Assessing the Importance of Risk Factors in Distance-Based Generalized Linear Models
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| 024 | 7 | 0 | |a 10.1007/s11009-014-9415-6 |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s11009-014-9415-6 | ||
| 245 | 0 | 0 | |a Assessing the Importance of Risk Factors in Distance-Based Generalized Linear Models |h [Elektronische Daten] |c [Eva Boj, Teresa Costa, Josep Fortiana, Anna Esteve] |
| 520 | 3 | |a Predictions with distance-based linear and generalized linear models rely upon latent variables derived from the distance function. This key feature has the drawback of adding a non-linearity layer between observed predictors and response which shields one from the other and, in particular, prevents us from interpreting linear predictor coefficients as influence measures. In actuarial applications such as credit scoring or a priori rate-making we cannot forgo this capability, crucial to assess the relative leverage of risk factors. Towards the goal of recovering this functionality we define and study influence coefficients, measuring the relative importance of observed predictors. Unavoidably, due to inherent model non-linearities, these quantities will be local -valid in a neighborhood of a given point in predictor space. | |
| 540 | |a Springer Science+Business Media New York, 2014 | ||
| 690 | 7 | |a Distance analyses |2 nationallicence | |
| 690 | 7 | |a Nonlinear regression |2 nationallicence | |
| 690 | 7 | |a Influence coefficients |2 nationallicence | |
| 690 | 7 | |a Risk factors |2 nationallicence | |
| 690 | 7 | |a Actuarial science |2 nationallicence | |
| 700 | 1 | |a Boj |D Eva |u Departament de Matemàtica Econòmica, Financera i Actuarial, Universitat de Barcelona, Avinguda Diagonal 690, 08034, Barcelona, Spain |4 aut | |
| 700 | 1 | |a Costa |D Teresa |u Departament de Matemàtica Econòmica, Financera i Actuarial, Universitat de Barcelona, Avinguda Diagonal 690, 08034, Barcelona, Spain |4 aut | |
| 700 | 1 | |a Fortiana |D Josep |u Departament de Probabilitat, Lògica i Estadística, Universitat de Barcelona, Gran Via de les Corts Catalanes 595, 08007, Barcelona, Spain |4 aut | |
| 700 | 1 | |a Esteve |D Anna |u Centre d'Estudis Epidemiològics sobre les Infeccions de Transmissió Sexual i Sida de Catalunya (CEEISCAT), Hospital Universitari Germans Trias i Pujol, CIBER Epidemiologia i Salut P'ublica (IBERESP), Ctra. de Cañet, s/n, 08916, Badalona, Spain |4 aut | |
| 773 | 0 | |t Methodology and Computing in Applied Probability |d Springer US; http://www.springer-ny.com |g 17/4(2015-12-01), 951-962 |x 1387-5841 |q 17:4<951 |1 2015 |2 17 |o 11009 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s11009-014-9415-6 |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s11009-014-9415-6 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Boj |D Eva |u Departament de Matemàtica Econòmica, Financera i Actuarial, Universitat de Barcelona, Avinguda Diagonal 690, 08034, Barcelona, Spain |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Costa |D Teresa |u Departament de Matemàtica Econòmica, Financera i Actuarial, Universitat de Barcelona, Avinguda Diagonal 690, 08034, Barcelona, Spain |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Fortiana |D Josep |u Departament de Probabilitat, Lògica i Estadística, Universitat de Barcelona, Gran Via de les Corts Catalanes 595, 08007, Barcelona, Spain |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Esteve |D Anna |u Centre d'Estudis Epidemiològics sobre les Infeccions de Transmissió Sexual i Sida de Catalunya (CEEISCAT), Hospital Universitari Germans Trias i Pujol, CIBER Epidemiologia i Salut P'ublica (IBERESP), Ctra. de Cañet, s/n, 08916, Badalona, Spain |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Methodology and Computing in Applied Probability |d Springer US; http://www.springer-ny.com |g 17/4(2015-12-01), 951-962 |x 1387-5841 |q 17:4<951 |1 2015 |2 17 |o 11009 | ||