On Apr 27, 2009, at 5:19 PM, mathallan wrote:


I have to fit a generalized linear model in R, and I have never done this
before, so I'm in very much doubt.

I have a dataset (of 4036 observations)

 claims       sum                     grp
1       3852          34570293            1
2       1194          7776468               1
3       3916          26343305          1
4       1258          5502915              1
5       11594       711453346           1
...

there are 4 groups (grp).

The task is to determine the effect of sum and grp (and interactions between
them) on the claims.

I have to test using different link functions and distributions


What I think I should do is (in R)

glm(claims~sum*grp, family=gaussian(link="log"))

Call: glm(formula = claims ~ sum * grp, family = gaussian(link = "log"))

Coefficients:
(Intercept)          sum          grp      sum:grp
 1.215e+01   -4.466e-09    6.814e-02    5.294e-09

Degrees of Freedom: 4035 Total (i.e. Null);  4032 Residual
Null Deviance:      3.371e+16
Residual Deviance: 3.355e+16    AIC: 131500


Is this right? And how can the output be interpreted?

It is very difficult to determine "rightness" since you have omitted essential background information. The most glaring omission is what sort of data is in "sum". If this is either the number of policies or the dollar amount at risk then a categorical "NO" is the answer to the question.


David Winsemius, MD
Heritage Laboratories
West Hartford, CT

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