

Freise, Fritjof; Gaffke, Norbert; Schwabe, Rainer - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014497557

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Heterogeneity in High Math Achievement Across Schools : Evidence from the American Mathematics Competitions

Ellison, Glenn; Swanson, Ashley - 2021

This paper explores differences in the frequency with which students from different schools reach high levels of math achievement. Data from the American Mathematics Competitions is used to produce counts of high-scoring students from more than two thousand public, coeducational, non-magnet,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013311920

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Heterogeneity in High Math Achievement Across Schools : Evidence from the American Mathematics Competitions

Ellison, Glenn - 2012

Book / Working Paper

A New Poison-Exponential-Gamma Distribution for Modelling Count Data with Applications

Yahya, Waheed Babatunde; Umar, Muhammad Adamu - 2021

In this paper, a new member of the Poisson family of distributions called the Poison-Exponential-Gamma (PEG) distribution for modeling count data is proposed by compounding the Poisson with Exponential-Gamma distributions. The first four moments about the origin and mean of the new PEG...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013312858

$Cover Image$

Heterogeneity in High Math Achievement Across Schools : Evidence from the American Mathematics Competition

Ellison, Glenn; Swanson, Ashley - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013315878

What Makes a Die-Hard Entrepreneur? Beyond the 'Employee or Entrepreneur' Dichotomy

Nolan, Michael A.; Burke, Andrew; FitzRoy, Felix R. - 2021

The paper makes three contributions to the economics literature on entrepreneurship. We offer a new measure of entrepreneurship which accounts for variations in persistence in self-employment and as a result avoids the weakness of approaches which categorise an individual as an entrepreneur by...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013317438

Econometric Models for Count Data with an Application to the Patents-R&D Relationship

Hausman, Jerry A.; Hall, Bronwyn H.; Griliches, Zvi - 2021

This paper focuses on developing and adapting statistical models of counts (non-negative integers) in the context of panel data and using them to analyze the relationship between patents and R&D expenditures. The model used is an application and generalization of the Poisson distribution to...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013218984

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Econometric Models for Count Data with an Application to the Patents-R&D Relationship

Hausman, Jerry A. - 1984

Book / Working Paper

Count Data in Finance

Cohn, Jonathan B.; Liu, Zack; Wardlaw, Malcolm - 2021

This paper examines the use of count data-based outcome variables such as corporate patents in empirical corporate finance research. We demonstrate that the common practice of regressing the log of one plus the count on covariates ("LOG1PLUS" regression) produces biased and inconsistent...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013237115

A new count data model applied in the analysis of vaccine adverse events and insurance claims

Dar, Showkat Ahmad; Hassan, Anwar; Ahmad, Peer Bilal; … - 2021

The clustering of their letter shapes is performed based on the pairwise distances between their topological signatures.The article presents a new probability distribution, created by compounding the Poisson distribution with the weighted exponential distribution. Important mathematical and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012655817

On local optimality of vertex type designs in generalized linear models

Idais, Osama - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014503839

Assessing the Value of Museums with a Combined Discrete Choice/Count Data Model

Rouwendal, Jan; Boter, J. - 2020

We develop a model for museum visits and estimate it on a large sample of holders of a museum card that provides free access to all museums. Our model distinguishes two stages, referring to the determination of the number of trips and destination choice and can deal with an effect of income on...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014028024

Poisson weighted Ishita distribution : model for analysis of over-dispersed medical count data

Para, Bilal Ahmad; Jan, Tariq Rashid - 2020

A new over-dispersed discrete probability model is introduced, by compounding the Poisson distribution with the weighted Ishita distribution. The statistical properties of the newly introduced distribution have been derived and discussed. Parameter estimation has been done with the application...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012291678

Econometric models of fertility

Miranda, Alfonso; Trivedi, Pravin K. - 2020

This paper reviews some key contributions to econometric analysis of human fertility in the last 20 years, with special focus on discussion of prevailing econometric modeling strategies. We focus on the literature that highlights the role of the key drivers of the birth outcomes, including age...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012229115

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Econometric models of fertility

Miranda, Alfonso; Trivedi, Pravin K. - 2020

Book / Working Paper

Temporally local maximum likelihood with application to SIS model

Gourieroux, Christian; Jasiak, Joann - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014465605

Why to use Poisson regression for count data analysis in consumer behavior research

Xia, Feihong - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014374842

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