Regret-Regression for Optimal Dynamic Treatment Regimes

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  2. Professor Robin Henderson
  3. Dr Philip Ansell
Author(s)Henderson R, Ansell PS, Alsibani D
Publication type Article
JournalBiometrics
Year2010
Volume66
Issue4
Pages1192-1201
ISSN (print)0006-341X
ISSN (electronic)1541-0420
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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.
PublisherWiley-Blackwell Publishing Ltd.
URLhttp://dx.doi.org/10.1111/j.1541-0420.2009.01368.x
DOI10.1111/j.1541-0420.2009.01368.x
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