Minimax regret treatment choice with finite samples
From MaRDI portal
Publication:2628833
DOI10.1016/j.jeconom.2009.02.013zbMath1431.62031OpenAlexW2117660545MaRDI QIDQ2628833
Publication date: 18 July 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.02.013
Applications of statistics to economics (62P20) Minimax procedures in statistical decision theory (62C20)
Related Items (23)
Functional Sequential Treatment Allocation ⋮ Admissible treatment rules for a risk-averse planner with experimental data on an innovation ⋮ Quantile-Optimal Treatment Regimes ⋮ MINIMAX REGRET TREATMENT CHOICE WITH INCOMPLETE DATA AND MANY TREATMENTS ⋮ Large deviation asymptotics for statistical treatment rules ⋮ Making decisions with evidential probability and objective Bayesian calibration inductive logics ⋮ On Robustness of Individualized Decision Rules ⋮ Treatment recommendation with distributional targets ⋮ Probabilistic prediction for binary treatment choice: with focus on personalized medicine ⋮ The A/B testing problem with Gaussian priors ⋮ Do people minimize regret in strategic situations? A level-\(k\) comparison ⋮ Axioms for minimax regret choice correspondences ⋮ Performance guarantees for policy learning ⋮ COMBINING ESTIMATES OF CONDITIONAL TREATMENT EFFECTS ⋮ Minimax regret treatment choice with covariates or with limited validity of experiments ⋮ Statistical treatment choice based on asymmetric minimax regret criteria ⋮ Inferring welfare maximizing treatment assignment under budget constraints ⋮ More Efficient Policy Learning via Optimal Retargeting ⋮ Who should get vaccinated? Individualized allocation of vaccines over SIR network ⋮ Treatment Choice With Trial Data: Statistical Decision Theory Should Supplant Hypothesis Testing ⋮ Trial Size for Near-Optimal Choice Between Surveillance and Aggressive Treatment: Reconsidering MSLT-II ⋮ Minimax and the value of information ⋮ POINT DECISIONS FOR INTERVAL–IDENTIFIED PARAMETERS
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Minimax-regret treatment choice with missing outcome data
- Statistical decisions under ambiguity
- Axioms for minimax regret choice correspondences
- Statistical decision theory and Bayesian analysis. 2nd ed
- Maxmin expected utility with non-unique prior
- Identification problems and decisions under ambiguity: Empirical analysis of treatment response and normative analysis of treatment choice
- Admissible treatment rules for a risk-averse planner with experimental data on an innovation
- Partial identification and robust treatment choice: an application to young offenders
- Regret aversion and opportunity dependence
- Statistical decision functions which minimize the maximum risk
- The Nonexistence of Certain Statistical Procedures in Nonparametric Problems
- MINIMAX REGRET TREATMENT CHOICE WITH INCOMPLETE DATA AND MANY TREATMENTS
- The Theory of Statistical Decision
This page was built for publication: Minimax regret treatment choice with finite samples