Minimax regret treatment choice with covariates or with limited validity of experiments

DOI10.1016/j.jeconom.2011.06.012zbMath1441.62876OpenAlexW2155375412MaRDI QIDQ738107

Jörg Stoye

Publication date: 15 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.06.012

zbMATH Keywords

minimax regretstatistical decision theorytreatment choicefinite sample theorytreatment response

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Minimax procedures in statistical decision theory (62C20)

Related Items (12)

Functional Sequential Treatment Allocation ⋮ Reporting Bayes factors or probabilities to decision makers of unknown loss functions ⋮ On the impact of missing outcomes in linear regression ⋮ Fair Policy Targeting ⋮ Treatment recommendation with distributional targets ⋮ Probabilistic prediction for binary treatment choice: with focus on personalized medicine ⋮ The A/B testing problem with Gaussian priors ⋮ Optimize, satisfice, or choose without deliberation? A simple minimax-regret assessment ⋮ Axioms for minimax regret choice correspondences ⋮ Who should get vaccinated? Individualized allocation of vaccines over SIR network ⋮ Treatment Choice With Trial Data: Statistical Decision Theory Should Supplant Hypothesis Testing ⋮ Minimax and the value of information

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