Exploratory subgroup identification in the heterogeneous Cox model: A relatively simple procedure

Abstract

For survival analysis applications we propose a novel procedure for identifying subgroups with large treatment effects, with focus on subgroups where treatment is potentially detrimental. The approach, termed forest search, is relatively simple and flexible. All‐possible subgroups are screened and selected based on hazard ratio thresholds indicative of harm with assessment according to the standard Cox model. By reversing the role of treatment one can seek to identify substantial benefit. We apply a splitting consistency criteria to identify a subgroup considered “maximally consistent with harm.” The type‐1 error and power for subgroup identification can be quickly approximated by numerical integration. To aid inference we describe a bootstrap bias‐corrected Cox model estimator with variance estimated by a Jacknife approximation. We provide a detailed evaluation of operating characteristics in simulations and compare to virtual twins and generalized random forests where we find the proposal to have favorable performance. In particular, in our simulation setting, we find the proposed approach favorably controls the type‐1 error for falsely identifying heterogeneity with higher power and classification accuracy for substantial heterogeneous effects. Two real data applications are provided for publicly available datasets from a clinical trial in oncology, and HIV.