FIGURE 4.

Depression randomized clinical trial: boxplots of the estimated values of the individualized treatment rules estimated from seven approaches, obtained from 500 randomly split testing sets. From left to right, estimation approaches to ${\mathcal{D}}^{\text{opt}}$: (1) the constrained single-index model; (2) the modified covariates model; (3) outcome weighted learning with a linear kernel; (4) outcome weighted learning with a Gaussian kernel; (5) the penalized spline least squares approach; (6) treating all patients with placebo; (7) treating all patients with the active drug.