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Estimate and Make Inference About Optimal Treatment Regimes via Smoothed Methods

Yunan Wu, Lan Wang

Last update: 3 November 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.0.0, 0.1.0, 1.1.0

Methods to estimate the optimal treatment regime among all linear regimes via smoothed estimation methods, and construct element-wise confidence intervals for the optimal linear treatment regime vector, as well as the confidence interval for the optimal value via wild bootstrap procedures, if the population follows treatments recommended by the optimal linear regime. See more details in: Wu, Y. and Wang, L. (2021), "Resampling-based Confidence Intervals for Model-free Robust Inference on Optimal Treatment Regimes", Biometrics, 77: 465– 476, <doi:10.1111/biom.13337>.





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