Recursively Imputed Survival Trees

Ruoqing Zhu and Michael R. Kosorok

Journal of the American Statistical Association, 2012, vol. 107, issue 497, 331-340

Abstract: We propose recursively imputed survival tree (RIST) regression for right-censored data. This new nonparametric regression procedure uses a novel recursive imputation approach combined with extremely randomized trees that allows significantly better use of censored data than previous tree-based methods, yielding improved model fit and reduced prediction error. The proposed method can also be viewed as a type of Monte Carlo EM algorithm, which generates extra diversity in the tree-based fitting process. Simulation studies and data analyses demonstrate the superior performance of RIST compared with previous methods.

Date: 2012
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Citations: View citations in EconPapers (5)

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DOI: 10.1080/01621459.2011.637468

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