Resource title

Model-based recursive partitioning

Resource image

image for OpenScout resource :: Model-based recursive partitioning

Resource description

Recursive partitioning is embedded into the general and well-established class of parametric models that can be fitted using M-type estimators (including maximum likelihood). An algorithm for model-based recursive partitioning is suggested for which the basic steps are: (1) fit a parametric model to a data set, (2) test for parameter instability over a set of partitioning variables, (3) if there is some overall parameter instability, split the model with respect to the variable associated with the highest instability, (4) repeat the procedure in each of the daughter nodes. The algorithm yields a partitioned (or segmented) parametric model that can effectively be visualized and that subject-matter scientists are used to analyze and interpret. (author's abstract) ; Series: Research Report Series / Department of Statistics and Mathematics

Resource author

Achim Zeileis, Torsten Hothorn, Kurt Hornik

Resource publisher

Resource publish date

Resource language

en

Resource content type

application/pdf

Resource resource URL

http://epub.wu.ac.at/54/1/document.pdf

Resource license

Adapt according to the license agreement. Always reference the original source and author.