We introduce a new approach to competing risks using random forests. Our method is fully non-parametric and can be used for selecting event-specific variables and for estimating the cumulative incidence function. We show that the method is highly effective for both prediction and variable selection in high-dimensional problems and in settings such as HIV/AIDS that involve many competing risks.
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NYU, Leonard N Stern Sch Business, Dept Technol, Operat, 44 West 4th St,Suite 8-55, New York, NY 10012 USANYU, Leonard N Stern Sch Business, Dept Technol, Operat, 44 West 4th St,Suite 8-55, New York, NY 10012 USA
Frydman, Halina
Matuszyk, Anna
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Warsaw Sch Econ, Inst Finance, Warsaw, PolandNYU, Leonard N Stern Sch Business, Dept Technol, Operat, 44 West 4th St,Suite 8-55, New York, NY 10012 USA
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Renmin Univ China, China Financial Policy Res Ctr, Sch Finance, Beijing 100872, Peoples R ChinaRenmin Univ China, China Financial Policy Res Ctr, Sch Finance, Beijing 100872, Peoples R China
He, Qing
Chong, Terence Tai-Leung
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Chinese Univ Hong Kong, Dept Econ, Shatin, Hong Kong, Peoples R ChinaRenmin Univ China, China Financial Policy Res Ctr, Sch Finance, Beijing 100872, Peoples R China
Chong, Terence Tai-Leung
Li, Li
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Chinese Univ Hong Kong, Dept Econ, Shatin, Hong Kong, Peoples R ChinaRenmin Univ China, China Financial Policy Res Ctr, Sch Finance, Beijing 100872, Peoples R China
Li, Li
Zhang, Jun
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Chinese Univ Hong Kong, Dept Econ, Shatin, Hong Kong, Peoples R ChinaRenmin Univ China, China Financial Policy Res Ctr, Sch Finance, Beijing 100872, Peoples R China
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Zhejiang Univ, Sch Med, Sir Run Run Shaw Hosp, Dept Emergency Med, Hangzhou 310016, Zhejiang, Peoples R ChinaZhejiang Univ, Sch Med, Sir Run Run Shaw Hosp, Dept Emergency Med, Hangzhou 310016, Zhejiang, Peoples R China