Formulas

Saturday, December 22, 2012

Get the party started

Have you already used trees or random forests to model a relationship of a response and some covariates? Then you might like the condtional trees, which are implemented in the party package.

In difference to the CART (Classification and Regression Trees) algorithm, the conditional trees algorithm uses statistical hypothesis tests to determine the next split. Every variable is tested at each splitting step, if it has an association with the response. The variable with the lowest p-value is taken for the next split. This is done until the global null-hypothesis of independence of the response and all covariates can not be rejected.

Conditional trees is my subject in a university seminar this semester. Here are my slides explaining the functionality of conditional trees, which I wanted to share with you. It includes the theory and two short examples in R.


3 comments:

  1. Thanks for the great presentation! Now I have another modelling tool in my belt :)

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  2. I saw your post. Good job! Nice to see a comparison with other model approaches.

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  3. I found your seminar paper "Recursive partitioning by conditional inference" very helpful to understand Hothorn 2006.

    By the way, using ctree (eventually cforest) to analyze magneto-encephalogrphic data. Thank you very much for this. Will cite this in myt methods paper I'm writing.

    Cheers,

    Antoine Tremblay

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