Estimation in regret-regression using quadratic inference functions with ridge estimator

• Main Authors: Jalil, Nur Raihan Abdul, Mohamed, Nur Anisah, Yunus, Rossita Mohamad
• Format: Article
• Published: PUBLIC LIBRARY SCIENCE 2022
• Subjects: QA Mathematics
• Online Access: http://eprints.um.edu.my/40436/; https://doi.org/10.1371/journal.pone.0271542
• Institution: Universiti Malaya

In this paper, we propose a new estimation method in estimating optimal dynamic treatment regimes. The quadratic inference functions in myopic regret-regression (QIF-MRr) can be used to estimate the parameters of the mean response at each visit, conditional on previous states and actions. Singularit...