Regret-Regression for Optimal Dynamic Treatment Regimes
Article first published online: 9 DEC 2009
© 2009, The International Biometric Society
Volume 66, Issue 4, pages 1192–1201, December 2010
How to Cite
Henderson, R., Ansell, P. and Alshibani, D. (2010), Regret-Regression for Optimal Dynamic Treatment Regimes. Biometrics, 66: 1192–1201. doi: 10.1111/j.1541-0420.2009.01368.x
- Issue published online: 9 DEC 2009
- Article first published online: 9 DEC 2009
- Received April 2009. Revised September 2009. Accepted October 2009.
- Causal inference;
- Dynamic treatment regimes;
- Path analysis
Summary We consider optimal dynamic treatment regime determination in practice. Model building, checking, and comparison have had little or no attention so far in this literature. Motivated by an application on optimal dosage of anticoagulants, we propose a modeling and estimation strategy that incorporates the regret functions of Murphy (2003, Journal of the Royal Statistical Society, Series B 65, 331–366) into a regression model for observed responses. Estimation is quick and diagnostics are available, meaning a variety of candidate models can be compared. The method is illustrated using simulation and the anticoagulation application.