A unifying switching regime regression framework with applications in health economics
提出一个灵活的切换机制回归框架，能处理多种分布形状和依赖结构，通过三个健康经济学案例展示其应用，并已集成到R包GJRM中。
Motivated by three health economics-related case studies, we propose a unifying and flexible regression modeling framework that involves regime switching.The proposal can handle the peculiar distributional shapes of the considered outcomes via a vast range of marginal distributions, allows for a wide variety of copula dependence structures and permits to specify all model parameters (including the dependence parameters) as flexible functions of covariate effects.The algorithm is based on a computationally efficient and stable penalized maximum likelihood estimation approach.The proposed modeling framework is employed in three applications in health economics, that use data from the Medical Expenditure Panel Survey, where novel patterns are uncovered.The framework has been incorporated in the R package GJRM, hence allowing users to fit the desired model(s) and produce easy-to-interpret numerical and visual summaries.