Concordance-assisted learning for estimating optimal individualized treatment regimes

doi:10.1111/rssb.12230

CORC > 上海财经大学 > 上海财经大学

	Concordance-assisted learning for estimating optimal individualized treatment regimes
	Fan, Caiyun 1; Lu, Wenbin 2; Song, Rui 2; Zhou, Yong 3,4
刊名	JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
	2017-11
卷号	79 期号:5 页码:1565-1582
关键词	Concordance Optimal treatment regime Propensity score Rank estimation Value function
ISSN号	1369-7412
DOI	10.1111/rssb.12230
英文摘要	We propose new concordance-assisted learning for estimating optimal individualized treatment regimes. We first introduce a type of concordance function for prescribing treatment and propose a robust rank regression method for estimating the concordance function. We then find treatment regimes, up to a threshold, to maximize the concordance function, named the prescriptive index. Finally, within the class of treatment regimes that maximize the concordance function, we find the optimal threshold to maximize the value function. We establish the rate of convergence and asymptotic normality of the proposed estimator for parameters in the prescriptive index. An induced smoothing method is developed to estimate the asymptotic variance of the estimator. We also establish the n1/3-consistency of the estimated optimal threshold and its limiting distribution. In addition, a doubly robust estimator of parameters in the prescriptive index is developed under a class of monotonic index models. The practical use and effectiveness of the methodology proposed are demonstrated by simulation studies and an application to an acquired immune deficiency syndrome data set.
WOS研究方向	Mathematics
语种	英语
出版者	WILEY
WOS记录号	WOS:000413946300011
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/864]
专题	上海财经大学
通讯作者	Lu, Wenbin
作者单位	1.Shanghai Univ Int Business & Econ, Shanghai, Peoples R China; 2.North Carolina State Univ, Raleigh, NC 27695 USA; 3.Shanghai Univ Finance & Econ, Beijing, Peoples R China; 4.Chinese Acad Sci, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Fan, Caiyun,Lu, Wenbin,Song, Rui,et al. Concordance-assisted learning for estimating optimal individualized treatment regimes[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY,2017,79(5):1565-1582.
APA	Fan, Caiyun,Lu, Wenbin,Song, Rui,&Zhou, Yong.(2017).Concordance-assisted learning for estimating optimal individualized treatment regimes.JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY,79(5),1565-1582.
MLA	Fan, Caiyun,et al."Concordance-assisted learning for estimating optimal individualized treatment regimes".JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY 79.5(2017):1565-1582.