Variable Selection for Qualitative Interactions

By Lacey Gunter, Ji Zhu, Susan A. Murphy. 2011

86 citations recorded by the source corpus.

In this article we discuss variable selection for decision making with focus on decisions regarding when to provide treatment and which treatment to provide. Current variable selection techniques were developed for use in a supervised learning setting where the goal is prediction of the response. These techniques often downplay the importance of interaction variables that have small predictive ability but that are critical when the ultimate goal is decision making rather than prediction. We propose two new techniques designed specifically to find variables that aid in decision making. Simulation results are given along with an application of the methods on data from a randomized controlled trial for the treatment of depression.

Subfields: Experimental and Cognitive Psychology, Statistics and Probability

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Experimental and Cognitive Psychology

  1. Eric B. Laber
  2. Michael R. Kosorok
  3. Marie Davidian
  4. Anastasios A. Tsiatis
  5. Charles L. Kooperberg
  6. Michael LeBlanc
  7. R. Greiner
  8. Kun Deng

In Statistics and Probability

  1. Eric B. Laber
  2. Michael R. Kosorok
  3. Marie Davidian
  4. Anastasios A. Tsiatis
  5. Stefan Wager
  6. Ying‐Qi Zhao
  7. Leonard A. Stefanski
  8. Kristin A. Linn

Citations in the corpus