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Robust Q-Learning

delete2020-06-08
delete26
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OA
AI
A
Ashkan Ertefaie *
J
James R. McKay
D
David W. Oslin
R
Robert L. Strawderman
DOI:10.1080/01621459.2020.1753522delete
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摘要

摘要

En 中文
Q-learning is a regression-based approach that is widely used to formalize the development of an optimal dynamic treatment strategy. Finite dimensional working models are typically used to estimate certain nuisance parameters, and misspecification of these working models can result in residual confounding and/or efficiency loss. We propose a robust Q-learning approach which allows estimating such nuisance parameters using data-adaptive techniques. We study the asymptotic behavior of our estimators and provide simulation studies that highlight the need for and usefulness of the proposed method in practice. We use the data from the Extending Treatment Effectiveness of Naltrexone multistage randomized trial to illustrate our proposed methods. Supplementary materials for this article are available online.
Keyword:
Cross-fitting
Data-adaptive techniques
Dynamic treatment strategies
Residual confounding

期刊

J
Journal of the American Statistical Association
IF:
3
论文数:
5.2K
被引数:
4.8W

机构

U
university of pennsylvania
学者数:
9.2W
论文数: 7.8W
被引数: 153
U
University of Rochester
学者数:
2.6W
论文数: 2.1W
被引数: 2.2W
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