simsl (version 0.2.1)

Single-Index Models with a Surface-Link

Description

An implementation of a single-index regression for optimizing individualized dose rules from an observational study. To model interaction effects between baseline covariates and a treatment variable defined on a continuum, we employ two-dimensional penalized spline regression on an index-treatment domain, where the index is defined as a linear combination of the covariates (a single-index). An unspecified main effect for the covariates is allowed, which can also be modeled through a parametric model. A unique contribution of this work is in the parsimonious single-index parametrization specifically defined for the interaction effect term. We refer to Park, Petkova, Tarpey, and Ogden (2020) (for the case of a discrete treatment) and Park, Petkova, Tarpey, and Ogden (2021) "A single-index model with a surface-link for optimizing individualized dose rules" for detail of the method. The model can take a member of the exponential family as a response variable and can also take an ordinal categorical response. The main function of this package is simsl().

Copy Link

Version

Down Chevron

Install

install.packages('simsl')

Monthly Downloads

174

Version

0.2.1

License

GPL-3

Maintainer

Last Published

February 12th, 2021

Functions in simsl (0.2.1)