Quantile-Optimal Treatment Regimes.

Quantile-Optimal Treatment Regimes.
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DOI:
10.1080/01621459.2017.1330204
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发表时间:
2018
影响因子:
3.7
通讯作者:
Sherwood B
Sherwood B
中科院分区:
数学1区
文献类型:
--
作者:
Wang L;Zhou Y;Song R;Sherwood B

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根据个体特征寻找最佳治疗方案(或一系列序贯治疗方案)在精准医疗、政府政策和积极的劳动力市场干预等领域具有重要应用。在目前的文献中,最佳治疗方案通常被定义为使潜在人群的平均效益最大化的方案。本文研究了一个估计分位数最优治疗方案的一般框架,这在许多实际应用中具有重要意义。给定一组治疗方案,我们考虑了分位数最优治疗方案的稳健估计,这不需要分析师指定结果回归模型。我们提出了一种替代配方的估计作为一个估计的滋扰参数的优化问题的解决方案。这种新的表示使我们能够调查的渐近理论的估计最佳治疗方案,使用经验的过程技术。我们推导出涉及非标准收敛速度和非正态极限分布的理论。同样的非标准收敛速度也会发生,如果平均最优性准则的应用,但这还没有被研究。因此,我们的研究结果填补了一个重要的理论空白,一般类的政策搜索方法在文献中。本文研究了静态和动态治疗方案。此外,还研究了基于基尼均值差或加权分位数的双抗差估计和替代最优性准则。数值模拟表明所提出的估计器的性能。来自HIV+患者的试验的数据示例用于说明应用。
Finding the optimal treatment regime (or a series of sequential treatment regimes) based on individual characteristics has important applications in areas such as precision medicine, government policies and active labor market interventions. In the current literature, the optimal treatment regime is usually defined as the one that maximizes the average benefit in the potential population. This paper studies a general framework for estimating the quantile-optimal treatment regime, which is of importance in many real-world applications. Given a collection of treatment regimes, we consider robust estimation of the quantile-optimal treatment regime, which does not require the analyst to specify an outcome regression model. We propose an alternative formulation of the estimator as a solution of an optimization problem with an estimated nuisance parameter. This novel representation allows us to investigate the asymptotic theory of the estimated optimal treatment regime using empirical process techniques. We derive theory involving a nonstandard convergence rate and a non-normal limiting distribution. The same nonstandard convergence rate would also occur if the mean optimality criterion is applied, but this has not been studied. Thus, our results fill an important theoretical gap for a general class of policy search methods in the literature. The paper investigates both static and dynamic treatment regimes. In addition, doubly robust estimation and alternative optimality criterion such as that based on Gini’s mean difference or weighted quantiles are investigated. Numerical simulations demonstrate the performance of the proposed estimator. A data example from a trial in HIV+ patients is used to illustrate the application.
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