Thursday, January 9 2014, 3:30pm Song North Carolina State University Dynamic treatment regimen is emerging as a new strategy for treatment which takes individual heterogeneity in disease severities, background characteristics and related clinical measurements into consideration. In this work, we propose a strategy to select variables with qualitative interactions to get the optimal treatment regime based on sequential advantage. We will demonstrate the proposed method with extensive numerical results and a real data analysis. More information on Rui Song may be found at http://www.stat.ncsu.edu/people/song/ This Colloquium is sponsored jointly by the University of Georgia Department of Statistics and the University of Georgia Department of Epidemiology and Biostatistics.