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Regret-Regression for Optimal Dynamic Treatment Regimes

Lookup NU author(s): Professor Robin Henderson, Dr Phil Ansell


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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.

Publication metadata

Author(s): Henderson R, Ansell PS, Alsibani D

Publication type: Article

Publication status: Published

Journal: Biometrics

Year: 2010

Volume: 66

Issue: 4

Pages: 1192-1201

Print publication date: 01/12/2010

ISSN (print): 0006-341X

ISSN (electronic): 1541-0420

Publisher: Wiley-Blackwell Publishing Ltd.


DOI: 10.1111/j.1541-0420.2009.01368.x


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