Estimating Optimal Decision Trees for Treatment Assignment: The Case of K > 2 Treatment Alternatives

For many problems in clinical practice, multiple treatment alternatives are available. Given data from a randomized controlled trial or an observational study, an important challenge is to estimate an optimal decision rule that specifies for each client the most effective treatment alternative, given his or her pattern of pretreatment characteristics. In the present paper we will look for such a rule within the insightful family of classification trees. Unfortunately, however, there is dearth of readily accessible software tools for optimal decision tree estimation in the case of more than two treatment alternatives. Moreover, this primary tree estimation problem is also cursed with two secondary problems: a structural missingness in typical studies on treatment evaluation (because every individual is assigned to a single treatment alternative only), and a major issue of replicability. In this paper we propose solutions for both the primary and the secondary problems at stake. We evaluate the proposed solution in a simulation study, and illustrate with an application on the search for an optimal tree-based treatment regime in a randomized controlled trial on K = 3 different types of aftercare for younger women with early-stage breast cancer. We conclude by arguing that the proposed solutions may have relevance for several other classification problems inside and outside the domain of optimal treatment assignment.