Over the last decade the use of generalized linear models (GLMs) in modelling actuarial data received a lot of attention, starting from the actuarial illustrations in the standard text by McCullagh & Nelder (1989). Standard GLMs however model a sample of independent random variables. Since actuaries very often have repeated measurements or longitudinal data (i.e. repeated measurements over time...

pedigree information of 3972 holstein cows and bulls, from 1961 to 2008, was used to calculate inbreeding coefficients and their effects on production traits and subclinical mastitis of dairy farm cows inazerbaijan province,iran. inbreeding was included in a linear mixed model as a class variable. data were analyzed using the proc mixed of sas by mivque method. results showed that average inbre...

Generalized linear models (GLMs) represent a class of fixed effects regression models for several types of dependent variables (i.e., continuous, dichotomous, counts). McCullagh and Nelder [32] describe these in great detail and indicate that the term ‘generalized linear model’ is due to Nelder and Wedderburn [35] who described how a collection of seemingly disparate statistical techniques coul...

Repeated measures analyses in the SAS GLM procedure involve the traditional univariate and multivariate approaches. The SAS MIXED procedure employs a more general covariance structure approach. This paper compares the two procedures and helps you understand their methodologies. A numerical example illustrates many of the key similarities and differences.

The statistics of generalized F tests are quotients of linear combinations of independent chi-squares. Given a parameter, θ, for which we have a quadratic unbiased estimator, θ̃, the test statistic, for the hypothesis of nullity of that parameter, is the quotient of the positive part by the negative part of such estimator. Using generalized polar coordinates it is possible to obtain selective ge...

We consider Simultaneous Balancing and Scheduling of Flexible Mixed Model Assembly Lines with Sequence-Dependent Setup Times (SBSFMMAL-SDST). We propose alternate Mixed Integer Programming (MIP) and Constraint Programming (CP) formulations. Our experiments show that while the MIP models could not solve relatively small instances, the CP approach seems more promising.

closed-loop supply chain network design is a critical issue due to its impact on both economic and environmental performances of the supply chain. in this paper, we address the problem of designing a multi-echelon, multi-product and capacitated closed-loop supply chain network. first, a mixed-integer linear programming formulation is developed to maximize the total profit. the main contribution...