Model-based Recursive Partitioning
نویسندگان
چکیده
Recursive partitioning is embedded into the general and well-established class of parametric models that can be fitted using M-type estimators (including maximum likelihood). An algorithm for model-based recursive partitioning is suggested for which the basic steps are: (1) fit a parametric model to a data set, (2) test for parameter instability over a set of partitioning variables, (3) if there is some overall parameter instability, split the model with respect to the variable associated with the highest instability, (4) repeat the procedure in each of the daughter nodes. The algorithm yields a partitioned (or segmented) parametric model that can be effectively visualized and that subject-matter scientists are used to analyzing and interpreting.
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