A pairwise likelihood approach to generalized linear models with crossed random effects

2005 ◽  
Vol 5 (3) ◽  
pp. 217-227 ◽  
Author(s):  
Ruggero Bellio ◽  
Cristiano Varin
Keyword(s):  
Random Effects ◽  
Generalized Linear Models ◽  
Linear Models ◽  
Pairwise Likelihood ◽  
Crossed Random Effects ◽  
Likelihood Approach

Generalized Linear Models with Random Effects

2006 ◽  
Author(s):  
Youngjo Lee ◽  
John A. Nelder ◽  
Yudi Pawitan
Keyword(s):  
Random Effects ◽  
Generalized Linear Models ◽  
Linear Models

scholarly journals A mixture likelihood approach for generalized linear models

1995 ◽  
Vol 12 (1) ◽  
pp. 21-55 ◽  
Author(s):  
Michel Wedel ◽  
Wayne S. DeSarbo
Keyword(s):  
Generalized Linear Models ◽  
Linear Models ◽  
Likelihood Approach

A MIXTURE MODEL FOR PAYMENTS AND PAYMENT NUMBERS IN CLAIMS RESERVING

2016 ◽  
Vol 48 (1) ◽  
pp. 25-53 ◽  
Author(s):  
Patrizia Gigante ◽  
Liviana Picech ◽  
Luciano Sigalotti
Keyword(s):  
Random Effects ◽  
Linear Models ◽  
External Information ◽  
Parameter Estimates ◽  
Prediction Errors ◽  
Poisson Regression Model ◽  
External Data ◽  
Fixed And Random Effects ◽  
Likelihood Approach ◽  
The Impact

AbstractWe consider a Tweedie's compound Poisson regression model with fixed and random effects, to describe the payment numbers and the incremental payments, jointly, in claims reserving. The parameter estimates are obtained within the framework of hierarchical generalized linear models, by applying the h-likelihood approach. Regression structures are allowed for the means and also for the dispersions. Predictions and prediction errors of the claims reserves are evaluated. Through the parameters of the distributions of the random effects, some external information (e.g. a development pattern of industry wide-data) can be incorporated into the model. A numerical example shows the impact of external data on the reserve and prediction error evaluations.

scholarly journals A Family of Generalized Linear Models for Repeated Measures with Normal and Conjugate Random Effects

2010 ◽  
Vol 25 (3) ◽  
pp. 325-347 ◽  
Author(s):  
Geert Molenberghs ◽  
Geert Verbeke ◽  
Clarice G. B. Demétrio ◽  
Afrânio M. C. Vieira
Keyword(s):  
Random Effects ◽  
Generalized Linear Models ◽  
Repeated Measures ◽  
Linear Models

Standard Errors for EM Estimates in Generalized Linear Models with Random Effects

Biometrics ◽  
2000 ◽  
Vol 56 (3) ◽  
pp. 761-767 ◽  
Author(s):  
Herwig Friedl ◽  
Göran Kauermann
Keyword(s):  
Random Effects ◽  
Generalized Linear Models ◽  
Linear Models ◽  
Standard Errors
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