Scientific article
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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 groups
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)
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Identifiers
Additional URL for this publicationhttp://www.jstatsoft.org/v80/i06/
Journal ISSN1548-7660
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Technical informations

Creation31/08/2017 09:40:00
First validation31/08/2017 09:40:00
Update time14/03/2025 11:09:02
Status update14/03/2025 11:09:02
Last indexation14/03/2025 11:11:12
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