I wrote a tutorial on using a Tweedie distribution for a GLM gamma model for cost data in R. Unlike Stata, R is very particular with zeroes when constructing GLM models. Hence, I opted to use the Tweedie distribution to mix and match the link function with the Gamma distribution. I settled on the identity link because it doesn’t involve retransformation and is each to interpret.
My tutorial is available on my RPubs site and GitHub site.