Single-Index Models with Multiple-Links
Description
A major challenge in estimating treatment decision rules from a randomized clinical trial dataset with covariates measured at baseline lies in detecting relatively small treatment effect modification-related variability (i.e., the treatment-by-covariates interaction effects on treatment outcomes) against a relatively large non-treatment-related variability (i.e., the main effects of covariates on treatment outcomes). The class of Single-Index Models with Multiple-Links is a novel single-index model specifically designed to estimate a single-index (a linear combination) of the covariates associated with the treatment effect modification-related variability, while allowing a nonlinear association with the treatment outcomes via flexible link functions. The models provide a flexible regression approach to developing treatment decision rules based on patients' data measured at baseline. We refer to Park, Petkova, Tarpey, and Ogden (2020) and Park, Petkova, Tarpey, and Ogden (2020) (that allows an unspecified X main effect) for detail of the method. The main function of this package is simml().