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.

Filter by
Sorted by
Tagged with
17
votes
1answer
18k views

How to model non-negative zero-inflated continuous data?

I'm currently trying to apply a linear model (family = gaussian) to an indicator of biodiversity that cannot take values lower than zero, is zero-inflated and is ...
15
votes
3answers
5k views

Can a model for non-negative data with clumping at zeros (Tweedie GLM, zero-inflated GLM, etc.) predict exact zeros?

A Tweedie distribution can model skewed data with a point mass at zero when the parameter $p$ (exponent in the mean-variance relationship) is between 1 and 2. Similarly a zero-inflated (whether ...
11
votes
1answer
3k views

What is the canonical link function for a Tweedie GLM?

I was just introduced to the Tweedie distribution (see this or this) but I'm having a hard time finding what the link function is for a Tweedie generalized linear model. Thoughts?
7
votes
1answer
6k views

Given a GLM using Tweedie, how do I find the coefficients?

Let $Y$ be a random variable that obeys the Tweedie distribution for parameter $\alpha = 1.1$. Let the link function be the natural log. Assume that we have a database of numbers of the form $(y_1, ...
1
vote
0answers
789 views

deviance for zero-inflated compound poisson model, continuous data (R)

I am looking at homicide rates per US county in a given 3-yr period as a DV, against several demographic and political measures as IV. I have A LOT of zeros for the DV, and these are presumably real ...
1
vote
1answer
761 views

A model for non-negative data with many zeros: pros and cons of Tweedie GLM

I analyze technical measurement data with the aim of developing a forecasting model. The data is given as a non-negative time series (data per hour). The data looks quite wild and contain many zeros. ...
5
votes
1answer
547 views

Skewness of Tweedie distribution

Tweedie distributions are a family of distributions from the exponential dispersion family that have power-law mean-variance relationship: \begin{align} \mathbb E[X] &= \mu \\ \operatorname{Var}[...