Estimating Optimal Dynamic Regimes: Correcting Bias under the Null: [Optimal dynamic regimes: bias correction].

Estimating Optimal Dynamic Regimes: Correcting Bias under the Null: [Optimal dynamic regimes: bias correction].
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DOI:
10.1111/j.1467-9469.2009.00661.x
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发表时间:
2009-09-22
期刊:
Scandinavian journal of statistics, theory and applications
影响因子:
--
通讯作者:
Richardson TS
Richardson TS
中科院分区:
其他
文献类型:
--
作者:
Moodie EE;Richardson TS

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动态治疗方案提供了一系列针对患者特定特征和结果量身定制的治疗方案。 2004 年,James Robins 提出使用结构嵌套均值模型进行 g 估计,以推断多区间试验中的最佳动态状态。该方法比传统参数方法具有明显的优势。 Robins 的 g 估计方法始终会产生一致的估计量,但在给定的结构嵌套均值模型下,对于处理和协变量的某些纵向分布,这些估计量可能会渐近偏差,称为异常法则。事实上,在没有治疗效果的零假设下,每个分布都构成了结构嵌套均值模型下的例外法则,该模型允许当前治疗与过去的治疗或协变量相互作用。本文解释了例外法则,并描述了一种新的 g 估计方法,我们称之为归零而不是插入 (ZIPI)。 ZIPI 提供了与非例外法则下的递归 g 估计器几乎相同的估计量,同时在决策规则参数不跨区间共享时,在例外法则下大幅减少了偏差。
A dynamic regime provides a sequence of treatments that are tailored to patient-specific characteristics and outcomes. In 2004 James Robins proposed g-estimation using structural nested mean models for making inference about the optimal dynamic regime in a multi-interval trial. The method provides clear advantages over traditional parametric approaches. Robins’ g-estimation method always yields consistent estimators, but these can be asymptotically biased under a given structural nested mean model for certain longitudinal distributions of the treatments and covariates, termed exceptional laws. In fact, under the null hypothesis of no treatment effect, every distribution constitutes an exceptional law under structural nested mean models which allow for interaction of current treatment with past treatments or covariates. This paper provides an explanation of exceptional laws and describes a new approach to g-estimation which we call Zeroing Instead of Plugging In (ZIPI). ZIPI provides nearly identical estimators to recursive g-estimators at non-exceptional laws while providing substantial reduction in the bias at an exceptional law when decision rule parameters are not shared across intervals.
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