MINIMAX REGRET TREATMENT CHOICE WITH INCOMPLETE DATA AND MANY TREATMENTS
扩展了Manski关于最小最大遗憾治疗选择的分析，考虑更一般设定并求解有限多种治疗下的规则，发现三种及以上治疗时可能所有对象被分配相同治疗。
This note adds to the recent research project on treatment choice under ambiguity. I generalize the Manski (Journal of Econometrics, in press) analysis of minimax regret treatment choice by considering a more general setting and, more importantly, by solving for the treatment rule given finitely many (as opposed to two) treatments. The most interesting finding is that with three or more undominated treatments, the minimax regret treatment rule may assign the same treatment to all subjects; thus, the most salient feature of the two-treatment case does not generalize.I thank Chuck Manski, the co-editor, and especially an anonymous referee for helpful comments. Financial support through the Robert Eisner Memorial Fellowship, Department of Economics, Northwestern University, in addition to a Dissertation Year Fellowship, The Graduate School, Northwestern University, is gratefully acknowledged.