We consider the problem of modeling association between continuous covariates and count tables. We propose a hierarchical model which takes into account the complex structure of interactions, imposes sparsity for covariate selection and allows for heterogeneity in the covariate effects through a subject specific regression and still it is computationally tractable. We illustrate the proposed approach through a simple example.
Small-area statistical estimation of claim risk
Fedele Greco
2022
Abstract
We consider the problem of modeling association between continuous covariates and count tables. We propose a hierarchical model which takes into account the complex structure of interactions, imposes sparsity for covariate selection and allows for heterogeneity in the covariate effects through a subject specific regression and still it is computationally tractable. We illustrate the proposed approach through a simple example.File in questo prodotto:
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