Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Authors: Reto Bürgin, Gilbert Ritschard
Title: Coefficient-Wise Tree-Based Varying Coefficient Regression with vcrpart
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.

Page views:: 1971. Submitted: 2014-12-06. Published: 2017-08-29.
Paper: Coefficient-Wise Tree-Based Varying Coefficient Regression with vcrpart     Download PDF (Downloads: 1013)
Supplements:
vcrpart_1.0-0.tar.gz: R source package Download (Downloads: 103; 1MB)
v80i06.R: R replication code Download (Downloads: 139; 32KB)
v80i06-data.zip: Replication data Download (Downloads: 84; 1MB)
DOI: 10.18637/jss.v080.i06

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.