Tree stability diagnostics and some remedies against instability

Dannegger, Felix (1997): Tree stability diagnostics and some remedies against instability. Collaborative Research Center 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.

• Item Type: Paper (Research Paper)
• Faculties: Mathematics, Computer Science and Statistics > Statistics > Collaborative Research Center 386; Special Research Fields > Special Research Field 386
• Subjects: 500 Science > 510 Mathematics
• Language: English