Coefficient-wise tree-based varying coefficient regression with vcrpart
Title | Coefficient-wise tree-based varying coefficient regression with vcrpart |
Publication Type | Journal Article |
Year of Publication | 2017 |
Authors | Buergin, RArthur, Ritschard, G |
Journal | Journal of Statistical Software |
Volume | 80 |
Issue | 6 |
Pagination | 1–33 |
Date Published | 08/2017 |
Keywords | CART, generalized linear models, R package, regression trees, statistical learning, varying coefficient models |
Abstract | The tree-based TVCM algorithm and its implementation in the R package vcrpart are introduced for generalized linear models. The purpose of TVCM is to learn whether and how the coefficients of a regression model vary by moderating variables. A separate partition is built for each potentially varying coefficient, allowing the user to specify coefficient-specific sets of potential moderators, and allowing the algorithm to select moderators individually by coefficient. In addition to describing the algorithm, the TVCM is evaluated using a benchmark comparison and a simulation study and the R commands are demonstrated by means of empirical applications. |
URL | https://www.jstatsoft.org/article/view/v080i06 |
DOI | 10.18637/jss.v080.i06 |