The purpose of this site is to support the book, Frees (2009), “Regression Modeling for Actuarial and Financial Applications”.
With so much here on active learning, you might wonder what is in the book that cannot be gotten from this site. So, let me summarize book resources that are not on the site.
Book Chapters Not Included in this Site
- 9. Forecasting and Time Series Models
- 10. Longitudinal and Panel Data Models
- 14. Survival Models
- 15. Miscellaneous Regression Topics
- 16. Frequency-Severity Models
- 17. Fat-Tailed Regression Models
- 18. Credbility and Bonus-Malus
- 19. Claims Triangles
- 20. Report Writing: Communicating Data Analysis Results
- 21. Designing Effective Graphs
- Appendices on:
- Basic Statistical Inference
- Matrix Algebra
- Probability Tables
- Book Index
Book Resources Available on this Site
To give the viewer a flavor of the approach, the site includes all of the first two chapters:
- 1. Regression and the Normal Distribution
- 2. Basic Linear Regression
For the other chapters, only the first two (web) pages are available to the public. The remaining part of each chapter is password protected. Cambridge University Press owns the publishing rights to this material and so it cannot be made publicly available for free at this time. If you have a copy of the book and are interested in viewing this online material, you can write Jed at jfrees@bus.wisc.edu. These chapters are:
- 3. Multiple Linear Regression – I
- 4. Multiple Linear Regression – II
- 5. Variable Selection
- 6. Interpreting Regression Results
- 7. Modeling Trends
- 8. Autocorrelations and Autoregressive Models
- 11. Categorical Dependent Variables
- 12. Count Dependent Variables
- 13. Generalized Linear Models