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Record W113727947

Credibililty Theory for Generalized Linear and Mixed Models

2006· article· en· W113727947 on OpenAlexfundno aff
José Garrido, Jun Zhou

Bibliographic record

VenueSpectrum Research Repository (Concordia University) · 2006
Typearticle
Languageen
FieldComputer Science
TopicBayesian Methods and Mixture Models
Canadian institutionsnot available
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsGeneralized linear modelGeneralized linear mixed modelEstimatorCredibilityEconometricsMathematicsCredibility theoryHierarchical generalized linear modelLinear modelCovariateGeneralized estimating equationStatistical modelStatistics
DOInot available

Abstract

fetched live from OpenAlex

Generalized linear models (GLMs) are gaining popularity as a statistical analysis method for insurance data. For segmented portfolios, as in car insurance, the question of credibility arises naturally; how many observations are needed in a risk class before the GLM estimators can be considered credible? In this paper we study the limited fluctuations credibility of the GLM estimators as well as in the extended case of generalized linear mixed model (GLMMs). We show how credibility depends on the sample size, the distribution of covariates and the link function. This provides a mechanism to obtain confidence intervals for the GLM and GLMM estimators.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.035
metaresearch head score (Gemma)0.167
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.035
Threshold uncertainty score0.186

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0350.167
Meta-epidemiology (narrow)0.0020.002
Meta-epidemiology (broad)0.0030.003
Bibliometrics0.0050.005
Science and technology studies0.0020.008
Scholarly communication0.0060.009
Open science0.0050.005
Research integrity0.0050.009
Insufficient payload (model declined to judge)0.0100.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.042
GPT teacher head0.288
Teacher spread0.245 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations1
Published2006
Admission routes1
Has abstractyes

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