R help - Jan 2010 - Negative binomial

Hi,

I'm trying to fit a glm with a negative binomial error distribution and a
log link, using the example found in the paper Stochastic Claims Reserving In
General Insurance by England and Verrall.

I am attaching a pdf since it is more difficult to write equations in here. So
to hopefully explain myself better I wrote a pdf, where I'm explaining what
I need to do and where I got stuck. (I tried to be clear as possible).

Thanks in advance for any help  

Stefani 


-------------- next part --------------
A non-text attachment was scrubbed...
Name: Microsoft Word - Negative Binomial.pdf
Type: application/pdf
Size: 72741 bytes
Desc: not available
URL:
<https://stat.ethz.ch/pipermail/r-help/attachments/20100105/aa3f8521/attachment.pdf>

On Jan 5, 2010, at 9:38 AM, Stefani Mallia wrote:
> Hi,
>
> I'm trying to fit a glm with a negative binomial error distribution  
> and a log link, using the example found in the paper Stochastic  
> Claims Reserving In General Insurance by England and Verrall.
>
> I am attaching a pdf since it is more difficult to write equations  
> in here. So to hopefully explain myself better I wrote a pdf, where  
> I'm explaining what I need to do and where I got stuck. (I tried to  
> be clear as possible).
In your attachment you suggest (I think) that the ordering of levels  
of the dev factor may be the problem. The methods of rearranging those  
levels in R has always been a bit of a mystery to me, but you may get  
useful information with:

levels(mack$dev)

and you may need to do something like:

mack$dev <- relevel(mack$dev, ref="dev1")

>
> Thanks in advance for any help
>
> Stefani
>
>
> <Microsoft Word - Negative Binomial.pdf>

David Winsemius, MD
Heritage Laboratories
West Hartford, CT