ROC‐guided survival trees and ensembles

Yifei Sun, Sy Han Chiou and Mei‐Cheng Wang

Biometrics, 2020, vol. 76, issue 4, 1177-1189

Abstract: Tree‐based methods are popular nonparametric tools in studying time‐to‐event outcomes. In this article, we introduce a novel framework for survival trees and ensembles, where the trees partition the dynamic survivor population and can handle time‐dependent covariates. Using the idea of randomized tests, we develop generalized time‐dependent receiver operating characteristic (ROC) curves for evaluating the performance of survival trees. The tree‐building algorithm is guided by decision‐theoretic criteria based on ROC, targeting specifically for prediction accuracy. To address the instability issue of a single tree, we propose a novel ensemble procedure based on averaging martingale estimating equations, which is different from existing methods that average the predicted survival or cumulative hazard functions from individual trees. Extensive simulation studies are conducted to examine the performance of the proposed methods. We apply the methods to a study on AIDS for illustration.

Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1111/biom.13213

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:biomet:v:76:y:2020:i:4:p:1177-1189

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0006-341X

Access Statistics for this article

More articles in Biometrics from The International Biometric Society
Bibliographic data for series maintained by Wiley Content Delivery ().