Model Checking with Residuals for g-estimation of Optimal Dynamic Treatment Regimes

Rich Benjamin, Moodie Erica E. M., Stephens David A and Platt Robert W
Additional contact information
Rich Benjamin: McGill University
Moodie Erica E. M.: McGill University
Stephens David A: McGill University
Platt Robert W: McGill University

The International Journal of Biostatistics, 2010, vol. 6, issue 2, 24

Abstract: In this paper, we discuss model checking with residual diagnostic plots for g-estimation of optimal dynamic treatment regimes. The g-estimation method requires three different model specifications at each treatment interval under consideration: (1) the blip model; (2) the expected counterfactual model; and (3) the propensity model. Of these, the expected counterfactual model is especially difficult to specify correctly in practice and so far there has been little guidance as to how to check for model misspecification. Residual plots are a useful and standard tool for model diagnostics in the classical regression setting; we have adapted this approach for g-estimation. We demonstrate the usefulness of our approach in a simulation study, and apply it to real data in the context of estimating the optimal time to stop breastfeeding.

Keywords: dynamic treatment regimes; optimal dynamic regimes; g-estimation; model checking; residuals (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (3)

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DOI: 10.2202/1557-4679.1210

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