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The illustration focuses on secondary analysis of a matched case\u2010control study of vitamin D deficiency predicting subsequent suicide.<\/jats:p><\/jats:sec><jats:sec><jats:title>Methods<\/jats:title><jats:p>We describe a variety of machine learning methods to search for <jats:italic>prescriptive predictors<\/jats:italic>; that is, predictors of significant variation in the association between a target risk factor and subsequent suicide. In each case, the purpose is to evaluate the potential value of selective intervention on the target risk factor to prevent the outcome based on the provisional assumption that the target risk factor is causal. The approaches illustrated include risk modeling based on the super learner ensemble machine learning method, Least Absolute Shrinkage and Selection Operator (Lasso) penalized regression, and the causal forest algorithm.<\/jats:p><\/jats:sec><jats:sec><jats:title>Results<\/jats:title><jats:p>The logic of estimating heterogeneous intervention effects is exposited along with the illustration of some widely used methods for implementing this logic.<\/jats:p><\/jats:sec><jats:sec><jats:title>Conclusions<\/jats:title><jats:p>In addition to describing best practices in using the machine learning methods considered here, we close with a discussion of broader design and analysis issues in planning an observational study to investigate heterogeneous effects of a modifiable risk factor.<\/jats:p><\/jats:sec>","DOI":"10.1002\/mpr.1897","type":"journal-article","created":{"date-parts":[[2021,11,5]],"date-time":"2021-11-05T13:10:39Z","timestamp":1636117839000},"update-policy":"https:\/\/doi.org\/10.1002\/crossmark_policy","source":"Crossref","is-referenced-by-count":4,"title":["Evaluating the heterogeneous effect of a modifiable risk factor on suicide: The case of vitamin D deficiency"],"prefix":"10.1002","volume":"31","author":[{"given":"Jose R.","family":"Zubizarreta","sequence":"first","affiliation":[{"name":"Department of Health Care Policy Harvard Medical School  Boston Massachusetts USA"},{"name":"Department of Statistics Harvard University  Cambridge Massachusetts USA"},{"name":"Department of Biostatistics Harvard Chan School of Public Health  Boston Massachusetts USA"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"John C.","family":"Umhau","sequence":"additional","affiliation":[{"name":"Alcohol Recovery Medicine  Potomac Maryland USA"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Patricia A.","family":"Deuster","sequence":"additional","affiliation":[{"name":"Consortium for Health and Military Performance Department of Military\u00a0&amp; Emergency Medicine F. 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