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Variable selection in regression‐based estimation of dynamic treatment regimes
Author(s) -
Bian Zeyu,
Moodie Erica E. M.,
Shortreed Susan M.,
Bhatnagar Sahir
Publication year - 2023
Publication title -
biometrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.298
H-Index - 130
eISSN - 1541-0420
pISSN - 0006-341X
DOI - 10.1111/biom.13608
Subject(s) - covariate , feature selection , computer science , property (philosophy) , oracle , robustness (evolution) , a priori and a posteriori , regression , data mining , econometrics , outcome (game theory) , machine learning , mathematics , statistics , philosophy , biochemistry , chemistry , software engineering , epistemology , gene , mathematical economics
Dynamic treatment regimes (DTRs) consist of a sequence of decision rules, one per stage of intervention, that aim to recommend effective treatments for individual patients according to patient information history. DTRs can be estimated from models which include interactions between treatment and a (typically small) number of covariates which are often chosen a priori. However, with increasingly large and complex data being collected, it can be difficult to know which prognostic factors might be relevant in the treatment rule. Therefore, a more data‐driven approach to select these covariates might improve the estimated decision rules and simplify models to make them easier to interpret. We propose a variable selection method for DTR estimation using penalized dynamic weighted least squares. Our method has the strong heredity property, that is, an interaction term can be included in the model only if the corresponding main terms have also been selected. We show our method has both the double robustness property and the oracle property theoretically; and the newly proposed method compares favorably with other variable selection approaches in numerical studies. We further illustrate the proposed method on data from the Sequenced Treatment Alternatives to Relieve Depression study.