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Results tagged with tweedie-distribution
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user 129321
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.
15
votes
Accepted
Given a GLM using Tweedie, how do I find the coefficients?
Are you familiar with generalized linear models in R? If so, you can fit Tweedie glms just like any other glms.
The glm family definition necessary to make this happen is provided by the statmod R pac …
- 13.5k
6
votes
Does the dependent variable in a GLM have to be transformed before running the model or does...
One of the fundamental motivations for generalized linear models (GLMs) is that they model the data as it is instead of transforming it. So the answer to your question is that there is no transformati …
- 13.5k
4
votes
Overdispersion vs Tweedie
The two models you have fitted are identical --- there is no difference.
Quasi families are only more general than regular glms when
they specify a variance function for which there is no true glm or …
- 13.5k
7
votes
Accepted
GLM Tweedie dispersion parameter
For the benefit of other readers, Tweedie glms assume that the variance of the responses has the form
$$
{\rm var}(y_i) = \phi \mu_i^\xi
$$
where $\phi$ is the dispersion and $\xi$ is the variance pow …
- 13.5k
6
votes
Understanding the Tweedie Distribution
The $z$ in the probability function is just an arbitrary integration variable. There is no standard or convention about this, it is just arbitrary notation. You could just as well change the $z$ to $ …
- 13.5k
7
votes
Accepted
When should one use a Tweedie GLM over a Zero-Inflated GLM?
Tweedie GLMs are true GLMs and enjoy the usual properties of GLMs.
ZI GLMs are more complex models that assume a GLM plus an extra zero-inflation process, so they are obviously more flexible but at th …
- 13.5k
11
votes
Non normal residuals for Tweedie GLM
No, a Tweedie GLM assumes that the responses follow a Tweedie distribution so, obviously, neither the data nor the ordinary residuals are expected to follow a normal distribution.
No, a Shapiro test …
- 13.5k
10
votes
Accepted
Tweedie Dispersion Parameter Estimation Methods
Tweedie generalized linear models assume a mean-variance relationship with variance power $p$, defined by
$$E(y_i)=\mu_i$$
and
$${\rm var}(y_i)=\phi \mu_i^p$$
where $y_i$ is the $i$th observation, $\m …
- 13.5k
18
votes
Can a model for non-negative data with clumping at zeros (Tweedie GLM, zero-inflated GLM, et...
Predicting the proportion of zeros
I am the author of the statmod package and joint author of the tweedie package. Everything in your example is working correctly. The code is accounting correctly fo …
- 13.5k