Model-Assisted Uniformly Honest Inference for Optimal Treatment Regimes in High Dimension
高维最优治疗规则的模型辅助一致诚实推断
This article develops new tools to quantify uncertainty in optimal decision making and to gain insight into which variables one should collect information about given the potential cost of measuring a large number of variables. We investigate simultaneous inference to determine if a group of variables is relevant for estimating an optimal decision rule in a high-dimensional semiparametric framework. The unknown link function permits flexible modeling of the interactions…