Optimal dynamic regimes: presenting a case for predictive inference.

Dynamic treatment regime is a decision rule in which the choice of the treatment of an individual at any given time can depend on the known past history of that individual, including baseline covariates, earlier treatments, and their measured responses. In this paper we argue that finding an optimal regime can, at least in moderately simple cases, be accomplished by a straightforward application of nonparametric Bayesian modeling and predictive inference. As an illustration we consider an inference problem in a subset of the Multicenter AIDS Cohort Study (MACS) data set, studying the effect of AZT initiation on future CD4-cell counts during a 12-month follow-up.