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In clinical trials, multiple comparisons arising from various treatments/doses, subgroups, or endpoints are common. Typically, trial teams focus on the comparison showing the largest observed treatment effect, often involving a specific treatment pair and endpoint within a subgroup. These findings frequently lead to follow‐up pivotal studies, many of which do not confirm the initial positive results...
Individuals differ in how they respond to a given treatment. In an effort to predict the treatment response and analyze the heterogeneity of treatment effect, we propose a general modeling framework by identifying treatment‐covariate interactions honoring a hierarchical condition. We construct a single‐step norm penalty procedure that maintains the hierarchical structure of interactions in the...