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Regret-regression for optimal dynamic treatment regimes

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We consider the problem of deriving optimal dynamic treatment regimes from observational data. This is becoming an ever more topical issue given the increasing amount of longitudinal data which is routinely collected. Model building, checking and comparison have however had little or no attention so far in this literature. Motivated by an application on optimal dosage of anticoagulants, we propose a modelling and estimation strategy which incorporates the regret functions of Murphy (2003) into a regression model for observed responses. Estimation is quick and diagnostics are available, meaning a variety of candidate models can be compared.

This talk is part of the MRC Biostatistics Unit Seminars series.

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