Treatment recommendation and parameter estimation under single-index contrast function

In this article, we consider a semiparametric model for contrast function which is defined asthe conditional expected outcome difference under comparative treatments. The contrast function can be used to recommend treatment for better average outcomes. Existing approachesmodel the contrast function either parametrically or nonparametrically. We believe our approachimproves interpretability over the non-parametric approach while enhancing robustness overthe parametric approach. Without explicit estimation of the nonparametric part of our model,we show that a kernel-based method can identify the parametric part up to a multiplying constant. Such identification suffices for treatment recommendation. Our method is also extendedto high-dimensional settings. We study the asymptotics of the resulting estimation procedure inboth low- and high-dimensional cases. We also evaluate our method in simulation studies andreal data analyses.