Estimation in regret-regression using quadratic inference functions with ridge estimator

Jalil, Nur Raihan Abdul and Mohamed, Nur Anisah and Yunus, Rossita Mohamad (2022) Estimation in regret-regression using quadratic inference functions with ridge estimator. PLOS ONE, 17 (7). ISSN 1932-6203, DOI https://doi.org/10.1371/journal.pone.0271542.

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Official URL: https://doi.org/10.1371/journal.pone.0271542

Abstract

In this paper, we propose a new estimation method in estimating optimal dynamic treatment regimes. The quadratic inference functions in myopic regret-regression (QIF-MRr) can be used to estimate the parameters of the mean response at each visit, conditional on previous states and actions. Singularity issues may arise during computation when estimating the parameters in ODTR using QIF-MRr due to multicollinearity. Hence, the ridge penalty was introduced in rQIF-MRr to tackle the issues. A simulation study and an application to anticoagulation dataset were conducted to investigate the model's performance in parameter estimation. The results show that estimations using rQIF-MRr are more efficient than the QIF-MRr.

Item Type: Article
Funders: Universiti Malaya [GPF083B-2020], Universiti Malaya [BKS073-2017]
Uncontrolled Keywords: ESTIMATING EQUATIONS; MODELS
Subjects: Q Science > QA Mathematics
Divisions: Faculty of Science > Institute of Mathematical Sciences
Depositing User: Ms. Juhaida Abd Rahim
Date Deposited: 15 Jul 2024 07:51
Last Modified: 15 Jul 2024 07:51
URI: http://eprints.um.edu.my/id/eprint/40436

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