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A dynamic treatment regime consists of a sequence of decision rules, one per stage of intervention, that dictate how to individualize treatments to patients, based on evolving treatment and covariate history. These regimes are particularly useful for managing chronic disorders and fit well into the larger paradigm of personalized medicine. They provide one way to operationalize a clinical decision support system. Statistics plays a key role in the construction of evidence-based dynamic treatment regimes—informing the best study design as well as efficient estimation and valid inference. Owing to the many novel methodological challenges this area offers, it has been growing in popularity among statisticians in recent years. In this article, we review the key developments in this exciting field of research. In particular, we discuss the sequential multiple assignment randomized trial designs, estimation techniques like Q-learning and marginal structural models, and several inference techniques designed to address the associated nonstandard asymptotics. We reference software whenever available. We also outline some important future directions.
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