Variable selection for optimal treatment decision

被引:108
作者
Lu, Wenbin [1 ]
Zhang, Hao Helen [1 ,3 ]
Zeng, Donglin [2 ]
机构
[1] N Carolina State Univ, Dept Stat, Raleigh, NC 27695 USA
[2] Univ N Carolina, Dept Biostat, Chapel Hill, NC USA
[3] Univ Arizona, Dept Math, Tucson, AZ USA
基金
美国国家科学基金会; 美国国家卫生研究院;
关键词
A-learning; optimal treatment strategy; personalized drugs; shrinkage method; variable selection; ADAPTIVE LASSO; DESIGN;
D O I
10.1177/0962280211428383
中图分类号
R19 [保健组织与事业(卫生事业管理)];
学科分类号
摘要
In decision-making on optimal treatment strategies, it is of great importance to identify variables that are involved in the decision rule, i.e. those interacting with the treatment. Effective variable selection helps to improve the prediction accuracy and enhance the interpretability of the decision rule. We propose a new penalized regression framework which can simultaneously estimate the optimal treatment strategy and identify important variables. The advantages of the new approach include: (i) it does not require the estimation of the baseline mean function of the response, which greatly improves the robustness of the estimator; (ii) the convenient loss-based framework makes it easier to adopt shrinkage methods for variable selection, which greatly facilitates implementation and statistical inferences for the estimator. The new procedure can be easily implemented by existing state-of-art software packages like LARS. Theoretical properties of the new estimator are studied. Its empirical performance is evaluated using simulation studies and further illustrated with an application to an AIDS clinical trial.
引用
收藏
页码:493 / 504
页数:12
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