English

Efficient estimation of optimal regimes under a no direct effect assumption

Methodology 2021-01-19 v2 Applications

Abstract

We derive new estimators of an optimal joint testing and treatment regime under the no direct effect (NDE) assumption that a given laboratory, diagnostic, or screening test has no effect on a patient's clinical outcomes except through the effect of the test results on the choice of treatment. We model the optimal joint strategy using an optimal regime structural nested mean model (opt-SNMM). The proposed estimators are more efficient than previous estimators of the parameters of an opt-SNMM because they efficiently leverage the `no direct effect (NDE) of testing' assumption. Our methods will be of importance to decision scientists who either perform cost-benefit analyses or are tasked with the estimation of the `value of information' supplied by an expensive diagnostic test (such as an MRI to screen for lung cancer).

Keywords

Cite

@article{arxiv.1908.10448,
  title  = {Efficient estimation of optimal regimes under a no direct effect assumption},
  author = {Lin Liu and Zach Shahn and James M. Robins and Andrea Rotnitzky},
  journal= {arXiv preprint arXiv:1908.10448},
  year   = {2021}
}

Comments

In press in the Journal of the American Statistical Association

R2 v1 2026-06-23T10:58:28.590Z