Table 1.
Cox regression
|
Survival tree (conditional inference)
|
Baggin OOB Brier’s score | Random survival forests Variable importance | |||
---|---|---|---|---|---|---|
Parameter estimate (SE) | Hazard ratio (SE) | Split | Groups | |||
PERSONAL | .5691 (.2052) | 1.7659(3642) | No | (1) AGE≤31.5; | .2142 | .0222 |
PROPERTY |
.9358 (.3509) |
2.5482 (.8941) |
Yes |
(2) AGE>31 and PROPERTY =1; | .2142 .2178 |
.0222 .0117 |
.9358 (.3509) | 2.5482 (.8941) | Yes | (3) AGE>31 and PROPERTY = 0; | .2178 | .0117 | |
AGE | −.0667 (.0168) | .9355 (.0157) | Yes | .1991 | .0341 |
OOB Brier’s scores shown in the table are prediction errors of the bagging procedure without the covariate. The OOB Brier’s score with all covariates is .2123.