Interpreting ESTIMATE using PROC GLIMMIX with a Tweedie or Poisson/Gamma mixed distribution

[GoFishing]

Hello, All,

I have monthly claims data with 27% having zero value, and some monthly values exceeding $1M. Members can have 12 months of data. As a repeated measure, I'm using GLIMMIX to predict the monthly value where, in a data step to prepare the data, I'm using the statement:

if COST = 0 then dist = "POISSON"; else dist = "GAMMA";

This simulates a Tweedie distribution.

Then in the model, I have:

proc glimmix data = DSN method = quad;
class month  dist  plan;
model COST = month plan / solution  DIST=byobs(dist) ;
random intercept / subject = member TYPE = Toeplitz ;
estimate "Plan vs No Plan" intercept 1  plan 0 1 / E ilink;
estimate "Month 1: Plan vs no plan" intercept 1  month 1 0 0 0 0 0 0 0 0 0 0 0 0 0 plan 0 1 / E ilink;
run; title1;

E and ILINK provides me with a mean estimate but it is not in scale of the COST. What is the back transformation from the estimated mean to recover the actual cost?

Thanks.

[Ksharp]

Try not use ilink.

estimate "Plan vs No Plan" intercept 1  plan 0 1 ;

or try lsmeans
lsmeans plan/ilink diff exp cl;

[GoFishing]

I switched EXP for EST in the LSMEANS statement and it worked. Thanks for the tip.