Tree-structured modelling of categorical predictors in generalized additive regression

DOI10.1007/S11634-017-0298-6zbMATH Open1416.62364arXiv1504.04700OpenAlexW2766550469WikidataQ114688718 ScholiaQ114688718MaRDI QIDQ137407FDOQ137407

Gerhard Tutz, Gerhard Tutz, Moritz Berger, Moritz Berger

Publication date: 26 October 2017

Published in: Advances in Data Analysis and Classification. ADAC (Search for Journal in Brave)

Abstract: Generalized linear and additive models are very efficient regression tools but the selection of relevant terms becomes difficult if higher order interactions are needed. In contrast, tree-based methods also known as recursive partitioning are explicitly designed to model a specific form of interaction but with their focus on interaction tend to neglect the main effects. The method proposed here focusses on the main effects of categorical predictors by using tree type methods to obtain clusters. In particular when the predictor has many categories one wants to know which of the categories have to be distinguished with respect to their effect on the response. The tree-structured approach allows to detect clusters of categories that share the same effect while letting other variables, in particular metric variables, have a linear or additive effect on the response. An algorithm for the fitting is proposed and various stopping criteria are evaluated. The preferred stopping criterion is based on $p$-values representing a conditional inference procedure. In addition, stability of clusters are investigated and the relevance of variables is investigated by bootstrap methods. Several applications show the usefulness of tree-structured clustering and a small simulation study demonstrates that the fitting procedure works well.

Full work available at URL: https://arxiv.org/abs/1504.04700

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zbMATH Keywords

recursive partitioningcategorical predictorspartially linear tree-based regressiontree-structured clustering

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) General nonlinear regression (62J02) Generalized linear models (logistic models) (62J12)

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Cited In (4)

• Bayesian effect fusion for categorical predictors
• structree
• Tree-structured scale effects in binary and ordinal regression
• Handling categorical features with many levels using a product partition model

Uses Software

• R
• BayesX
• gamair
• gvcm.cat
• CasANOVA
• structree

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