Demystifying Optimal Dynamic Treatment Regimes

Erica E. M. Moodie, University of Washington
Thomas S. Richardson, University of Washington
David A. Stephens, Imperial College London


A dynamic regime is a function that takes treatment and response history and baseline covariates as inputs and returns a decision to be made. ?) and ?) have proposed models and developed semi-parametric methods for making inference about the optimal regime in a multi-interval trial that provide clear advantages over traditional parametric approaches. We show that Murphy's model is a spe- cial case of Robins' and that the methods are closely related but not completely equivalent; in doing this, we show that Murphy's estimates are not e±cient. Interesting features of the methods are highlighted using the Multicenter AIDS Cohort Study (MACS) and through simulation.