Non-Parametric Heteroscedastic Transformation Regression Models for Skewed Data With an Application to Health Care Costs
偏态数据的非参数异方差变换回归模型及医疗费用应用
Summary We develop a new non-parametric heteroscedastic transformation regression model for predicting the expected value of the outcome of a patient with given patient's covariates when the distribution of the outcome is highly skewed with a heteroscedastic variance. In our model, we allow both the transformation function and the error distribution function to be unknown. We show that under some regularity conditions the estimators for regression parameters, the expected…