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CPS2055 Asanao S. et al.


                                Construction of a survival tree based on
                                        concordance probability
                                    Asanao Shimokawa, Etsuo Miyaoka
                                     Tokyo University of Science, Tokyo, Japan

               Abstract
               Survival tree is one of the popular analysis method for time-to-event data in
               the  field  of  medical  research.  It  is  well  known  that  setting  of  the  splitting
               criterion to construct the tree model is especially important in the analysis.
               Various authors have proposed several criterions. For example, Log-rank test
               statistics,  exponential  log-likelihood  loss,  and  residual-based  methods  are
               used. In this study, we consider the concordance probability-based splitting
               criterions for constructing a survival tree. Concordance probability is one of
               the measure for prediction accuracy of the survival model. We propose the
               new method to construct the tree model that maximizes prediction accuracy
               based  on  the  classification  and  regression  tree  algorithm.  We  study  the
               performance  of  the  splitting  ability  of  the  criterion  based  on  concordance
               probabilities, and compare the survival trees constructed by proposed method
               and conventional methods through simulations.

               Keywords
               CART; C-index; Prediction accuracy; Tree structure

               1.  Introduction
                   In  the  medical  research,  analysis  of  time-to-event  data  is  an  important
               subject. In order to handle a regression problem that includes censored data
               based on covariates, the Cox proportional hazard model Cox (1972) has been
               most  widely  used.  In  addition  to  the  simpleness  of  inference,  this  semi-
               parametric model has an advantage in that it can easily describe the covariate
               effects. However, this model requires proportional hazard assumptions, and
               certain assumptions about the relationship between covariates and response
               variables. Moreover, when this model includes many covariates, interpretation
               is difficult. In this study, we deal with survival trees, which involve constructing
               a tree structure model based on covariates. Because the proposed method
               uses a hierarchical structure, the relationship between covariates and hazards
               can be determined easily. Moreover, it is easy to incorporate a new patient
               into the model.
                   One of the most widely used method for constructing a survival tree is the
               classification and regression tree (CART) algorithm, proposed by Breiman et
               al. (1984), that is composed of three steps: splitting, pruning, and selection.
               Samples are recursively dichotomized in the splitting step, and a maximum

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