Develop Treatment Rules with Observational Data
Develop and evaluate treatment rules based on: (1) the standard indirect approach of split-regression, which fits regressions separately in both treatment groups and assigns an individual to the treatment option under which predicted outcome is more desirable; (2) the direct approach of outcome-weighted-learning proposed by Yingqi Zhao, Donglin Zeng, A. John Rush, and Michael Kosorok (2012) <doi:10.1080/01621459.2012.695674>; (3) the direct approach, which we refer to as direct-interactions, proposed by Shuai Chen, Lu Tian, Tianxi Cai, and Menggang Yu (2017) <doi:10.1111/biom.12676>. Please see the vignette for a walk-through of how to start with an observational dataset whose design is understood scientifically and end up with a treatment rule that is trustworthy statistically, along with an estimation of rule benefit in an independent sample.