Journal of Data Science

In randomized controlled trials, individual subjects experiencing recurrent events may display heterogeneous treatment effects. That is, certain subjects might experience beneficial effects, while others might observe negligible improvements or even encounter detrimental effects. To identify subgroups with heterogeneous treatment effects, an interaction survival tree approach is developed in this paper. The Classification and Regression Tree (CART) methodology (Breiman et al., 1984) is inherited to recursively partition the data into subsets that show the greatest interaction with the treatment. The heterogeneity of treatment effects is assessed through Cox’s proportional hazards model, with a frailty term to account for the correlation among recurrent events on each subject. A simulation study is conducted for evaluating the performance of the proposed method. Additionally, the method is applied to identify subgroups from a randomized, double-blind, placebo-controlled study for chronic granulomatous disease. R implementation code is publicly available on GitHub at the following URL: https://github.com/xgsu/IT-Frailty.

Abstract: Observational studies of relatively large data can have potentially hidden heterogeneity with respect to causal effects and propensity scores–patterns of a putative cause being exposed to study subjects. This underlying heterogeneity can be crucial in causal inference for any observational studies because it is systematically generated and structured by covariates which influence the cause and/or its related outcomes. Addressing the causal inference problem in view of data structure, machine learning techniques such as tree analysis can be naturally necessitated. Kang, Su, Hitsman, Liu and Lloyd-Jones (2012) proposed Marginal Tree (MT) procedure to explore both the confounding and interacting effects of the covariates on causal inference. In this paper, we extend the MT method to the case of binary responses along with a clear exposition of its relationship with established causal odds ratio. We assess the causal effect of dieting on emotional distress using both a real data set from the Lalonde’s National Supported Work Demonstration Analysis (NSW) and a simulated data set from the National Longitudinal Study of Adolescent Health (Add Health).

In the linear regression setting, we propose a general framework, termed weighted orthogonal components regression (WOCR), which encompasses many known methods as special cases, including ridge regression and principal components regression. WOCR makes use of the monotonicity inherent in orthogonal components to parameterize the weight function. The formulation allows for efficient determination of tuning parameters and hence is computationally advantageous. Moreover, WOCR offers insights for deriving new better variants. Specifically, we advocate assigning weights to components based on their correlations with the response, which may lead to enhanced predictive performance. Both simulated studies and real data examples are provided to assess and illustrate the advantages of the proposed methods.