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Marginalized Two Part Models for Generalized Gamma Family of Distributions

2015/11/18 by Delia Voronca, Mulugeta Gebregziabher, Voronca, Delia C. +7
Mathematics · #Advanced Statistical Methods and Models #FOS: Computer and information sciences #Methodology (stat.ME) #Statistical Distribution Estimation and Applications #Statistical Methods and Bayesian Inference

paper · pdf · doi:10.48550/arxiv.1511.05629

openalex publication_date 2015/11/18 · openalex created_date 2016/06/24 · openalex updated_date 2026/07/28

Abstract

Positive continuous outcomes with a point mass at zero are prevalent in biomedical research. To model the point mass at zero and to provide marginalized covariate effect estimates, marginalized two part models (MTP) have been developed for outcomes with lognormal and log skew normal distributions. In this paper, we propose MTP models for outcomes from a generalized gamma (GG) family of distributions. In the proposed MTP-GG model, the conditional mean from a two-part model with a three-parameter GG distribution is parameterized to provide regression coefficients that have marginal interpretation. MTP-gamma and MTP-Weibull are developed as special cases of MTP-GG. We derive marginal covariate effect estimators from each model and through simulations assess their finite sample operating characteristics in terms of bias, standard errors, 95% coverage, and rate of convergence. We illustrate the models using data sets from The Medical Expenditure Survey (MEPS) and from a randomized trial of addictive disorders and we provide SAS code for implementation. The simulation results show that when the response distribution is unknown or mis-specified, which is usually the case in real data sets, the MTP-GG is preferable over other models.

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