Xinyu Qin, Martin Katzman, Alexandria Greifenberger et al.
Depression treatment often requires switching medications due to inadequate response or adverse effects. Estimating individualized treatment effects in this setting is challenging because treatment assignment is confounded by patient characteristics, switching induces time-varying selection, and counterfactual outcomes are not observed in follow-up data. Using a proprietary longitudinal major depressive disorder (MDD) clinical trial dataset, we formulate a next-visit counterfactual prediction task to estimate Hamilton Depression Rating Scale (HAMD-17) total scores under alternative treatments. We benchmark 8 estimators, including meta-learners, residual-based methods, and tree-based approaches. Causal Forest (CF) demonstrates the most favorable and consistent performance across all criteria. Our analysis shows that symptom benefits concentrate in specific switch directions, with dose intensification being generally beneficial. Notably, we identify a counterintuitive exception where a lower-intensity regimen outperforms a higher-intensity alternative for specific patient subsets. While crude observational comparisons substantially overstate gains, confounding-adjusted estimates yield modest, actionable magnitudes. These findings provide prospectively testable candidates for clinical decision support in depression care.