Two distribution free estimators are proposed to estimate the mean of a dependent variable after fitting a semiparametric two-part heteroscedastic regression model to a transformation of the dependent variable. We show that the proposed estimators are consistent and have asymptotic normal distributions. We also compare their finite-sample performance in a simulation study. Finally, we illustrate the proposed methods in a real-world example of predicting in-patient health care costs.
Health Services Research | Statistical Methodology | Statistical Models | Statistical Theory
Welsh, Alan H. and Zhou, Xiao-Hua, "Estimating the Retransformed Mean in a Heteroscedastic Two-Part Model" (September 2004). UW Biostatistics Working Paper Series. Working Paper 215.