Abstract #300121

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JSM 2003 Abstract #300121
Activity Number: 232
Type: Topic Contributed
Date/Time: Tuesday, August 5, 2003 : 10:30 AM to 12:20 PM
Sponsor: Section on Health Policy Statistics
Abstract - #300121
Title: Estimating Marginal and Incremental Effects on Health Outcomes Using Flexible Link and Variance Function Models
Author(s): Anirban Basu*+ and Paul Rathouz
Companies: University of Chicago and University of Chicago
Address: 233 East Wacker Dr., Chicago, IL, 60601,
Keywords: estimating equations ; generalized linear models ; link function ; variance function ; marginal effects ; incremental effects
Abstract:

We propose an extension to the estimating equations in generalized linear models to estimate parameters in the link function and variance structure simultaneously with regression coefficients. Rather than focusing on the regression coefficients, the purpose of these models is consistent estimation of (i) the mean of the outcome as a function of a set of covariates, and (ii) the partial derivative of the mean function with respect to any covariate. This second parameter is often referred to as the marginal effect by econometricians. The proposed estimation algorithm not only helps to identify a correct link function and to suggest an underlying distribution for a specific application but also serves as a robust estimator when no specific distribution for the outcome measure can be identified. Using Monte-Carlo simulations, we show that the resulting parameter estimators are consistent. The method is illustrated with an analysis of inpatient expenditure data for the Hospitalist study.


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