Fitting a Gamma Regression to Car Insurance Claims (Generalized Linear Models)

A generalized linear model can be used to fit a Gamma regression for the analysis of positive range data. For example, a dataset presented and analyzed elsewhere ¹ concerns damage claims for cars. The average claim amount can be modeled as having a gamma distribution, using an inverse link function to relate the mean of the dependent variable to a linear combination of the predictors. In order to account for the varying number of claims used to compute the average claim amounts, you specify Number of claims as the scaling weight.

This example uses the data file car_insurance_claims.sav. See the topic Sample Files for more information.

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