Estimating the retransformed mean in a heteroscedastic two-part model
Two distribution-free estimators are proposed to estimate the mean of a dependent variable after fitting a semiparametric two-part heteroscedastic regression model to a transformation of the dependent variable. We show that the proposed estimators are consistent and have asymptotic normal distributions. We also compare their finite-sample performance in a simulation study. Finally, we illustrate the proposed methods in a real-world example of predicting in-patient health care costs.
|Collections||ANU Research Publications|
|Source:||Journal of Statistical Planning and Inference|
|01_Welsh_Estimating_the_retransformed_2006.pdf||194.88 kB||Adobe PDF||Request a copy|
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