Generalised linear model trees with global additive effects

DOI10.48550/ARXIV.1612.07498zbMATH Open1474.62269DBLPjournals/adac/SeiboldHZ19arXiv1612.07498OpenAlexW2952822714WikidataQ57263742 ScholiaQ57263742MaRDI QIDQ137903FDOQ137903

Authors: Torsten Hothorn, Achim Zeileis, Heidi Seibold 

Publication date: 22 December 2016

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

Abstract: Model-based trees are used to find subgroups in data which differ with respect to model parameters. In some applications it is natural to keep some parameters fixed globally for all observations while asking if and how other parameters vary across subgroups. Existing implementations of model-based trees can only deal with the scenario where all parameters depend on the subgroups. We propose partially additive linear model trees (PALM trees) as an extension of (generalised) linear model trees (LM and GLM trees, respectively), in which the model parameters are specified a priori to be estimated either globally from all observations or locally from the observations within the subgroups determined by the tree. Simulations show that the method has high power for detecting subgroups in the presence of global effects and reliably recovers the true parameters. Furthermore, treatment-subgroup differences are detected in an empirical application of the method to data from a mathematics exam: the PALM tree is able to detect a small subgroup of students that had a disadvantage in an exam with two versions while adjusting for overall ability effects.

Full work available at URL: https://arxiv.org/abs/1612.07498

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zbMATH Keywords

treeGLMmodel-based recursive partitioningsubgroup analysis

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12)

Cites Work

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• Generalised linear model trees with global additive effects
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Cited In (9)

• SVM-CART for disease classification
• palmtree
• Generalised linear model trees with global additive effects
• Tree-structured modelling of categorical predictors in generalized additive regression
• Mixed-effect models with trees
• An explicit split point procedure in model-based trees allowing for a quick fitting of GLM trees and GLM forests
• Integration of model-based recursive partitioning with bias reduction estimation: a case study assessing the impact of Oliver's four factors on the probability of winning a basketball game
• To split or to mix? Tree vs. mixture models for detecting subgroups
• Subgroup identification in individual participant data meta-analysis using model-based recursive partitioning

Uses Software

• partykit
• DynTxRegime
• batchtools
• stima
• palmtree
• GPLTR

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