# Questions tagged [tweedie-distribution]

A family of distributions from the exponential dispersion family with a power-law mean-variance relationship. For power $p$ between 1 and 2, it is a compound Poisson-Gamma distribution that has point mass at zero and is continuous on positive numbers.

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### Regression with zero-inflated outcome

I am trying to fit and tune a Regression gradient boosting model where my target variable is zero inflated (80% zero) and the rest of the values are distributed as positive and negative values (not ...
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### How to estimate power index for tweedie glm on large data

I've went through the tweedie chapter in the book Generalized Linear Models with Examples in R and it seems that the function tweedie.profile is used to estimate the power index for tweedie glm. ...
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### What does it mean when MAE improved while RMSE worsened?

I am comparing two models: One is a black box that I cannot understand, the other is a GLM. How can I describe why the differences are like this? Is the GLM performing worse than the blackbox?
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### GLM Tweedie dispersion parameter

I am running a tweedie regression and I need to get the dispersion parameter(phi). Here a simple R code: ...
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### Overdispersion vs Tweedie

I am dealing with data that could possibly be overdispersed and I am looking at fitting a GLM with a quasi distribution. As far as I understand, when we fit a glm ...
46 views

### Replicating a Tweedie corrected experiment from Computer Age Statistical Inference

I have been attempting to replicate an experiment from Computer Age Statistical Inference by Bradley Efron and Trevor Hastie on page 411. In this experiment 100 datasets are populated normal random ...
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### What model is appropriate when a non-negative, continuous dependent variable has frequent zero-values because of limited data?

I'm modeling how likely a song is to occur in a playlist with a particular title. I can calculate a simple probability based on my current data, but it's highly zero-inflated because my data is ...
191 views

### Tweedie distribution without zeroes

Recently I've found the Tweedie distribution useful for modelling my plant shoot weight data in glmmTMB. I started using it because my shoot weight datasets have many zeroes, and it has yielded better ...
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### Chi Square vs F Tests for GLM Model Comparisons

I've been creating some models in R using glm() and rxGlm(). I'm experienced in building GLMs but my memory of some of the ...
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### How do I properly choose a value for 'phi'

How does one choose the proper value for the phi parameter in a random tweedie sample. I'm trying to properly choose the correct value for the 'phi' parameter for ...
523 views

### Does the dependent variable in a GLM have to be transformed before running the model or does the model do it?

I'm trying to fit a Tweedie model with statsmodels and was wondering if I have to transform the dependent variable before I run the model or if ...
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### SAS and R gives different standard error when fitting Tweedie model

I would like to fit a Tweedie GLM to the data. However, even though PROC GENMOD from SAS and glm() from R gives the same coefficient estimates, they give quite different standard error. What it the ...
275 views

### h2o glm tweedie for categorical variables?

To build a tweedie glm for categorical variables, the document suggested that I can use data['variable_name'].asfactor(). However, in the model output, there is ...
47 views

### Best way to test the difference in means for Tweedie distributions?

What is the best way to test the difference in means for two samples of data that follow a Tweedie distribution? (zero inflated, tweedie power parameter ~1.7) The data represents the number of ...
1k views

### Weak learners for XGBoost with Tweedie distribution

Could you please explain what are the standard weak learners for XGBoost when the objective parameter equals reg:tweedie? Are they GLMs (with Tweedie distribution of dependent variable) on all ...
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### Non normal residuals for Tweedie GLM

I am using Tweedie GLM as my data contains exact zeroes. However, my stats is weak and want to confirm a few things. Does Tweedie GLM assume normality of residuals? Is shapiro.test() the way for ...
344 views

### Tweedie GLM and model selection

I have run a tweedie glm since my data is zero skewed. How can I use Akaike weights and evidence ratio to choose from models the better one. Please guide. I had earlier run models with glm but with ...
126 views

### R.sq in gam model (mgcv)

first question here. I'm constructing GAMs for multispecies avian survey data, and running into some odd results in the calculation of R.sq in the summary() command. For one of my species, when i use ...
205 views

### Fitting a Poisson-Tweedie model with random effects

I'd like to fit a Poisson-Tweedie model with random effects. I'm wondering if it is possible to do it with the mcglm package. I'm following the work of Bonat et al (2017): "Extended Poisson-Tweedie: ...
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### Tweedie index parameters are restricted: why?

The Tweedie distribution have variance like var(y) = $\phi \mu^p$ for any real p not between 0 and 1. I read in many places (even wikipedia) that p can take any real value except between 0 and 1. ...
858 views

### generalized linear mixed-effects models R^2 and the tweedie distribution [closed]

I am modelling data exhibiting a tweedie distribution in R using glmer (package lme4). To compare the models I would like to use the AIC and R^2. I have a couple of question on this (example code at ...
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### Gamma vs tweedie distribution for large productivity dataset

I'm running some GAMs using the mgcv R package on a dataset with ~8.5k observations, where productivity is the response and environmental conditions are the covariates. However I am unsure of which ...
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### Tweedie P Value Interpretation

From Wikipedia (http://en.wikipedia.org/wiki/Tweedie_distribution) we know that The Tweedie distributions include a number of familiar distributions as well as some unusual ones, each being ...