Abstract
The performance of computationally inexpensive model selection criteria in the context of tree-structured subgroup analysis is investigated. It is shown through simulation that no single model selection criterion exhibits a uniformly superior performance over a wide range of scenarios. Therefore, a two-stage approach for model selection is proposed and shown to perform satisfactorily. Applied example of subgroup analysis is presented. Problems associated with tree-structured subgroup analysis are discussed and practical solutions are suggested.
Original language | English (US) |
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Pages (from-to) | 231-239 |
Number of pages | 9 |
Journal | Statistics and Computing |
Volume | 15 |
Issue number | 3 |
DOIs | |
State | Published - Jul 2005 |
Keywords
- Censored survival data
- Model selection
- Regression tree
- Subgroup analysis
- Two-stage approach
ASJC Scopus subject areas
- Theoretical Computer Science
- Statistics and Probability
- Statistics, Probability and Uncertainty
- Computational Theory and Mathematics