机构:
N Carolina State Univ, Dept Stat, Raleigh, NC 27695 USAN Carolina State Univ, Dept Stat, Raleigh, NC 27695 USA
Lu, Wenbin
[1
]
Zhang, Hao Helen
论文数: 0引用数: 0
h-index: 0
机构:
N Carolina State Univ, Dept Stat, Raleigh, NC 27695 USA
Univ Arizona, Dept Math, Tucson, AZ USAN Carolina State Univ, Dept Stat, Raleigh, NC 27695 USA
Zhang, Hao Helen
[1
,3
]
Zeng, Donglin
论文数: 0引用数: 0
h-index: 0
机构:
Univ N Carolina, Dept Biostat, Chapel Hill, NC USAN Carolina State Univ, Dept Stat, Raleigh, NC 27695 USA
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
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.
机构:
SW Oncol Grp, Tucson, AZ USA
Cleveland Clin, Pathol & Lab Med Inst, Cleveland, OH 44106 USANCI, Metab Branch, Ctr Canc Res, NIH, Bethesda, MD 20892 USA
Tubbs, R. R.
;
Fisher, R. I.
论文数: 0引用数: 0
h-index: 0
机构:
SW Oncol Grp, Tucson, AZ USA
Univ Rochester, Sch Med, James P Wilmot Canc Ctr, Rochester, NY USANCI, Metab Branch, Ctr Canc Res, NIH, Bethesda, MD 20892 USA
机构:
SW Oncol Grp, Tucson, AZ USA
Cleveland Clin, Pathol & Lab Med Inst, Cleveland, OH 44106 USANCI, Metab Branch, Ctr Canc Res, NIH, Bethesda, MD 20892 USA
Tubbs, R. R.
;
Fisher, R. I.
论文数: 0引用数: 0
h-index: 0
机构:
SW Oncol Grp, Tucson, AZ USA
Univ Rochester, Sch Med, James P Wilmot Canc Ctr, Rochester, NY USANCI, Metab Branch, Ctr Canc Res, NIH, Bethesda, MD 20892 USA