Survival analyses with dependent covariates: A regression tree-base approach

Cox proportional hazards models are the most common modelling framework to prediction and evaluation of co- variate eects in time-to-event analyses. These models usually do not account the relationship among covari- ates which may have impacts on survival times. In this article, we introduce regression tree models for survival analyses by incorporating dependencies among covari- ates. Various properties of the proposed model are stud- ied in details. To assess the accuracy of the proposed model, a Monte{Carlo simulation study is conducted. A real data set from assay of serum free light chain is also analysed to illustrate advantages of the proposed method in medical investigations.