期刊
JOURNAL OF STATISTICAL SOFTWARE
卷 80, 期 6, 页码 1-33出版社
JOURNAL STATISTICAL SOFTWARE
DOI: 10.18637/jss.v080.i06
关键词
regression trees; varying coefficient models; generalized linear models; statistical learning; R package; CART
资金
- Swiss National Science Foundation
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.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据