Abstract
The performance of computationally inexpensive model selection criteria in the context of tree-structured subgroup analysis is investigated. It is shown through simulation that no single model selection criterion exhibits a uniformly superior performance over a wide range of scenarios. Therefore, a two-stage approach for model selection is proposed and shown to perform satisfactorily. Applied example of subgroup analysis is presented. Problems associated with tree-structured subgroup analysis are discussed and practical solutions are suggested.
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Negassa, A., Ciampi, A., Abrahamowicz, M. et al. Tree-structured subgroup analysis for censored survival data: Validation of computationally inexpensive model selection criteria. Stat Comput 15, 231–239 (2005). https://doi.org/10.1007/s11222-005-1311-z
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DOI: https://doi.org/10.1007/s11222-005-1311-z