广义线性模型研究及其在机动车辆保险中的应用-概率论与数理统计专业论文.docxVIP

万 万方数据 四川师范大学硕士学位论文 H ABSTR ABSTR ACT Generalized Linear Model Research and Its Application for 眙乃icle Insurance Major：Probability and Mathematical Statistics Master：Lijing Zhang Supervisor：Ling Zhao Abstract：Generalized linear model has the important influence on the regression model in the application of statistics．It has a lot of good properties which the classical linear regression model does not have．Many researchers have studied generalized linear model．Therefore the generalized linear model is widely applied tO the specific problems． In this thesis，the main research contents about the generalized linear model include four parts．First，we introduce the basic concepts of the generalized linear model in detail，list sever- al kinds of common generalized linear models and point out the advantages of the generalized linear model through the comparison of generalized linear model and classical regression mod’ e1．Secondly，we study the tWO parameter estimation methods of the generalized linear model： maximum likelihood estimation and two．parameter estimation．According tO their theoretical formulas，we compare these two methods．And then，we introduce several kinds of hypothesis testing methods which are commonly used in the generalized linear model．Finally，we apply the generalized linear model in the motor vehicle insurance．The parameters in the generalized linear model are estimated by maximum likelihood estimation and two—parameter estimation respectively．According tO the Wald statistic，we eliminate tWO variables which are not sig’ nificant．And the parameters are estimated again．The two—parameter estimation obtains the better test result than maximum likelihood estimation，which illustrates that the two—parameter estimation overcomes the effect of multi．collinearity tO a certain extent．Therefore，we should choose the two—parameter estimation for the estimating the parameters in the generalized linear model． There are two contributions of our thesis．The first contribution