Martingale R-learner: Estimating Time-varying Heterogeneous Treatment Effects for Time-to-event Outcomes

2026-08-19

AI Summary

本文提出了一种基于Neyman正交函数得分框架的martingale R-learner方法，用于估计生存数据中的时间变化异质性治疗效应，减少偏差影响。

Abstract

Biological research and clinical evidence suggest that treatment response may vary substantially along characteristics, such as comorbidities, genetic variants, environmental, or socio-economic factors. Future precision medicine requires accurate assessment of heterogeneous treatment effects (HTE) to guide optimal clinical decisions at the individual level. We introduce a functional score framework that extends the traditional estimating equations for survival data to nonparametric HTE and generalize the Neyman orthogonality accordingly, thus filling a methodological as well as theoretical gap. Under the Neyman orthogonal functional score framework, we developed the martingale R-learner based on a decomposition of the conditional martingale residuals into residuals of the risk-set propensity score and the marginal martingale, thereby reducing the impact of estimation bias in HTE from nuisance models including (1) marginal survival, and (2) risk-set propensity scores. This enables leveraging advances in machine learning and incorporates flexible estimators for the nuisance functions and attaining the standard optimal nonparametric estimation rate with the oracle property. Numerical experiments demonstrated empirical performance consistent with the theory. We applied the martingale R-learner to estimate the effect of alcohol on dementia using the Honolulu-Asia Aging Study data.

Problem

• Heterogeneous Treatment Effects
• Survival Data
• Precision Medicine

Innovation

• Neyman orthogonality
• Martingale R-learner
• Heterogeneous treatment effects
• Survival data
• Machine learning