Mickaël De Backer | Searcharxiv

arXiv2026

Navigating the Landscape of Hierarchical Multi-Component Strategies: GPC, DOOR, and MOST

There is a growing recognition of the importance to involve patients in every stage of drug development. This shift acknowledges that patients' perspectives, experiences, and preferences are essential for ensuring that treatments meet real-world needs. In this context, a new body of statistical literature has emerged, focusing not only on the simultaneous consideration of multiple outcomes that reflect patients' overall experiences, but also on their structured prioritization. We refer to this class of approaches as hierarchical multi-component statistical methods. Among these, two influential frameworks - generalized pairwise comparisons (GPC) and desirability of outcome ranking (DOOR) - have emerged in the last decade, each aiming to offer a comprehensive approach to evaluating treatment effects. A new methodology, referred to here as the Markov ordinal state transition model (MOST), has recently been introduced without focusing on an explicit link with GPC nor DOOR. This paper seeks to fill this gap by offering a comprehensive and comparative analysis of the three approaches. Through examples and an exploration of the structural and philosophical differences between the methods, our aim is to provide guidance and encourage lines of research in the rapidly-evolving landscape of hierarchical multi-component statistical methodologies.

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arXiv2017

An Adapted Loss Function for Censored Quantile Regression

In this paper, we study a novel approach for the estimation of quantiles when facing potential right censoring of the responses. Contrary to the existing literature on the subject, the adopted strategy of this paper is to tackle censoring at the very level of the loss function usually employed for the computation of quantiles, the so-called "check" function. For interpretation purposes, a simple comparison with the latter reveals how censoring is accounted for in the newly proposed loss function. Subsequently, when considering the inclusion of covariates for conditional quantile estimation, by defining a new general loss function, the proposed methodology opens the gate to numerous parametric, semiparametric and nonparametric modelling techniques. In order to illustrate this statement, we consider the well-studied linear regression under the usual assumption of conditional independence between the true response and the censoring variable. For practical minimization of the studied loss function, we also provide a simple algorithmic procedure shown to yield satisfactory results for the proposed estimator with respect to the existing literature in an extensive simulation study. From a more theoretical prospect, consistency of the estimator for linear regression is obtained using very recent results on non-smooth semiparametric estimation equations with an infinite-dimensional nuisance parameter, while numerical examples illustrate the adequateness of a simple bootstrap procedure for inferential purposes. Lastly, an application to a real dataset is used to further illustrate the validity and finite sample performance of the proposed estimator.

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