RandHIE: RAND Health Insurance Experiment
In sampleSelection: Sample Selection Models
Description
Usage
Format
Source
References
Examples
Description
'The RAND Health Insurance Experiment (RAND HIE) was a comprehensive study
of health care cost, utilization and outcome in the United States.
It is the only randomized study of health insurance,
and the only study which can give definitive evidence as to the causal effects
of different health insurance plans.
[...]
Although the fieldwork of the study was conducted between 1974 and 1982,
the results are still highly relevant,
since RAND HIE is the only study which can make causal statements.'
(Wikipedia, RAND Health Insurance Experiment, https://en.wikipedia.org/w/index.php?title=RAND_Health_Insurance_Experiment&oldid=110166949, accessed April 8, 2007).
Usage
1
Format
This data frame contains the following columns:
- plan
HIE plan number.
- site
Participant's place of residence
when the participant was initially enrolled.
- coins
Coinsurance rate.
- tookphys
Took baseline physical.
- year
Study year.
- zper
Person identifier.
- black
1 if race of household head is black.
- income
Family income.
- xage
Age in years.
- female
1 if person is female.
- educdec
Education of household head in years.
- time
Time eligible during the year.
- outpdol
Outpatient expenses:
all covered outpatient medical services
excluding dental care, outpatient psychotherapy,
outpatient drugs or supplies.
- drugdol
Drug expenses:
all covered outpatient and dental drugs.
- suppdol
Supply expenses:
all covered outpatient supplies including dental.
- mentdol
Psychotherapy expenses:
all covered outpatient psychotherapy services including injections
excluding charges for visits in excess of 52 per year,
prescription drugs, and inpatient care.
- inpdol
Inpatient expenses:
all covered inpatient expenses in a hospital, mental hospital,
or nursing home,
excluding outpatient care and renal dialysis.
- meddol
Medical expenses:
all covered inpatient and outpatient services,
including drugs, supplies, and inpatient costs of newborns
excluding dental care and outpatient psychotherapy.
- totadm
Hospital admissions:
annual number of covered hospitalizations.
- inpmis
Incomplete Hospital Records:
missing inpatient records.
- mentvis
Psychotherapy visits:
indicates the annual number of outpatient visits for psychotherapy.
It includes billed visits only.
The limit was 52 covered visits per person per year.
The count includes an initial visit to a psychiatrist or psychologist.
- mdvis
Face-to-Face visits to physicians:
annual covered outpatient visits with physician providers
(excludes dental, psychotherapy, and
radiology/anesthesiology/pathology-only visits).
- notmdvis
Face-to-Face visits to nonphysicians:
annual covered outpatient visits with nonphysician providers
such as speech and physical therapists, chiropractors,
podiatrists, acupuncturists, Christian Science etc.
(excludes dental, healers, psychotherapy,
and radiology/anesthesiology/pathology-only visits).
- num
Family size.
- mhi
Mental health index.
- disea
Number of chronic diseases.
- physlm
Physical limitations.
- ghindx
General health index.
- mdeoff
Maximum expenditure offer.
- pioff
Participation incentive payment.
- child
1 if age is less than 18 years.
- fchild
female * child.
- lfam
log of num (family size).
- lpi
log of pioff (participation incentive payment).
- idp
1 if individual deductible plan.
- logc
log(coins+1).
- fmde
0 if idp=1,
ln(max(1,mdeoff/(0.01*coins))) otherwise.
- hlthg
1 if self-rated health is good
– baseline is excellent self-rated health.
- hlthf
1 if self-rated health is fair
– baseline is excellent self-rated health.
- hlthp
1 if self-rated health is poor
– baseline is excellent self-rated health.
- xghindx
ghindx (general healt index)
with imputations of missing values.
- linc
log of income (family income).
- lnum
log of num (family size).
- lnmeddol
log of meddol (medical expenses).
- binexp
1 if meddol > 0.
Source
Data sets of Cameron and Trivedi (2005),
http://cameron.econ.ucdavis.edu/mmabook/mmadata.html.
Additional information of variables
from Table 20.4 of Cameron and Trivedi (2005)
and from Newhouse (1999).
References
Cameron, A. C. and Trivedi, P. K. (2005)
Microeconometrics: Methods and Applications,
Cambridge University Press.
Newhouse, J. P. (1999)
RAND Health Insurance Experiment [in Metropolitan and Non-Metropolitan
Areas of the United States], 1974–1982,
ICPSR Inter-university Consortium for Political and Social Research,
Aggregated Claims Series,
Volume 1: Codebook for Fee-for-Service Annual Expenditures and Visit Counts,
ICPSR 6439.
Wikipedia, RAND Health Insurance Experiment,
https://en.wikipedia.org/wiki/RAND_Health_Insurance_Experiment.
Examples
1
2
3
4
5
6
7
8
9
10
11
12
## Cameron and Trivedi (2005): Section 16.6, page 553ff
data( RandHIE )
subsample <- RandHIE$year == 2 & !is.na( RandHIE$educdec )
selectEq <- binexp ~ logc + idp + lpi + fmde + physlm + disea +
hlthg + hlthf + hlthp + linc + lfam + educdec + xage + female +
child + fchild + black
outcomeEq <- lnmeddol ~ logc + idp + lpi + fmde + physlm + disea +
hlthg + hlthf + hlthp + linc + lfam + educdec + xage + female +
child + fchild + black
# ML estimation
cameron <- selection( selectEq, outcomeEq, data = RandHIE[ subsample, ] )
summary( cameron )
Example output
Loading required package: maxLik
Loading required package: miscTools
Please cite the 'maxLik' package as:
Henningsen, Arne and Toomet, Ott (2011). maxLik: A package for maximum likelihood estimation in R. Computational Statistics 26(3), 443-458. DOI 10.1007/s00180-010-0217-1.
If you have questions, suggestions, or comments regarding the 'maxLik' package, please use a forum or 'tracker' at maxLik's R-Forge site:
https://r-forge.r-project.org/projects/maxlik/
--------------------------------------------
Tobit 2 model (sample selection model)
Maximum Likelihood estimation
Newton-Raphson maximisation, 5 iterations
Return code 2: successive function values within tolerance limit
Log-Likelihood: -10170.11
5574 observations (1293 censored and 4281 observed)
38 free parameters (df = 5536)
Probit selection equation:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -0.2141574 0.1842169 -1.163 0.245071
logc -0.1068027 0.0264766 -4.034 5.56e-05 ***
idp -0.1087690 0.0509938 -2.133 0.032970 *
lpi 0.0294804 0.0086214 3.419 0.000632 ***
fmde 0.0007403 0.0158738 0.047 0.962805
physlm 0.2848256 0.0722656 3.941 8.20e-05 ***
disea 0.0210805 0.0034967 6.029 1.76e-09 ***
hlthg 0.0576901 0.0427990 1.348 0.177736
hlthf 0.2237238 0.0814547 2.747 0.006041 **
hlthp 0.7984291 0.2048087 3.898 9.80e-05 ***
linc 0.0553122 0.0166179 3.328 0.000879 ***
lfam -0.0312010 0.0402985 -0.774 0.438818
educdec 0.0314990 0.0074987 4.201 2.70e-05 ***
xage -0.0006072 0.0021064 -0.288 0.773138
female 0.4093059 0.0532548 7.686 1.79e-14 ***
child 0.0530643 0.0786326 0.675 0.499806
fchild -0.3953421 0.0783811 -5.044 4.71e-07 ***
black -0.5831049 0.0520534 -11.202 < 2e-16 ***
Outcome equation:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 2.107745 0.244228 8.630 < 2e-16 ***
logc -0.076024 0.033746 -2.253 0.02431 *
idp -0.149720 0.066138 -2.264 0.02363 *
lpi 0.014930 0.010502 1.422 0.15517
fmde -0.023522 0.019475 -1.208 0.22716
physlm 0.354863 0.075542 4.698 2.70e-06 ***
disea 0.028647 0.003797 7.544 5.28e-14 ***
hlthg 0.155917 0.052177 2.988 0.00282 **
hlthf 0.445122 0.095526 4.660 3.24e-06 ***
hlthp 0.998606 0.187879 5.315 1.11e-07 ***
linc 0.121401 0.023085 5.259 1.50e-07 ***
lfam -0.158302 0.049746 -3.182 0.00147 **
educdec 0.017595 0.009018 1.951 0.05110 .
xage 0.005738 0.002443 2.349 0.01886 *
female 0.550344 0.063331 8.690 < 2e-16 ***
child -0.197688 0.097398 -2.030 0.04244 *
fchild -0.565323 0.097529 -5.796 7.15e-09 ***
black -0.535868 0.074919 -7.153 9.62e-13 ***
Error terms:
Estimate Std. Error t value Pr(>|t|)
sigma 1.57005 0.02783 56.42 <2e-16 ***
rho 0.73560 0.03379 21.77 <2e-16 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
--------------------------------------------
sampleSelection documentation built on Jan. 13, 2021, 7:49 p.m.
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Description Usage Format Source References Examples
Description
'The RAND Health Insurance Experiment (RAND HIE) was a comprehensive study of health care cost, utilization and outcome in the United States. It is the only randomized study of health insurance, and the only study which can give definitive evidence as to the causal effects of different health insurance plans. [...] Although the fieldwork of the study was conducted between 1974 and 1982, the results are still highly relevant, since RAND HIE is the only study which can make causal statements.' (Wikipedia, RAND Health Insurance Experiment, https://en.wikipedia.org/w/index.php?title=RAND_Health_Insurance_Experiment&oldid=110166949, accessed April 8, 2007).
Usage
1 |
Format
This data frame contains the following columns:
- plan
HIE plan number.
- site
Participant's place of residence when the participant was initially enrolled.
- coins
Coinsurance rate.
- tookphys
Took baseline physical.
- year
Study year.
- zper
Person identifier.
- black
1 if race of household head is black.
- income
Family income.
- xage
Age in years.
- female
1 if person is female.
- educdec
Education of household head in years.
- time
Time eligible during the year.
- outpdol
Outpatient expenses: all covered outpatient medical services excluding dental care, outpatient psychotherapy, outpatient drugs or supplies.
- drugdol
Drug expenses: all covered outpatient and dental drugs.
- suppdol
Supply expenses: all covered outpatient supplies including dental.
- mentdol
Psychotherapy expenses: all covered outpatient psychotherapy services including injections excluding charges for visits in excess of 52 per year, prescription drugs, and inpatient care.
- inpdol
Inpatient expenses: all covered inpatient expenses in a hospital, mental hospital, or nursing home, excluding outpatient care and renal dialysis.
- meddol
Medical expenses: all covered inpatient and outpatient services, including drugs, supplies, and inpatient costs of newborns excluding dental care and outpatient psychotherapy.
- totadm
Hospital admissions: annual number of covered hospitalizations.
- inpmis
Incomplete Hospital Records: missing inpatient records.
- mentvis
Psychotherapy visits: indicates the annual number of outpatient visits for psychotherapy. It includes billed visits only. The limit was 52 covered visits per person per year. The count includes an initial visit to a psychiatrist or psychologist.
- mdvis
Face-to-Face visits to physicians: annual covered outpatient visits with physician providers (excludes dental, psychotherapy, and radiology/anesthesiology/pathology-only visits).
- notmdvis
Face-to-Face visits to nonphysicians: annual covered outpatient visits with nonphysician providers such as speech and physical therapists, chiropractors, podiatrists, acupuncturists, Christian Science etc. (excludes dental, healers, psychotherapy, and radiology/anesthesiology/pathology-only visits).
- num
Family size.
- mhi
Mental health index.
- disea
Number of chronic diseases.
- physlm
Physical limitations.
- ghindx
General health index.
- mdeoff
Maximum expenditure offer.
- pioff
Participation incentive payment.
- child
1 if age is less than 18 years.
- fchild
female * child.- lfam
log of
num(family size).- lpi
log of
pioff(participation incentive payment).- idp
1 if individual deductible plan.
- logc
log(coins+1).- fmde
0 if
idp=1,ln(max(1,mdeoff/(0.01*coins)))otherwise.- hlthg
1 if self-rated health is good – baseline is excellent self-rated health.
- hlthf
1 if self-rated health is fair – baseline is excellent self-rated health.
- hlthp
1 if self-rated health is poor – baseline is excellent self-rated health.
- xghindx
ghindx(general healt index) with imputations of missing values.- linc
log of
income(family income).- lnum
log of
num(family size).- lnmeddol
log of
meddol(medical expenses).- binexp
1 if
meddol> 0.
Source
Data sets of Cameron and Trivedi (2005), http://cameron.econ.ucdavis.edu/mmabook/mmadata.html.
Additional information of variables from Table 20.4 of Cameron and Trivedi (2005) and from Newhouse (1999).
References
Cameron, A. C. and Trivedi, P. K. (2005) Microeconometrics: Methods and Applications, Cambridge University Press.
Newhouse, J. P. (1999) RAND Health Insurance Experiment [in Metropolitan and Non-Metropolitan Areas of the United States], 1974–1982, ICPSR Inter-university Consortium for Political and Social Research, Aggregated Claims Series, Volume 1: Codebook for Fee-for-Service Annual Expenditures and Visit Counts, ICPSR 6439.
Wikipedia, RAND Health Insurance Experiment, https://en.wikipedia.org/wiki/RAND_Health_Insurance_Experiment.
Examples
1 2 3 4 5 6 7 8 9 10 11 12 | ## Cameron and Trivedi (2005): Section 16.6, page 553ff
data( RandHIE )
subsample <- RandHIE$year == 2 & !is.na( RandHIE$educdec )
selectEq <- binexp ~ logc + idp + lpi + fmde + physlm + disea +
hlthg + hlthf + hlthp + linc + lfam + educdec + xage + female +
child + fchild + black
outcomeEq <- lnmeddol ~ logc + idp + lpi + fmde + physlm + disea +
hlthg + hlthf + hlthp + linc + lfam + educdec + xage + female +
child + fchild + black
# ML estimation
cameron <- selection( selectEq, outcomeEq, data = RandHIE[ subsample, ] )
summary( cameron )
|
Example output
Loading required package: maxLik
Loading required package: miscTools
Please cite the 'maxLik' package as:
Henningsen, Arne and Toomet, Ott (2011). maxLik: A package for maximum likelihood estimation in R. Computational Statistics 26(3), 443-458. DOI 10.1007/s00180-010-0217-1.
If you have questions, suggestions, or comments regarding the 'maxLik' package, please use a forum or 'tracker' at maxLik's R-Forge site:
https://r-forge.r-project.org/projects/maxlik/
--------------------------------------------
Tobit 2 model (sample selection model)
Maximum Likelihood estimation
Newton-Raphson maximisation, 5 iterations
Return code 2: successive function values within tolerance limit
Log-Likelihood: -10170.11
5574 observations (1293 censored and 4281 observed)
38 free parameters (df = 5536)
Probit selection equation:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -0.2141574 0.1842169 -1.163 0.245071
logc -0.1068027 0.0264766 -4.034 5.56e-05 ***
idp -0.1087690 0.0509938 -2.133 0.032970 *
lpi 0.0294804 0.0086214 3.419 0.000632 ***
fmde 0.0007403 0.0158738 0.047 0.962805
physlm 0.2848256 0.0722656 3.941 8.20e-05 ***
disea 0.0210805 0.0034967 6.029 1.76e-09 ***
hlthg 0.0576901 0.0427990 1.348 0.177736
hlthf 0.2237238 0.0814547 2.747 0.006041 **
hlthp 0.7984291 0.2048087 3.898 9.80e-05 ***
linc 0.0553122 0.0166179 3.328 0.000879 ***
lfam -0.0312010 0.0402985 -0.774 0.438818
educdec 0.0314990 0.0074987 4.201 2.70e-05 ***
xage -0.0006072 0.0021064 -0.288 0.773138
female 0.4093059 0.0532548 7.686 1.79e-14 ***
child 0.0530643 0.0786326 0.675 0.499806
fchild -0.3953421 0.0783811 -5.044 4.71e-07 ***
black -0.5831049 0.0520534 -11.202 < 2e-16 ***
Outcome equation:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 2.107745 0.244228 8.630 < 2e-16 ***
logc -0.076024 0.033746 -2.253 0.02431 *
idp -0.149720 0.066138 -2.264 0.02363 *
lpi 0.014930 0.010502 1.422 0.15517
fmde -0.023522 0.019475 -1.208 0.22716
physlm 0.354863 0.075542 4.698 2.70e-06 ***
disea 0.028647 0.003797 7.544 5.28e-14 ***
hlthg 0.155917 0.052177 2.988 0.00282 **
hlthf 0.445122 0.095526 4.660 3.24e-06 ***
hlthp 0.998606 0.187879 5.315 1.11e-07 ***
linc 0.121401 0.023085 5.259 1.50e-07 ***
lfam -0.158302 0.049746 -3.182 0.00147 **
educdec 0.017595 0.009018 1.951 0.05110 .
xage 0.005738 0.002443 2.349 0.01886 *
female 0.550344 0.063331 8.690 < 2e-16 ***
child -0.197688 0.097398 -2.030 0.04244 *
fchild -0.565323 0.097529 -5.796 7.15e-09 ***
black -0.535868 0.074919 -7.153 9.62e-13 ***
Error terms:
Estimate Std. Error t value Pr(>|t|)
sigma 1.57005 0.02783 56.42 <2e-16 ***
rho 0.73560 0.03379 21.77 <2e-16 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
--------------------------------------------
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