Quotation Rusch, Thomas, Zeileis, Achim. 2010. Peeking Into The Black Box: Gaining Insight With Recursive Partitioning of GLMs. LinStat - International Conference On Trends And Perspectives In Linear Statistical Inference, Tomar, Portugal, 27.07.-31.07. Invited Talk


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Abstract

Recursive partitioning algorithms separate a feature space into a set of disjoint rectangles. Typically, a constant (e.g., a mean or a pro- portion) is fitted in every segment of the partition. While this is a simple and intuitive approach, it still lacks interpretability as to how a specific relationship between dependent and independent variables may look. Or it may be that a certain model is assumed or of inter- est and there is a number of candidate variables that may nonlinearily give rise to different model parameter values. We want to present an approach that offers a solution to the problem of limited interpretabil- ity of classical trees as well as providing an explorative way to assess a candidate variable's influence on a parametric model: Model-Based Recursive Partitioning (Zeileis et.al., 2008). This method conducts recursive partitioning of a parameteric model such as the generalized linear model by (1) fitting a parametric model to a data set, (2) testing for parameter instability over a set of partitioning variables, (3) split- ting the model with respect to the variable associated with the highest instability. The outcome is a tree where each node is associated with a fitted parametric model. We will describe the procedure and show its versatility and suitability to gain additional insight into the relation- ship of dependent and independent variables by three examples, the link between professors' beauty and their teaching evaluation, the pre- diction of voting behaviour and a failure model for debt amortization.

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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Paper presented at an academic conference or symposium
Language English
Title Peeking Into The Black Box: Gaining Insight With Recursive Partitioning of GLMs
Event LinStat - International Conference On Trends And Perspectives In Linear Statistical Inference
Year 2010
Date 27.07.-31.07
Country Portugal
Location Tomar
URL http://www.linstat2010.ipt.pt/
Invited Talk Y

Associations

People
Rusch, Thomas (Details)
Zeileis, Achim (Former researcher)
Organization
Institute for Statistics and Mathematics IN (Details)
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