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article · Journal of Computational and Graphical Statistics · 2008

Model-Based Recursive Partitioning

Achim Zeileis, Torsten Hothorn, Kurt Hornik

Cited by 759Abstract and details only

Abstract

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 dataset; (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.

Cite this paper

APA 7

Zeileis, A., Hothorn, T., & Hornik, K. (2008). Model-Based Recursive Partitioning. Journal of Computational and Graphical Statistics, 17(2), 492–514. https://doi.org/10.1198/106186008x319331

MLA 9

Zeileis, Achim, et al. “Model-Based Recursive Partitioning.” Journal of Computational and Graphical Statistics, vol. 17, no. 2, 2008, pp. 492–514, https://doi.org/10.1198/106186008x319331.

Chicago

Zeileis, Achim, Torsten Hothorn, and Kurt Hornik. 2008. “Model-Based Recursive Partitioning.” Journal of Computational and Graphical Statistics 17 (2): 492–514. https://doi.org/10.1198/106186008x319331.

Harvard

Zeileis, A., Hothorn, T. and Hornik, K. (2008) ‘Model-Based Recursive Partitioning’, Journal of Computational and Graphical Statistics, 17(2), pp. 492–514. Available at: https://doi.org/10.1198/106186008x319331.

BibTeX
@article{zeileis2008model,
  title = {{Model-Based Recursive Partitioning}},
  author = {Zeileis, Achim and Hothorn, Torsten and Hornik, Kurt},
  journal = {Journal of Computational and Graphical Statistics},
  volume = {17},
  number = {2},
  pages = {492--514},
  year = {2008},
  doi = {10.1198/106186008x319331}
}

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