Predictive Analytics & Risk Modeling: For Insurance and Actuarial Science

Chapter 1.4: GLMs for Classification: Logistic Regression and Link Functions

Full edition

Binary and count targets, logit/probit/cloglog links and a logistic regression example on auto claims data.

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Free companion material for this chapter:

Datasets and R setup for this chapter

Install the packages used in this chapter (free, from CRAN):

install.packages(c("tidyverse", "ExamPAData", "caret"))

auto_claim: ExamPAData package: MIT license (CRAN). Source: https://cran.r-project.org/package=ExamPAData

install.packages("ExamPAData")
library(ExamPAData)
data(auto_claim)