Estimation in regret-regression using quadratic inference functions with ridge estimator
Document Type
Article
Publication Date
7-21-2022
Abstract
In this paper, we propose a new estimation method in estimating optimal dynamic treatment regimes. The quadratic inference functions in myopic regret-regression (QIF-MRr) can be used to estimate the parameters of the mean response at each visit, conditional on previous states and actions. Singularity issues may arise during computation when estimating the parameters in ODTR using QIF-MRr due to multicollinearity. Hence, the ridge penalty was introduced in rQIF-MRr to tackle the issues. A simulation study and an application to anticoagulation dataset were conducted to investigate the model's performance in parameter estimation. The results show that estimations using rQIF-MRr are more efficient than the QIF-MRr.
Keywords
ESTIMATING EQUATIONS, MODELS
Divisions
MathematicalSciences
Funders
Universiti Malaya [GPF083B-2020],Universiti Malaya [BKS073-2017]
Publication Title
PLOS ONE
Volume
17
Issue
7
Publisher
PUBLIC LIBRARY SCIENCE
Publisher Location
1160 BATTERY STREET, STE 100, SAN FRANCISCO, CA 94111 USA