caa a22 4500 605519862 CHVBK 20210128100732.0 cr unu---uuuuu 210128e20151201xx s 000 0 eng 10.1007/s11009-014-9415-6 doi (NATIONALLICENCE)springer-10.1007/s11009-014-9415-6 Assessing the Importance of Risk Factors in Distance-Based Generalized Linear Models [Elektronische Daten] [Eva Boj, Teresa Costa, Josep Fortiana, Anna Esteve] 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. Springer Science+Business Media New York, 2014 Distance analyses nationallicence Nonlinear regression nationallicence Influence coefficients nationallicence Risk factors nationallicence Actuarial science nationallicence Boj Eva Departament de Matemàtica Econòmica, Financera i Actuarial, Universitat de Barcelona, Avinguda Diagonal 690, 08034, Barcelona, Spain aut Costa Teresa Departament de Matemàtica Econòmica, Financera i Actuarial, Universitat de Barcelona, Avinguda Diagonal 690, 08034, Barcelona, Spain aut Fortiana Josep Departament de Probabilitat, Lògica i Estadística, Universitat de Barcelona, Gran Via de les Corts Catalanes 595, 08007, Barcelona, Spain aut Esteve Anna 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 aut Methodology and Computing in Applied Probability Springer US; http://www.springer-ny.com 17/4(2015-12-01), 951-962 1387-5841 17:4<951 2015 17 11009 https://doi.org/10.1007/s11009-014-9415-6 text/html Onlinezugriff via DOI BK010053 XK010053 XK010000 Metadata rights reserved Springer special CC-BY-NC licence nationallicence 1 research-article jats NATIONALLICENCE NATIONALLICENCE NL-springer NATIONALLICENCE 856 40 https://doi.org/10.1007/s11009-014-9415-6 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Boj Eva Departament de Matemàtica Econòmica, Financera i Actuarial, Universitat de Barcelona, Avinguda Diagonal 690, 08034, Barcelona, Spain aut NATIONALLICENCE 700 1- Costa Teresa Departament de Matemàtica Econòmica, Financera i Actuarial, Universitat de Barcelona, Avinguda Diagonal 690, 08034, Barcelona, Spain aut NATIONALLICENCE 700 1- Fortiana Josep Departament de Probabilitat, Lògica i Estadística, Universitat de Barcelona, Gran Via de les Corts Catalanes 595, 08007, Barcelona, Spain aut NATIONALLICENCE 700 1- Esteve Anna 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 aut NATIONALLICENCE 773 0- Methodology and Computing in Applied Probability Springer US; http://www.springer-ny.com 17/4(2015-12-01), 951-962 1387-5841 17:4<951 2015 17 11009