Abstract
Patients often respond differently to a treatment because of individual heterogeneity. Failures of clinical trials can be substantially reduced if, prior to an investigational treatment, patients are stratified into responders and nonresponders based on biological or demographic characteristics. These characteristics are captured by a predictive signature. In this paper, we propose a procedure to search for predictive signatures based on the approach of patient rule induction method. Specifically, we discuss selection of a proper objective function for the search, present its algorithm, and describe a resampling scheme that can enhance search performance. Through simulations, we characterize conditions under which the procedure works well. To demonstrate practical uses of the procedure, we apply it to two real-world data sets. We also compare the results with those obtained from a recent regression-based approach, Adaptive Index Models, and discuss their respective advantages. In this study, we focus on oncology applications with survival responses.