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RE: st: Confidence interval in natural units after GLM with log link
From
Cameron McIntosh <[email protected]>
To
STATA LIST <[email protected]>
Subject
RE: st: Confidence interval in natural units after GLM with log link
Date
Wed, 2 Nov 2011 13:59:17 -0400
Shehzad,
Please see:
Moran, J.L., Solomon, P.J., Peisach, A.R., & Martin, J. (2007). New models for old questions: Generalized linear models for cost prediction. Journal of Evaluation in Clinical Practice, 13(3), 381-389.
Baser, O. (2007). Modeling Transformed Health Care Cost with Unknown Heteroskedasticity. Applied Economics Research Bulletin, 1, 1-6. http://berkeleymath.com/Documents/retrans.pdf
Cam
> Date: Wed, 2 Nov 2011 17:50:10 +0000
> From: [email protected]
> Subject: st: Confidence interval in natural units after GLM with log link
> To: [email protected]
>
> Hi listers,
>
> I am using GLM model with log link and gamma family for cost data. Covariates include treatment variable (1 for new treatment, 0 for old). What would be the best way to obtain cost difference in natural scale, the confidence interval around it and the p-value? I understand one option is to predict costs for the two arms and take the difference and estimate the confidence interval by bootstrap method. Is there another way to do it (parametrically or non-parametrically)?
>
>
> Any advice would be appreciated.
>
> Thank you
> Shehzad
>
>
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