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Smooth Quantile Ratio Estimation With Regression: Estimating Medical Expenditures For Smoking Attributable Diseases, Francesca Dominici, Scott L. Zeger
Smooth Quantile Ratio Estimation With Regression: Estimating Medical Expenditures For Smoking Attributable Diseases, Francesca Dominici, Scott L. Zeger
Johns Hopkins University, Dept. of Biostatistics Working Papers
In this paper we introduce a semi-parametric regression model for estimating the difference in the expected value of two positive and highly skewed random variables as a function of covariates. Our method extends Smooth Quantile Ratio Estimation (SQUARE), a novel estimator of the mean difference of two positive random variables, to a regression model.
The methodological development of this paper is motivated by a common problem in econometrics where we are interested in estimating the difference in the average expenditures between two populations, say with and without a disease, taking covariates into account. Let Y1 and Y2 be two positive …