Discrete change in both inflation and decay parameters.


Discrete change in both inflation and decay parameters.

Author
Message
bermyluv
Forum Newbie
Forum Newbie (2 reputation)Forum Newbie (2 reputation)Forum Newbie (2 reputation)Forum Newbie (2 reputation)Forum Newbie (2 reputation)Forum Newbie (2 reputation)Forum Newbie (2 reputation)Forum Newbie (2 reputation)Forum Newbie (2 reputation)

Group: Forum Members
Posts: 2, Visits: 5
I am regressing real loss triangles and would like to examine the possibility of discrete changes in both the inflation and decay parameters. I am not quite sure how this model should be set up.
Option 1: 2 independent dummy regressors, each interacting with only 1 of the quantitative explanatory variables.
Option 2: 3 dummy regressors representing 4 mutually exclusive domains, 2 of which interact respectively with 1 or the other of the quantitative explanatory variables and the 3rd of which interacts with both.
GO
Merge Selected
Merge into selected topic...



Merge into merge target...



Merge into a specific topic ID...





Reading This Topic


Login
Existing Account
Email Address:


Password:


Social Logins

  • Login with twitter
  • Login with twitter
Select a Forum....











































































































































































































































Neas-Seminars

Search