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Local Distance-Based Generalized Linear Models using the dbstats package for R

Author

Listed:
  • Eva Boj

    () (Dept. de Matematica Economica, Financera i Actuarial, Univ. de Barcelona, Diagonal 690, 08034 Barcelona, Spain.)

  • Pedro Delicado

    (Universitat Politecnica de Catalunya)

  • Josep Fortiana

    (Universitat de Barcelona)

  • Anna Esteve

    (CEEISCAT)

  • Adria Caballe

    (Universitat Politecnica de Catalunya)

Abstract

This paper introduces local distance-based generalized linear models. These models extend (weighted) distance-based linear models firstly with the generalized linear model concept, then by localizing. Distances between individuals are the only predictor information needed to fit these models. Therefore they are applicable to mixed (qualitative and quantitative) explanatory variables or when the regressor is of functional type. Models can be fitted and analysed with the R package dbstats, which implements several distancebased prediction methods.

Suggested Citation

  • Eva Boj & Pedro Delicado & Josep Fortiana & Anna Esteve & Adria Caballe, 2012. "Local Distance-Based Generalized Linear Models using the dbstats package for R," Working Papers XREAP2012-11, Xarxa de Referència en Economia Aplicada (XREAP), revised May 2012.
  • Handle: RePEc:xrp:wpaper:xreap2012-11
    as

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    File URL: http://www.xreap.cat/RePEc/xrp/pdf/XREAP2012-11.pdf
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    File URL: http://www.xreap.cat/RePEc/xrp/pdf/XREAP2012-11.pdf
    File Function: Revised version, 2012
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    References listed on IDEAS

    as
    1. Eva Boj & Aurea Grané & Josep Fortiana & M. Claramunt, 2007. "Implementing PLS for distance-based regression: computational issues," Computational Statistics, Springer, vol. 22(2), pages 237-248, July.
    2. Marc Hallin & Jean-François Ingenbleek, 1983. "The Swedish automobile portfolio in 1977: a statistical study," ULB Institutional Repository 2013/1997, ULB -- Universite Libre de Bruxelles.
    3. Laia Castany & Enrique Lopez-Bazo & Rosina Moreno, 2007. "Decomposing differences in total factor productivity across firm size," IREA Working Papers 200705, University of Barcelona, Research Institute of Applied Economics, revised Mar 2007.
    4. Xosé-Luís Varela-Irimia, 2014. "Age effects, unobserved characteristics and hedonic price indexes: The Spanish car market in the 1990s," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 5(4), pages 419-455, November.
    5. Marta Arespa, 2011. "Macroeconomics of extensive margins: a simple model," Working Papers XREAP2011-19, Xarxa de Referència en Economia Aplicada (XREAP), revised Nov 2011.
    6. Anna Matas & Josep Lluís Raymond, 2006. "Economic development and changes in car ownership patterns," Working Papers CREAP2006-01, Xarxa de Referència en Economia Aplicada (XREAP), revised Jun 2006.
    7. Marta Arespa, 2011. "A New Open Economy Macroeconomic Model with Endogenous Portfolio Diversifi cation and Firms Entry," Working Papers XREAP2011-15, Xarxa de Referència en Economia Aplicada (XREAP), revised Oct 2011.
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    Citations

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    Cited by:

    1. Esther Vayá & José Ramón García & Joaquim Murillo & Javier Romaní & Jordi Suriñach, 2016. "“Economic Impact of Cruise Activity: The Port of Barcelona”," AQR Working Papers 201609, University of Barcelona, Regional Quantitative Analysis Group, revised Nov 2016.
    2. Mercedes Ayuso & Montserrat Guillén & Jens Perch Nielsen, 2016. "Improving automobile insurance ratemaking using telematics: incorporating mileage and driver behaviour data," Working Papers XREAP2016-08, Xarxa de Referència en Economia Aplicada (XREAP), revised Dec 2016.
    3. Antonio Manresa & Ferran Sancho, 2012. "Leontief versus Ghosh: two faces of the same coin," Working Papers XREAP2012-18, Xarxa de Referència en Economia Aplicada (XREAP), revised Oct 2012.
    4. Anna Castañer & Mª Mercè Claramunt & Alba Tadeo & Javier Varea, 2016. "Modelización de la dependencia del número de siniestros. Aplicación a Solvencia II," Working Papers XREAP2016-01, Xarxa de Referència en Economia Aplicada (XREAP), revised Sep 2016.
    5. Catalina Bolancé & Zuhair Bahraoui & Ramon Alemany, 2015. "Estimating extreme value cumulative distribution functions using bias-corrected kernel approaches," Working Papers XREAP2015-01, Xarxa de Referència en Economia Aplicada (XREAP), revised Jan 2015.
    6. Anna Castañer & Mª Mercè Claramunt, 2014. "Optimal stop-loss reinsurance: a dependence analysis," Working Papers XREAP2014-04, Xarxa de Referència en Economia Aplicada (XREAP), revised Apr 2014.

    More about this item

    Keywords

    Distance-based prediction; Generalized Linear Model; Local Likelihood; Iteratively Weighted Least Squares; R;

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