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A minimax procedure in the context of sequential testing problems in psychodiagnostics.

The purpose of this paper is to derive optimal rules for sequential testing problems in psychodiagnostics. In sequential psychodiagnostic testing, each time a patient is exposed to a new treatment, the decision then is to declare this new treatment effective, ineffective, or to continue testing and exposing the new treatment to another random patient suffering from the same mental health problem. The framework of minimax sequential decision theory is proposed for solving such testing problems; that is, optimal rules are obtained by minimizing the maximum expected losses associated with all possible decision rules at each stage of testing. The main advantage of this approach is that costs of testing can be explicitly taken into account. The sequential testing procedure is applied to an empirical example for determining the effectiveness of a cognitive-analytic therapy for patients suffering from anorexia nervosa. For a given maximum number of patients to be tested, the appropriate action is indicated at each stage of testing for different numbers of positive reactions to the cognitive-analytic therapy. The paper concludes with a simulation study, in which the minimax sequential strategy is compared for the anorexia nervosa example with other procedures that exist for similar classification decision problems in the literature in terms of average number of patients to be tested, classification accuracy and average loss.