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


<Microsoft Word - Negative Binomial.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")