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CPS2055 Asanao S. et al.
                                                         ̂
                                                                                   ̂
               the sub-tree   . For example, if we use the    for splitting step, then ( ) is
                             
                                                                                      ℎ
                                                           
               given by
                       ∑     ()  ( <  )( <  ) + 0.5 ∑  ()  ( <  )( =  )
                                                                                
                                                                           
                                    
                                                                                     
                                                                       
                                                                   
                                             
                                
                                                  
                                        
                   ̂
                   =   ,∈ℒ                           ,∈ℒ                     ,
                   
                                             ∑ ,∈ℒ ()  ( <  )
                                                          
                                                               
                                                      
                                     ̂
                                              ∗
                                        ∗
                                                    ∗
               where    = ∑   {1 −  ( )},   , … . ,    are unique event times in ℒ  − ℒ ()  ,
                                     
                                                    
                                              1
                                        
                             =1
                       
                    ̂
                                                               ̃
                                                                
                                                                    ′
               and   (. )  is  the  KaplanMeier  estimate  in    ∈   (  ) ,  which    ∈ ℒ ()   is
                     
                                                                    
               included. Finally, we select the subtree that satisfy
                                                 1
                                                      ̂
                                                             ′
                                        arg max { ∑ ( ( ))}.
                                                          
                                                             
                                                
                                                    

               3.  Result
                   We present simple simulation studies to examine the properties of the
               proposed approach in several situations. As the first simulation, we used the
               following model to generate the data to compare the performance in terms
               of  splitting  criterion.  As  the  quantitative  covariate,    = (100  ×  )/
                                                                           
               300 for   =  1, ⋯ ,300. The true splitting rule is given by “  ≤  50?”. Then, in
                                                                        
               each child node, the exponential models with parameter   = 1.0 and   =
                                                                                       
                                                                          
               0.5 are specified as the distribution of failure times, respectively. The censoring
               times are generated from uniform distribution as the censoring rate become
               about 50%. Simulations are repeated 1,000 times. The results of the simulation
               are shown in Table 1. Table 1 lists the average values and standard deviations
               of the selected thresholds as the splitting rules. Table 1 lists the average values
               and standard deviations of the selected thresholds as the splitting rules.
                          Table 1: The average and standard deviation of the split points.
                                 Criterion         Ave. selected threshold (std.)
                                     ̂                  49.6  (6.1)
                                     
                                     ̂                  50.6  (5.8)
                                     
                                     ̂                  50.3  (5.4)
                                     
                                     ̂                  48.8  (7.1)
                                     
                               Log  rank test            47.0  (11.9)

                   To compare the performance of a tree obtained by using each criterion,
               we  used  the  following  model  to  generate  data.  The  four  categorical
               covariates , ⋯ ,   are generated from a discrete uniform distribution with
                                 4
                          1
               {1,2,3,4}.  The  failure  and  censoring  times  are  generated  from  exponential
               distributions with parameter  and 0.37, respectively. The model of   is given
                                                                                 
               by
                          0.4,   ∈ {1,2} ∩  ∈ {1,2}
                                 1           2
                          0.7,   ∈ {1,2} ∩  ∈ {3,4} ∩  ∈ {1,2}
                                                         3
                                 1
                                             2
                    =   1.0,   ∈ {1,2} ∩  ∈ {3,4} ∩  ∈ {3,4}.
                     
                                             2
                                 1
                          1.3,   ∈ {3,4} ∩  ∈ {1,2}   3
                                 1           3
                        {1.6,    ∈ {3,4} ∩  ∈ {3,4}
                                             3
                                 1
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