Abstract :
This note adds to the recent research project on treatment choice under ambiguity+
I generalize the Manski ~Journal of Econometrics, in press! analysis of minimax
regret treatment choice by considering a more general setting and, more
importantly, by solving for the treatment rule given finitely many ~as opposed to
two! treatments+ The most interesting finding is that with three or more undominated
treatments, the minimax regret treatment rule may assign the same treatment
to all subjects; thus, the most salient feature of the two-treatment case does
not generalize+
