Yao W, Frydman H, Larocque D, Simonoff JS. Ensemble methods for survival function estimation with time-varying covariates.
Stat Methods Med Res 2022;
31:2217-2236. [PMID:
35895510 DOI:
10.1177/09622802221111549]
[Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/16/2022]
Abstract
Survival data with time-varying covariates are common in practice. If relevant, they can improve on the estimation of a survival function. However, the traditional survival forests-conditional inference forest, relative risk forest and random survival forest-have accommodated only time-invariant covariates. We generalize the conditional inference and relative risk forests to allow time-varying covariates. We also propose a general framework for estimation of a survival function in the presence of time-varying covariates. We compare their performance with that of the Cox model and transformation forest, adapted here to accommodate time-varying covariates, through a comprehensive simulation study in which the Kaplan-Meier estimate serves as a benchmark, and performance is compared using the integrated L2 difference between the true and estimated survival functions. In general, the performance of the two proposed forests substantially improves over the Kaplan-Meier estimate. Taking into account all other factors, under the proportional hazard setting, the best method is always one of the two proposed forests, while under the non-proportional hazard setting, it is the adapted transformation forest. K-fold cross-validation is used as an effective tool to choose between the methods in practice.
Collapse