Bagging survival trees

Predicted survival probability functions of censored event free survival are improved by bagging survival trees. We suggest a new method to aggregate survival trees in order to obtain better predictions for breast cancer and lymphoma patients. A set of survival trees based on B bootstrap samples is computed. We define the aggregated Kaplan–Meier curve of a new observation by the Kaplan–Meier curve of all observations identified by the B leaves containing the new observation. The integrated Brier score is used for the evaluation of predictive models. We analyse data of a large trial on node positive breast cancer patients conducted by the German Breast Cancer Study Group and a smaller ‘pilot’ study on diffuse large B‐cell lymphoma, where prognostic factors are derived from microarray expression values. In addition, simulation experiments underline the predictive power of our proposal. Copyright © 2004 John Wiley & Sons, Ltd.