School of Business Research > Jed Frees >  RegressionTSProject > StatCode

Regression Modeling with Actuarial and Financial Applications

 

Statistical Software Scripts

 

Here are some examples of code to show the analysis displayed in the text. The files below are text files although they may have different extensions according to statistical software packages they were written.  Thus, both the R and  SAS codes have the extension of ".txt". You may wish to save them with different extensions. Many users of R use the extension ".R" and many users of SAS use the extension ".sas".

 

 

 

 

Chapter

R

 SAS Excel
1 Regression and the Normal Distribution Chap1Rcode Chap1SAScode Chap1Excelcode

2 Basic Linear Regression

 Chap2Rcode Chap2SAScode  
3 Multiple Linear Regression Chap3Rcode Chap3SAScode  
4 Categorical Explanatory Variables Chap4Rcode Chap4SAScode  
5 Variable Selection Chap5Rcode Chap5SAScode  
6 Interpreting Regression Results Chap6Rcode Chap6SAScode  

7 Modeling Trends

     
8 Autocorrelations and Autoregressive Models      
9 Forecasting and Time Series Models      
10 Longitudinal and Panel Data Models      

11 Categorical Dependent Variables

 Chap11Rcode Chap11SAScode  
12 Count Dependent Variables Chap12Rcode Chap12SAScode  
13 Generalized Linear Models Chap13Rcode Chap13SAScode  
14 Mixed Linear Models and Bayesian Regression      
15 Survival Models      

16 Two-Part Models

      
17 Fat-Tail Regression      
18 Credibility and Bonus-Malus      
19 Claims Triangles Chap19Rcode Chap19SAScode  
20 Tables and Report Writing Chap20Rcode Chap20SAScode  
21 Graphs