Published in Journal of Multivariate Analysis, special issue on Multivariate Methods in Genomics Data Analysis (S. Dudoit, R. Gentleman, M. J. van der Laan, eds.), V. 90, No. 1, pp. 154-177.


We propose a unified strategy for estimator construction, selection, and performance assessment in the presence of censoring. This approach is entirely driven by the choice of a loss function for the full (uncensored) data structure and can be stated in terms of the following three main steps. (1) Define the parameter of interest as the minimizer of the expected loss, or risk, for a full data loss function chosen to represent the desired measure of performance. Map the full data loss function into an observed (censored) data loss function having the same expected value and leading to an efficient estimator of this risk. (2) Construct candidate estimators based on the loss function for the observed data. (3) Apply cross-validation to estimate risk based on the observed data loss function and to select an optimal estimator among the candidates. A number of common estimation procedures follow this approach in the full data situation, but depart from it when faced with the obstacle of evaluating the loss function for censored observations. Here, we argue that one can, and should, also adhere to this estimation road map in censored data situations.

Tree-based methods, where the candidate estimators in Step 2 are generated by recursive binary partitioning of a suitably defined covariate space, provide a striking example of the chasm between estimation procedures for full data and censored data (e.g., regression trees as in CART for uncensored data and adaptations to censored data). Common approaches for regression trees bypass the risk estimation problem for censored outcomes by altering the node splitting and tree pruning criteria in manners that are specific to right-censored data. This article describes an application of our unified methodology to tree-based estimation with censored data. The approach encompasses univariate prediction, multivariate prediction, and density estimation, simply by defining a suitable loss function for each of these problems. The proposed method for tree-based estimation with censoring is evaluated using simulation studies and CGH copy number and survival data from breast cancer patients.


Genetics | Multivariate Analysis | Statistical Methodology | Statistical Models | Statistical Theory | Survival Analysis

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September 02, 2003