In this work, we propose a novel method for individualized treatment selection when the treatment response is multivariate. For the K treatment (K >= 2) scenario we compare quantities that are suitable indexes based on outcome variables for each treatment conditional on patient-specific scores constructed from collected covariate measurements. Our method covers any number of treatments and outcome variables, and it can be applied for a broad set of models. The proposed method uses a rank aggregation technique to estimate an ordering of treatments based on ranked lists of treatment performance measures such as smooth conditional means and conditional probability of a response for one treatment dominating others. The method has the flexibility to incorporate patient and clinician preferences to the optimal treatment decision on an individual case basis. A simulation study demonstrates the performance of the proposed method in finite samples. We also present data analyses using HIV and Diabetes clinical trials data to show the applicability of the proposed procedure for real data.
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