no code implementations • 29 Jan 2021 • Lina Montoya, Jennifer Skeem, Mark van der Laan, Maya Petersen
In this paper, we study the performance of estimators that approximate the true value of: 1) an $a$ $priori$ known dynamic treatment rule 2) the true, unknown optimal dynamic treatment rule (ODTR); 3) an estimated ODTR, a so-called "data-adaptive parameter," whose true value depends on the sample.
Methodology Applications
no code implementations • 29 Jan 2021 • Lina Montoya, Mark van der Laan, Alexander Luedtke, Jennifer Skeem, Jeremy Coyle, Maya Petersen
Additionally, we highlight practical choices when implementing the algorithm, including choice of candidate algorithms, metalearners to combine the candidates, and risk functions to select the best combination of algorithms.
Applications
