JSM 2011 Online Program

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Abstract Details

Activity Number: 388
Type: Invited
Date/Time: Tuesday, August 2, 2011 : 2:00 PM to 3:50 PM
Sponsor: WNAR
Abstract - #300053
Title: Regret Regression for Optimal Dynamic Treatment Regimes
Author(s): Robin Henderson*+
Companies: Newcastle University
Address: , , International, , United Kingdom
Keywords: Anticoagulation ; Causal inference ; Path analysis ; Diagnostics ; Dynamic treatment

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. The work is motivated by an application on long term treatment with anticoagulants, where optimal doses vary not just between people but also over time within subjects in response to short or long term changes in lifestyle. We propose a modelling and estimation strategy which incorporates the regret functions of Murphy (2003) into a regression model for observed responses, in a similar but more general manner to that proposed by Almirall et al (2009). 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, with emphasis on diagnostics, including wild bootstrap goodness-of-fit tests which do not require identically distributed observations.

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