Abstract Understanding treatment heterogeneity is essential to the development of precision medicine, which seeks to tailor medical treatments to subgroups of patients with similar characteristics. One of the challenges of achieving this goal is that we usually do not have a priori knowledge of the grouping information of patients with respect to treatment effect. To address this problem, we consider a heterogeneous regression model which allows the coefficients for treatment variables to be subject-dependent with unknown grouping information. We develop a concave fusion penalized method for estimating the grouping structure and the subgroup-specific treatment effects, and derive an alternating direction method of multipliers algorithm for its implementation. We also study the theoretical properties of the proposed method and show that under suitable conditions there exists a local minimizer that equals the oracle least squares estimator based on a priori knowledge of the true grouping information with high probability. This provides theoretical support for making statistical inference about the subgroup-specific treatment effects using the proposed method. The proposed method is illustrated in simulation studies and illustrated with real data from an AIDS Clinical Trials Group Study.
more »
« less
Heterogeneous coefficients, control variables and identification of multiple treatment effects
Multi-dimensional heterogeneity and endogeneity are important features of models with multiple treatments. We consider a heterogeneous coefficients model where the outcome is a linear combination of dummy treatment variables, with each variable representing a different kind of treatment. We use control variables to give necessary and sufficient conditions for identification of average treatment effects. With mutually exclusive treatments we find that, provided the heterogeneous coefficients are mean independent from treatments given the controls, a simple identification condition is that the generalized propensity scores (Imbens, 2000) be bounded away from zero and that their sum be bounded away from one, with probability one. Our analysis extends to distributional and quantile treatment effects, as well as corresponding treatment effects on the treated. These results generalize the classical identification result of Rosenbaum & Rubin (1983) for binary treatments.
more »
« less
- Award ID(s):
- 1757140
- PAR ID:
- 10472324
- Publisher / Repository:
- Oxford University Press
- Date Published:
- Journal Name:
- Biometrika
- Volume:
- 109
- Issue:
- 3
- ISSN:
- 0006-3444
- Page Range / eLocation ID:
- 865 to 872
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
More Like this
-
-
We discuss the ivcrc command, which implements an instrumental-variables (IV) estimator for the linear correlated random-coefficients model. The correlated random-coefficients model is a natural generalization of the standard linear IV model that allows for endogenous, multivalued treatments and unobserved heterogeneity in treatment effects. The estimator implemented by ivcrc uses recent semiparametric identification results that allow for flexible functional forms and permit instruments that may be binary, discrete, or continuous. The ivcrc command also allows for the estimation of varying-coefficient regressions, which are closely related in structure to the proposed IV estimator. We illustrate the use of ivcrc by estimating the returns to education in the National Longitudinal Survey of Young Men.more » « less
-
The causal effect of a treatment can vary from person to per-son based on their individual characteristics and predispositions. Mining for patterns of individual-level effect differences, a problem known as heterogeneous treatment effect estimation, has many important applications, from precision medicine to recommender systems. In this paper we define and study a variant of this problem in which an individual-level threshold in treatment needs to be reached, in order to trigger an effect. One of the main contributions of our work is that we do not only estimate heterogeneous treatment effects with fixed treatments but can also prescribe individualized treatments. We propose a tree-based learning method to find the heterogeneity in the treatment effects. Our experimental results on multiple datasets show that our approach can learn the triggers better than existing approaches.more » « less
-
more » « less
Summary Researchers often believe that a treatment's effect on a response may be heterogeneous with respect to certain baseline covariates. This is an important premise of personalized medicine. Several methods for estimating heterogeneous treatment effects have been proposed. However, little attention has been given to the problem of choosing between estimators of treatment effects. Models that best estimate the regression function may not be best for estimating the effect of a treatment; therefore, there is a need for model selection methods that are targeted to treatment effect estimation. We demonstrate an application of the focused information criterion in this setting and develop a treatment effect cross-validation aimed at minimizing treatment effect estimation errors. Theoretically, treatment effect cross-validation has a model selection consistency property when the data splitting ratio is properly chosen. Practically, treatment effect cross-validation has the flexibility to compare different types of models. We illustrate the methods by using simulation studies and data from a clinical trial comparing treatments of patients with human immunodeficiency virus.
-
more » « less
Abstract Natural heterogeneity in patient populations can make it very hard to develop treatments that benefit all patients. As a result, an important goal of precision medicine is identification of patient subgroups that respond to treatment at a much higher (or lower) rate than the population average. Despite there being many subgroup identification methods, there is no comprehensive comparative study of their statistical properties. We review 13 methods and use real‐world and simulated data to compare the performance of their publicly available software using seven criteria: (a) bias in selection of subgroup variables, (b) probability of false discovery, (c) probability of identifying correct predictive variables, (d) bias in estimates of subgroup treatment effects, (e) expected subgroup size, (f) expected true treatment effect of subgroups, and (g) subgroup stability. The results show that many methods fare poorly on at least one criterion.
This article is categorized under:
Technologies > Machine Learning
Algorithmic Development > Hierarchies and Trees
Algorithmic Development > Statistics
Application Areas > Health Care
- Free Publicly Accessible Full Text
-
Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1093/biomet/asab060
