Tree stability diagnostics and some remedies against instability

Dannegger, Felix (1997): Tree stability diagnostics and some remedies against instability. Sonderforschungsbereich 386, Discussion Paper 72

Abstract

Stability aspects of recursive partitioning procedures are investigated. Using resampling techniques, diagnostic tools to assess single split stability and overall tree stability are introduced. To correct for the procedure's preference for covariates with many unique realizations, corrected p-values are used in the factor selection component of the algorithm. Finally, methods to stabilize tree based predictors are discussed.

• Dokumententyp: Paper
• Fakultät: Mathematik, Informatik und Statistik > Statistik > Sonderforschungsbereich 386 ; Sonderforschungsbereiche > Sonderforschungsbereich 386
• Themengebiete: 500 Naturwissenschaften und Mathematik > 510 Mathematik
• Sprache: Englisch