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Scientific article
Open access
English

Coefficient-wise tree-based varying coefficient regression with vcrpart

Published inJournal of Statistical Software, vol. 80, no. 6, p. 1-33
Publication date2017
Abstract

The tree-based TVCM algorithm and its implementation in the R package vcrpart are introduced for generalized linear models. The purpose of TVCM is to learn whether and how the coefficients of a regression model vary by moderating variables. A separate partition is built for each potentially varying coefficient, allowing the user to specify coefficient-specific sets of potential moderators, and allowing the algorithm to select moderators individually by coefficient. In addition to describing the algorithm, the TVCM is evaluated using a benchmark comparison and a simulation study and the R commands are demonstrated by means of empirical applications.

Keywords
  • Regression trees
  • Varying coefficient models
  • generalized linear models
  • Statistical learning
  • R package
  • CART
Research group
Citation (ISO format)
BUERGIN, Reto Arthur, RITSCHARD, Gilbert. Coefficient-wise tree-based varying coefficient regression with vcrpart. In: Journal of Statistical Software, 2017, vol. 80, n° 6, p. 1–33. doi: 10.18637/jss.v080.i06
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Article (Published version)
accessLevelPublic
Identifiers
ISSN of the journal1548-7660
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Technical informations

Creation08/31/2017 9:40:00 AM
First validation08/31/2017 9:40:00 AM
Update time03/30/2023 10:49:13 AM
Status update03/30/2023 10:49:12 AM
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