Statistica Sinica 5(1995), 641-666 GENERALIZED REGRESSION TREES
نویسندگان
چکیده
Amethod of generalized regression that blends tree-structured nonparametric regression and adaptive recursive partitioning with maximum likelihood estimation is studied. The function estimate is a piecewise polynomial, with the pieces determined by the terminal nodes of a binary decision tree. The decision tree is constructed by recursively partitioning the data according to the signs of the residuals from a model tted by maximum likelihood to each node. Algorithms for tree-structured Poisson and logistic regression and examples to illustrate them are given. Large-sample properties of the estimates are derived under appropriate regularity conditions.
منابع مشابه
Generalized Regression Trees ( Statistica Sinica 1995 , v . 5 , pp . 641 – 666 )
A method of generalized regression that blends tree-structured nonparametric regression and adaptive recursive partitioning with maximum likelihood estimation is studied. The function estimate is a piecewise polynomial, with the pieces determined by the terminal nodes of a binary decision tree. The decision tree is constructed by recursively partitioning the data according to the signs of the r...
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