Single-Index Models with a Surface-Link

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. 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 (2019) "A single-index model with a surface-link for optimizing individualized dose rules" (pre-print) for detail of the method. The main function of this package is simsl().


Reference manual

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0.1.0 by Hyung Park, 8 months ago

Browse source code at

Authors: Park , H. , Petkova , E. , Tarpey , T. , Ogden , R.T.

Documentation:   PDF Manual  

GPL-3 license

Imports mgcv, stats

See at CRAN