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A robust approach for skewed and heavy-tailed outcomes in the analysis of health care expenditures

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  • Cantoni, Eva
  • Ronchetti, Elvezio

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  • Cantoni, Eva & Ronchetti, Elvezio, 2006. "A robust approach for skewed and heavy-tailed outcomes in the analysis of health care expenditures," Journal of Health Economics, Elsevier, vol. 25(2), pages 198-213, March.
    • Handle: RePEc:eee:jhecon:v:25:y:2006:i:2:p:198-213
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    1. Gilleskie, Donna B. & Mroz, Thomas A., 2004. "A flexible approach for estimating the effects of covariates on health expenditures," Journal of Health Economics, Elsevier, vol. 23(2), pages 391-418, March.
    2. Eva Cantoni & Joanna Mills Flemming & Elvezio Ronchetti, 2005. "Variable Selection for Marginal Longitudinal Generalized Linear Models," Biometrics, The International Biometric Society, vol. 61(2), pages 507-514, June.
    3. Manning, Willard G., 1998. "The logged dependent variable, heteroscedasticity, and the retransformation problem," Journal of Health Economics, Elsevier, vol. 17(3), pages 283-295, June.
    4. Mullahy, John, 1998. "Much ado about two: reconsidering retransformation and the two-part model in health econometrics," Journal of Health Economics, Elsevier, vol. 17(3), pages 247-281, June.
    5. John Mullahy, 1998. "Much Ado About Two: Reconsidering Retransformation and the Two-Part Model in Health Economics," NBER Technical Working Papers 0228, National Bureau of Economic Research, Inc.
    6. Andrew M. Jones, 2012. "health econometrics," The New Palgrave Dictionary of Economics,, Palgrave Macmillan.
    7. Cantoni E. & Ronchetti E., 2001. "Robust Inference for Generalized Linear Models," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1022-1030, September.
    8. Mullahy, John, 1997. "Heterogeneity, Excess Zeros, and the Structure of Count Data Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(3), pages 337-350, May-June.
    9. Duan, Naihua, et al, 1983. "A Comparison of Alternative Models for the Demand for Medical Care," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(2), pages 115-126, April.
    10. Blough, David K. & Madden, Carolyn W. & Hornbrook, Mark C., 1999. "Modeling risk using generalized linear models," Journal of Health Economics, Elsevier, vol. 18(2), pages 153-171, April.
    11. Mullahy, John, 1986. "Specification and testing of some modified count data models," Journal of Econometrics, Elsevier, vol. 33(3), pages 341-365, December.
    12. Krishnakumar, J. & Ronchetti, E., 1997. "Robust estimators for simultaneous equations models," Journal of Econometrics, Elsevier, vol. 78(2), pages 295-314, June.
    13. Manning, Willard G. & Mullahy, John, 2001. "Estimating log models: to transform or not to transform?," Journal of Health Economics, Elsevier, vol. 20(4), pages 461-494, July.
    14. A. J. Culyer & J. P. Newhouse (ed.), 2000. "Handbook of Health Economics," Handbook of Health Economics, Elsevier, edition 1, volume 1, number 1.
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    Cited by:

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    2. Bianco, Ana M. & Boente, Graciela & Rodrigues, Isabel M., 2013. "Robust tests in generalized linear models with missing responses," Computational Statistics & Data Analysis, Elsevier, vol. 65(C), pages 80-97.
    3. Flores, Gabriela & Ir, Por & Men, Chean R. & O’Donnell, Owen & van Doorslaer, Eddy, 2013. "Financial protection of patients through compensation of providers: The impact of Health Equity Funds in Cambodia," Journal of Health Economics, Elsevier, vol. 32(6), pages 1180-1193.
    4. Claudio Agostinelli & Ana M. Bianco & Graciela Boente, 2020. "Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(3), pages 855-893, June.
    5. Bianco, Ana M. & Boente, Graciela & Rodrigues, Isabel M., 2013. "Resistant estimators in Poisson and Gamma models with missing responses and an application to outlier detection," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 209-226.
    6. Gagnon, Philippe & Wang, Yuxi, 2024. "Robust heavy-tailed versions of generalized linear models with applications in actuarial science," Computational Statistics & Data Analysis, Elsevier, vol. 194(C).
    7. Courbage, Christophe & Rey, Béatrice, 2012. "Priority setting in health care and higher order degree change in risk," Journal of Health Economics, Elsevier, vol. 31(3), pages 484-489.
    8. Miron, Julien & Poilane, Benjamin & Cantoni, Eva, 2022. "Robust polytomous logistic regression," Computational Statistics & Data Analysis, Elsevier, vol. 176(C).
    9. William H. Aeberhard & Eva Cantoni & Stephane Heritier, 2014. "Robust inference in the negative binomial regression model with an application to falls data," Biometrics, The International Biometric Society, vol. 70(4), pages 920-931, December.
    10. Theodoros Mantopoulos & Paul M. Mitchell & Nicky J. Welton & Richard McManus & Lazaros Andronis, 2016. "Choice of statistical model for cost-effectiveness analysis and covariate adjustment: empirical application of prominent models and assessment of their results," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 17(8), pages 927-938, November.
    11. Carsten Colombier, 2018. "Population ageing in healthcare – a minor issue? Evidence from Switzerland," Applied Economics, Taylor & Francis Journals, vol. 50(15), pages 1746-1760, March.
    12. Jones, A.M, 2010. "Models For Health Care," Health, Econometrics and Data Group (HEDG) Working Papers 10/01, HEDG, c/o Department of Economics, University of York.
    13. P Alquier & M Gerber, 2024. "Universal robust regression via maximum mean discrepancy," Biometrika, Biometrika Trust, vol. 111(1), pages 71-92.
    14. Lee, Donghwan & Lee, Youngjo & Paik, Myunghee Cho & Kenward, Michael G., 2013. "Robust inference using hierarchical likelihood approach for heavy-tailed longitudinal outcomes with missing data: An alternative to inverse probability weighted generalized estimating equations," Computational Statistics & Data Analysis, Elsevier, vol. 59(C), pages 171-179.
    15. Kelly, Mark & Kuhn, Michael, 2022. "Congestion in a public health service: A macro approach," Journal of Macroeconomics, Elsevier, vol. 74(C).
    16. Borislava Mihaylova & Andrew Briggs & Anthony O'Hagan & Simon G. Thompson, 2011. "Review of statistical methods for analysing healthcare resources and costs," Health Economics, John Wiley & Sons, Ltd., vol. 20(8), pages 897-916, August.
    17. Graciela Boente & Daniela Rodriguez & Pablo Vena, 2020. "Robust estimators in a generalized partly linear regression model under monotony constraints," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(1), pages 50-89, March.
    18. Manos Matsaganis & Theodore Mitrakos & Panos Tsakloglou, 2008. "Modelling Household Expenditure on Health Care in Greece," Working Papers 68, Bank of Greece.

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