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.
Thanks for the great presentation! Now I have another modelling tool in my belt :)
ReplyDeleteI saw your post. Good job! Nice to see a comparison with other model approaches.
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