IDEAS home Printed from https://ideas.repec.org/a/taf/jnlasa/v112y2017i518p638-649.html
   My bibliography  Save this article

Interactive -Learning for Quantiles

Author

Listed:
  • Kristin A. Linn
  • Eric B. Laber
  • Leonard A. Stefanski

Abstract

A dynamic treatment regime is a sequence of decision rules, each of which recommends treatment based on features of patient medical history such as past treatments and outcomes. Existing methods for estimating optimal dynamic treatment regimes from data optimize the mean of a response variable. However, the mean may not always be the most appropriate summary of performance. We derive estimators of decision rules for optimizing probabilities and quantiles computed with respect to the response distribution for two-stage, binary treatment settings. This enables estimation of dynamic treatment regimes that optimize the cumulative distribution function of the response at a prespecified point or a prespecified quantile of the response distribution such as the median. The proposed methods perform favorably in simulation experiments. We illustrate our approach with data from a sequentially randomized trial where the primary outcome is remission of depression symptoms. Supplementary materials for this article are available online.

Suggested Citation

  • Kristin A. Linn & Eric B. Laber & Leonard A. Stefanski, 2017. "Interactive -Learning for Quantiles," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(518), pages 638-649, April.
    • Handle: RePEc:taf:jnlasa:v:112:y:2017:i:518:p:638-649
    DOI: 10.1080/01621459.2016.1155993
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/01621459.2016.1155993
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/01621459.2016.1155993?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Baqun Zhang & Anastasios A. Tsiatis & Eric B. Laber & Marie Davidian, 2012. "A Robust Method for Estimating Optimal Treatment Regimes," Biometrics, The International Biometric Society, vol. 68(4), pages 1010-1018, December.
    2. van der Laan Mark J. & Petersen Maya L, 2007. "Causal Effect Models for Realistic Individualized Treatment and Intention to Treat Rules," The International Journal of Biostatistics, De Gruyter, vol. 3(1), pages 1-55, March.
    3. S. A. Murphy, 2003. "Optimal dynamic treatment regimes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(2), pages 331-355, May.
    4. Baqun Zhang & Anastasios A. Tsiatis & Eric B. Laber & Marie Davidian, 2013. "Robust estimation of optimal dynamic treatment regimes for sequential treatment decisions," Biometrika, Biometrika Trust, vol. 100(3), pages 681-694.
    5. Chaeryon Kang & Holly Janes & Ying Huang, 2014. "Combining biomarkers to optimize patient treatment recommendations," Biometrics, The International Biometric Society, vol. 70(3), pages 695-707, September.
    6. Ying-Qi Zhao & Donglin Zeng & Eric B. Laber & Michael R. Kosorok, 2015. "New Statistical Learning Methods for Estimating Optimal Dynamic Treatment Regimes," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(510), pages 583-598, June.
    7. Eric B. Laber & Daniel J. Lizotte & Bradley Ferguson, 2014. "Set-valued dynamic treatment regimes for competing outcomes," Biometrics, The International Biometric Society, vol. 70(1), pages 53-61, March.
    8. van der Laan Mark J. & Petersen Maya L & Joffe Marshall M, 2005. "History-Adjusted Marginal Structural Models and Statically-Optimal Dynamic Treatment Regimens," The International Journal of Biostatistics, De Gruyter, vol. 1(1), pages 1-41, November.
    9. Erica E. M. Moodie & Thomas S. Richardson, 2010. "Estimating Optimal Dynamic Regimes: Correcting Bias under the Null," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(1), pages 126-146, March.
    10. Yingqi Zhao & Donglin Zeng & A. John Rush & Michael R. Kosorok, 2012. "Estimating Individualized Treatment Rules Using Outcome Weighted Learning," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(499), pages 1106-1118, September.
    11. P. W. Lavori & R. Dawson, 2000. "A design for testing clinical strategies: biased adaptive within‐subject randomization," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 163(1), pages 29-38.
    12. Petersen Maya & Schwab Joshua & Gruber Susan & Blaser Nello & Schomaker Michael & van der Laan Mark, 2014. "Targeted Maximum Likelihood Estimation for Dynamic and Static Longitudinal Marginal Structural Working Models," Journal of Causal Inference, De Gruyter, vol. 2(2), pages 147-185, September.
    13. Chaeryon Kang & Holly Janes & Ying Huang, 2014. "Rejoinder: Combining biomarkers to optimize patient treatment recommendations," Biometrics, The International Biometric Society, vol. 70(3), pages 719-720, September.
    14. Eric B. Laber & Kristin A. Linn & Leonard A. Stefanski, 2014. "Interactive model building for Q-learning," Biometrika, Biometrika Trust, vol. 101(4), pages 831-847.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Qian Guan & Eric B. Laber & Brian J. Reich, 2016. "Comment," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(515), pages 936-942, July.
    2. Zhen Li & Jie Chen & Eric Laber & Fang Liu & Richard Baumgartner, 2023. "Optimal Treatment Regimes: A Review and Empirical Comparison," International Statistical Review, International Statistical Institute, vol. 91(3), pages 427-463, December.
    3. Xin Qiu & Donglin Zeng & Yuanjia Wang, 2018. "Estimation and evaluation of linear individualized treatment rules to guarantee performance," Biometrics, The International Biometric Society, vol. 74(2), pages 517-528, June.
    4. Ruoqing Zhu & Ying-Qi Zhao & Guanhua Chen & Shuangge Ma & Hongyu Zhao, 2017. "Greedy outcome weighted tree learning of optimal personalized treatment rules," Biometrics, The International Biometric Society, vol. 73(2), pages 391-400, June.
    5. Baqun Zhang & Min Zhang, 2018. "C‐learning: A new classification framework to estimate optimal dynamic treatment regimes," Biometrics, The International Biometric Society, vol. 74(3), pages 891-899, September.
    6. Michael P. Wallace & Erica E. M. Moodie, 2015. "Doubly‐robust dynamic treatment regimen estimation via weighted least squares," Biometrics, The International Biometric Society, vol. 71(3), pages 636-644, September.
    7. Hyung Park & Eva Petkova & Thaddeus Tarpey & R. Todd Ogden, 2021. "A constrained single‐index regression for estimating interactions between a treatment and covariates," Biometrics, The International Biometric Society, vol. 77(2), pages 506-518, June.
    8. Q. Clairon & R. Henderson & N. J. Young & E. D. Wilson & C. J. Taylor, 2021. "Adaptive treatment and robust control," Biometrics, The International Biometric Society, vol. 77(1), pages 223-236, March.
    9. Yunan Wu & Lan Wang, 2021. "Resampling‐based confidence intervals for model‐free robust inference on optimal treatment regimes," Biometrics, The International Biometric Society, vol. 77(2), pages 465-476, June.
    10. Emily L. Butler & Eric B. Laber & Sonia M. Davis & Michael R. Kosorok, 2018. "Incorporating Patient Preferences into Estimation of Optimal Individualized Treatment Rules," Biometrics, The International Biometric Society, vol. 74(1), pages 18-26, March.
    11. Shi, Chengchun & Wan, Runzhe & Song, Ge & Luo, Shikai & Zhu, Hongtu & Song, Rui, 2023. "A multiagent reinforcement learning framework for off-policy evaluation in two-sided markets," LSE Research Online Documents on Economics 117174, London School of Economics and Political Science, LSE Library.
    12. Rebecca Hager & Anastasios A. Tsiatis & Marie Davidian, 2018. "Optimal two‐stage dynamic treatment regimes from a classification perspective with censored survival data," Biometrics, The International Biometric Society, vol. 74(4), pages 1180-1192, December.
    13. Baojiang Chen & Ao Yuan & Jing Qin, 2022. "Pool adjacent violators algorithm–assisted learning with application on estimating optimal individualized treatment regimes," Biometrics, The International Biometric Society, vol. 78(4), pages 1475-1488, December.
    14. Jin Wang & Donglin Zeng & D. Y. Lin, 2022. "Semiparametric single-index models for optimal treatment regimens with censored outcomes," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 28(4), pages 744-763, October.
    15. James Y. Dai & C. Jason Liang & Michael LeBlanc & Ross L. Prentice & Holly Janes, 2018. "Case†only approach to identifying markers predicting treatment effects on the relative risk scale," Biometrics, The International Biometric Society, vol. 74(2), pages 753-763, June.
    16. Wei Liu & Zhiwei Zhang & Lei Nie & Guoxing Soon, 2017. "A Case Study in Personalized Medicine: Rilpivirine Versus Efavirenz for Treatment-Naive HIV Patients," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(520), pages 1381-1392, October.
    17. Kara E. Rudolph & Iván Díaz, 2022. "When the ends do not justify the means: Learning who is predicted to have harmful indirect effects," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(S2), pages 573-589, December.
    18. van der Laan Mark J., 2010. "Targeted Maximum Likelihood Based Causal Inference: Part I," The International Journal of Biostatistics, De Gruyter, vol. 6(2), pages 1-45, February.
    19. Giorgos Bakoyannis, 2023. "Estimating optimal individualized treatment rules with multistate processes," Biometrics, The International Biometric Society, vol. 79(4), pages 2830-2842, December.
    20. Wallace, Michael P. & Moodie, Erica E. M. & Stephens, David A., 2017. "Dynamic Treatment Regimen Estimation via Regression-Based Techniques: Introducing R Package DTRreg," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 80(i02).

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:jnlasa:v:112:y:2017:i:518:p:638-649. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/UASA20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.