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Classification and Regression Tree for Survival Analysis

On Tue, 13 Jun 2017, Dimitrie Siriopol via R-help wrote:

            
I don't think that such an analysis is available "out of the box". In 
principle, you can iterate between (a) estimating a survival regression 
with the confounders - given the groups from the tree, and (b) estimating 
the tree - given an offset in the survival regression for the confounders. 
Such a strategy is implemented in the palmtree() function from the 
"partykit" package - however only for lm() and glm() models, not for 
survreg(). But the same idea could be applied in that case as well, e.g., 
using a Weibull distribution.

For incorporating stratification/clustering one could either use clustered 
inference in the variable selection or add some random effect. For lm/glm 
this is provided in the package "glmertree" but I don't think there are 
readily available code blocks to do the same for a survival response.

And as for the missing values in the confounders: I can't think of a good 
strategy for this. One could try generic imputation strategies but it's 
rather unlikely that this does not affect the subsequent regression plus 
tree selection process.

References for palmtree and glmertree:
http://arxiv.org/abs/1612.07498
http://EconPapers.RePEc.org/RePEc:inn:wpaper:2015-10