# 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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19 views

### RMSE on Individual vs. Aggregate Data

I am comparing two scenarios: A model is made and predictions obtained on a test set. Then deciles are formed by ordering the prediction and making 10 buckets of equal volume according to a weight. ...
11 views

### Variance decomposition with Tweedie distribution – back transform necessary?

We are running a hierarchical random intercept model with a Tweedie distributed dependent variable (see below) and three levels of hierarchy. Our aim is to estimate how much of the total variance (in ...
54 views

### Can GAM with Tweedie distribution be used for a binary response?

I am trying species distribution models with GAM. The data set is the presence/absence of a species and environment variables in each grid. In the paper of Virgili et al. (2018), the authors suggested ...
61 views

### Why does Tweedie Deviance not contain the dispersion parameter?

I was looking at the tweedie deviance function, and I noticed it only seems to contain the parameters for the mean and the power parameter. But intuitively, I would think the dispersion parameter ...
63 views

### Distribution of a conical combination of n poisson variables?

Does a conical combination of n Poisson distributed variables have a closed-form distribution (linear combination with nonnegative coefficients)? I know that the sum of random Poisson variables would ...
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1 vote
78 views

### How can Null model likelihood be higher than Fitted model likelihood

As far as I know, when fitting a GLM, the fitted model should always have a higher likelihood compared to the null model (with only an intercept) for the same training set. When I run a small ...
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500 views

### How to interpret the coefficients of Tweedie GLM with log link?

I'm trying to model cost data which have 0s. It seems that gamma is not an appropriate distribution and zero inflated gamma seems to be a bit of an overkill, but Tweedie seems to be appropriate with ...
93 views

### obtaining a goodness of fit indices for an analysis with tweedie distribution

I performed an analysis specifying a dependent variable with a tweedie distribution using the glmmTMB package in R. I got several fit indices, specifically: AIC, BIC, Logliklihood. What is the most ...
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155 views

### Determining p and link function for Tweedie distribution

I am trying to model mean monthly plankton values across a timeseries with a generalized additive model. My initial model was as follows: ...
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80 views

### Tweedie distribution with zeros being the second most common value

I want to perform a multilevel glm model. I have a continuous non-negative outcome variable (not count data), with many 1 values, second most common value at zero, and then a right tail of positive ...
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195 views

### Prediction of Pure Premium with offset

I'm modeling a pure premium with glm and using an offset term equal to log(exposure). My question is, in R, what does ...
1 vote
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### Appropriateness of Tweedie GLM for modeling average daily driving distance with unknown numerator and denominator

I have a dataset of cars and want to model a variable called average daily driving distance. The variable was calculated before I received the dataset as: average daily driving distance = total ...
269 views

### Use of weights in choosing power parameter in Tweedie distribution

I'm looking at the implementation of the tweedie.profile function from the R package tweedie. I have a few questions. When ...
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280 views

### Creating a Generalized Additive Model for Zero-Inflated Proportion Response Variable

I am a PhD Candidate just beginning the data analysis phase of my dissertation. I have minimal experience with statistical modeling, so I have had to do a lot of self-teaching so please bear with me. ...
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### Tweedie Dispersion Parameter Estimation Methods

In the book Generalized Linear Models with Examples in R - Dunn and Smyth, in Chapter 6.8, it is recommended to use the Pearson estimator of the dispersion - "This makes the Pearson estimator the ...
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1 vote
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### Prudent to reduce data size for the sake of model performance?

I am currently working on predicting the customer revenue in next 3,6 or 9 months using the below two methods a) Buy Till you die probabilistic models b) Tweedie regression and other regression ...
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1 vote
163 views

### Dealing with lower- and upper-bound truncated data with Tweedie distribution through glmmTMB

I'm working with intensive longitudinal data with observations nested within persons via glmmTMB with a random effect of person. My outcome is negative emotion, which was computed by taking the mean ...
335 views

### GAM: Find a good distribution for the monthly data sums?

I am new in the GAM modelling. I would like to find a family, that will fit my response variables. I am using the sums of monthly counts of beetles, collected from the beetle traps in ~ two weeks ...
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2k views

### When should one use a Tweedie GLM over a Zero-Inflated GLM?

I have seen both Tweedie GLMs and Zero-Inflated (ZI) GLMs used in the field of ecology. Tweedie seems to have the benefit of not treating excess zeros separately, as is done using ZI regressions. ...
1 vote
405 views

### Incorporate Weights/Offsets with Nonparametric Models

I am modeling pure premium in R. I have read that pure premiums are usually modeled using a Tweedie distribution (glm). There is generally an offset or weight added to the model, such as an exposure. ...
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5k views

### Understanding the Tweedie Distribution

I am trying to better understand the basic details and properties about the Tweedie Probability Distribution. The Tweedie Probability Distribution is a bimodal probability distribution function which ...
1 vote
329 views

### why is gradient boosting machine based algorithm nonparametric although they have a loss function?

I am dealing with very right-skewed distribution of y which seems to follow a tweedie distribution. and I found out it would give a higher performance to change lgbm's loss function to a "tweedie&...
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837 views

### Interpreting tweedie-location-scale result from R mgcv package

I came across the Tweedie-location-scale family function in R (twlss function from mgcv). It looks appealing to model my data. I understand the general concepts is that "twlss" family allows ...
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511 views

### Can weights be used in place of offset in Tweedie model

I have seen evidence that Poisson regression can be run with either offsets or weights for time and both give the same results. However, I have noticed that the same is not true for Tweedie. I have ...
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286 views

### Tweedie distributions for large dataset, power parameter for different density peaks and random effects

I have a large dataset (343750 variables and 151 observations) and I want to model each variable as a response one in order to know if it can be explained by the group of patients and the gene ...
2k views

### Tweedie GLM, what var.power should I chose?

Im trying to do a GLM on my data about bats to see how different variables affect bat activity on 8 species. Orignally my data was count data, but because of hardware difficulties I had to divide the ...
1 vote
576 views

### Comparing the fit of Tweedie and gamma hurdle models

I am comparing several modeling approaches to semi-continuous data (many exact zeros and continuous positive cost outcomes) to assess the effect of the main predictor "disease" on cost. The ...
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2k views

### Python statsmodels constant and error using Tweedie distribution

I'm following a paper described in the link which models rainfall. Due to a cyclical nature the authors use a model equation (53):  log(\mu_{i}) = a_{0} + a_{1} sin (\frac{2\pi i}{365}) + a_{2} ...
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### What is use of Tweedie or poisson loss/objective function in XGboost and Deep learning models

I am looking at few competitions in kaggle where people used tweedie loss or poisson loss as objective function for forecasting sales or predicting insurance claims. Can someone please explain the ...
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### How do I choose the correct power in a tweedie GLM?

I'm developing a GLM with a tweedie family distribution. How do I choose P correctly and how much does it matter? I know it has to be between 1 and 2, and when I try different values, I don't see an ...
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### XGBoost/LightGBM underpredicts for some categories but is otherwise good

I am trying to predict the revenue that a click generates on an average (revenue per click). There are K different items that get shown to different users. My training data consist of clicks. A ...
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1 vote
213 views

### Comparing a hurdle model with a "direct" model

I am building xgboost models for prediction of insurance risk, the risk being assumed to follow a tweedie distribution with tweedie variance power between 1 and 2 (https://en.wikipedia.org/wiki/...
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613 views

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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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217 views

### 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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2k views

### GLM Tweedie dispersion parameter

I am running a tweedie regression and I need to get the dispersion parameter(phi). Here a simple R code: ...
1k views

### 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 ...
108 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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### 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 ...
5k views

### 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 ...
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2k 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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290 views

### 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 ...
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1k 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 ...
306 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 ...
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3k 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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