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

Cantoni, Eva ; Ronchetti, Elvezio

In: Journal of Health Economics, 2006, vol. 25, no. 2, p. 198-213

In this paper robust statistical procedures are presented for the analysis of skewed and heavy-tailed outcomes as they typically occur in health care data. The new estimators and test statistics are extensions of classical maximum likelihood techniques for generalized linear models. In contrast to their classical counterparts, the new robust techniques show lower variability and excellent...