Concordance-assisted learning for estimating optimal individualized treatment regimes

• 成果类型: Article
• 署名作者: Fan, Caiyun; Lu, Wenbin; Song, Rui; Zhou, Yong
• 署名单位: Shanghai University of International Business & Economics; North Carolina State University; Shanghai University of Finance & Economics; Chinese Academy of Sciences
• 刊物名称: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
• ISSN/ISSBN: 1369-7412
• 发表日期: 2017
• 页码: 1565-1582
• 关键词: rank estimation; regression; selection

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.