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Splitting variable selection for multivariate regression trees

We show that the usual exhaustive search principle adapted for multivariate regression trees has selection bias toward variables with more split points. A selection scheme is proposed to control bias by utilizing hierarchical loglinear model for three-way contingency table of residuals.
Year of publication:
2007
Authors: Hsiao, Wei-Cheng ; Shih, Yu-Shan
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 77.2007, 3, p. 265-271
Publisher: Elsevier
Subject: Bias Loglinear model Residual
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005211902
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