Sequential BATTing Algorithm (Bootstrapping and Aggregating of Thresholds from Trees) Stat Med. 2017;36(9):1414–1428. doi:10.1002/sim.7236 — SubgrpID R Package PHASE 1: INPUT & SETUP Input Data - Predictors (biomarkers) - Response variable - Treatment indicator - Censoring info (survival) Parameters - n.boot (default = 50) - min.sigp.prcnt (default = 20%) - type: c / s / b - des.res: larger / smaller Pre-filtering (Optional) Univariate / glmnet / CART Reduce predictor dimensionality Legend Input / Output Data Pre-processing Sequential Loop Steps Bootstrap Steps (B1–B6) Aggregation Decision / Stopping Final Output Loop Back PHASE 2: SEQUENTIAL ITERATION LOOP Initialize Empty Signature (k = 1) Evaluate All Remaining Predictor Variables BOOTSTRAP THRESHOLD DISCOVERY (repeated n.boot = 50 times per variable) B1 Draw Bootstrap Sample from Training Data B2 Fit Statistical Model Cox (survival) GLM (binary) / Linear (cont.) B3 Extract Direction from Interaction / Main Effect Coefficients B4 Generate Cutoff Candidates (5th–95th pctl, step = 5%) B5 Score Each Cutoff via p-values (interaction or main effect) B6 Select Best Cutoff (lowest p-value) for this Bootstrap Repeat n.boot times Aggregate Cutoffs Compute MEDIAN threshold across all bootstrap samples Select Variable with Most Significant Relationship (lowest p) Add New Rule to Signature (variable, direction, threshold) Stopping Criteria Met? Stopping Criteria: 1. LR test p-value > 0.05 2. Sig+ pop < min.sigp.prcnt (20%) No (k = k+1) Yes PHASE 3: EVALUATION & OUTPUT Final Biomarker Signature Matrix of rules: [variable | direction (< or >) | threshold | log-LL] Predictive: Treatment x Subgroup interaction p-values Prognostic: Main effect significance Training Set Evaluation Apply signature Compute subgroup stats Nested Cross-Validation Assess model stability and robustness Test Set Evaluation Apply signature to held-out data Interaction Plot Treatment vs Control across subgroups Results: p-values, subgroup ratios, group metrics, CSV/RData output