Figure 4.

Estimated vs. the true RMST for Model 1 (left) and Model 2 (right) with exponential link function and the number of covariates p = 5, 10, 20 (top–bottom). SRF, proposed random forest-bases estimator, and upper and lower bounds of the point-wise confidence intervals of the proposed random forest estimator are connected in the gray lines; Naive.km, estimate based on Kaplan–Meier estimator without adjusting for the covariates; Naive.Cox, Cox regression based estimator; Lu.id, method of Tian et al. (2014) with identity link; Lu.exp, method of Tian et al. (2014) with exponential link; Wang.id, method of Wang and Schaubel (2018) with identity link; Wang:exp, method of Wang and Schaubel (2018) with exponential link.