메뉴 건너뛰기




Volumn 17, Issue 2, 2008, Pages 492-514

Model-based recursive partitioning

Author keywords

Change points; Maximum likelihood; Parameter instability

Indexed keywords


EID: 44649159456     PISSN: 10618600     EISSN: None     Source Type: Journal    
DOI: 10.1198/106186008X319331     Document Type: Article
Times cited : (551)

References (56)
  • 1
    • 0034728356 scopus 로고    scopus 로고
    • What Do We Mean by Validating a Prognostic Model?
    • Altman, D. G., and Royston, P. (2000), "What Do We Mean by Validating a Prognostic Model?" Statistics in Medicine, 19, 453-473.
    • (2000) Statistics in Medicine , vol.19 , pp. 453-473
    • Altman, D.G.1    Royston, P.2
  • 2
    • 0001162133 scopus 로고
    • Tests for Parameter Instability and Structural Change with Unknown Change Point
    • Andrews, D. W. K. (1993), "Tests for Parameter Instability and Structural Change with Unknown Change Point," Econometrica, 61, 821-856.
    • (1993) Econometrica , vol.61 , pp. 821-856
    • Andrews, D.W.K.1
  • 3
    • 0000209591 scopus 로고
    • Optimal Tests When a Nuisance Parameter is Present Only Under the Alternative
    • Andrews, D. W. K., and Ploberger, W. (1994), "Optimal Tests When a Nuisance Parameter is Present Only Under the Alternative," Econometrica, 62, 1383-1414.
    • (1994) Econometrica , vol.62 , pp. 1383-1414
    • Andrews, D.W.K.1    Ploberger, W.2
  • 4
    • 33745834241 scopus 로고    scopus 로고
    • University of California, Irvine, Department of Information and Computer Sciences
    • Asuncion, A., and Newman, D. J. (2007), "UCI Repository of Machine Learning Databases," http://www.ics.uci. edu/∼mlearn/MLRepository. html, University of California, Irvine, Department of Information and Computer Sciences.
    • (2007) UCI Repository of Machine Learning Databases
    • Asuncion, A.1    Newman, D.J.2
  • 5
    • 0037286212 scopus 로고    scopus 로고
    • Computation and Analysis of Multiple Structural Change Models
    • Bai, J., and Perron, P. (2003), "Computation and Analysis of Multiple Structural Change Models," Journal of Applied Econometrics, 18, 1-22.
    • (2003) Journal of Applied Econometrics , vol.18 , pp. 1-22
    • Bai, J.1    Perron, P.2
  • 7
    • 0035478854 scopus 로고    scopus 로고
    • Random Forests
    • Breiman, L. (2001), "Random Forests," Machine Learning, 45, 5-32.
    • (2001) Machine Learning , vol.45 , pp. 5-32
    • Breiman, L.1
  • 8
    • 84950771789 scopus 로고
    • Estimating Optimal Transformations for Multiple Regression and Correlation
    • Breiman, L., and Friedman, J. H. (1985), "Estimating Optimal Transformations for Multiple Regression and Correlation," Journal of the American Statistical Association, 80, 580-598.
    • (1985) Journal of the American Statistical Association , vol.80 , pp. 580-598
    • Breiman, L.1    Friedman, J.H.2
  • 11
    • 11244354640 scopus 로고    scopus 로고
    • LOTUS: An Algorithm for Building Accurate and Comprehensible Logistic Regression Trees
    • Chan, K.-Y., and Loh, W.-Y. (2004), "LOTUS: An Algorithm for Building Accurate and Comprehensible Logistic Regression Trees," Journal of Computational and Graphical Statistics, 13, 826-852.
    • (2004) Journal of Computational and Graphical Statistics , vol.13 , pp. 826-852
    • Chan, K.-Y.1    Loh, W.-Y.2
  • 12
    • 18744386102 scopus 로고    scopus 로고
    • Regression Trees for Analysis of Count Data with Extra Poisson Variation
    • Choi, Y., Ahn, H., and Chen, J. J. (2005), "Regression Trees for Analysis of Count Data with Extra Poisson Variation," Computational Statistics & Data Analysis, 49, 893-915.
    • (2005) Computational Statistics & Data Analysis , vol.49 , pp. 893-915
    • Choi, Y.1    Ahn, H.2    Chen, J.J.3
  • 13
    • 0001369142 scopus 로고
    • Tests of Equality Between Sets of Coefficients in Two Linear Regressions
    • Chow, G. C. (1960), "Tests of Equality Between Sets of Coefficients in Two Linear Regressions," Econometrica, 28, 591-605.
    • (1960) Econometrica , vol.28 , pp. 591-605
    • Chow, G.C.1
  • 14
    • 0042955396 scopus 로고
    • MOSUM Tests for Parameter Constancy
    • Chu, C.-S. J., Hornik, K., and Kuan, C.-M. (1995), "MOSUM Tests for Parameter Constancy," Biometrika, 82, 603-617.
    • (1995) Biometrika , vol.82 , pp. 603-617
    • Chu, C.-S.J.1    Hornik, K.2    Kuan, C.-M.3
  • 15
    • 3543051838 scopus 로고    scopus 로고
    • Functional Trees
    • Gama, J. (2004), "Functional Trees," Machine Learning, 55, 219-250.
    • (2004) Machine Learning , vol.55 , pp. 219-250
    • Gama, J.1
  • 17
    • 0033619170 scopus 로고    scopus 로고
    • Assessment and Comparison of Prognostic Classification Schemes for Survival Data
    • Graf, E., Schmoor, C., Sauerbrei, W., and Schumacher, M. (1999), "Assessment and Comparison of Prognostic Classification Schemes for Survival Data," Statistics in Medicine, 18, 2529-2545.
    • (1999) Statistics in Medicine , vol.18 , pp. 2529-2545
    • Graf, E.1    Schmoor, C.2    Sauerbrei, W.3    Schumacher, M.4
  • 18
    • 0031542613 scopus 로고    scopus 로고
    • Approximate Asymptotic p Values for Structural-Change Tests
    • Hansen, B. E. (1997), "Approximate Asymptotic p Values for Structural-Change Tests," Journal of Business & Economic Statistics, 15, 60-67.
    • (1997) Journal of Business & Economic Statistics , vol.15 , pp. 60-67
    • Hansen, B.E.1
  • 20
    • 0028809336 scopus 로고
    • Problems and Prediction in Survival-Data Analysis
    • Henderson, R. (1995), "Problems and Prediction in Survival-Data Analysis," Statistics in Medicine, 14, 161-184.
    • (1995) Statistics in Medicine , vol.14 , pp. 161-184
    • Henderson, R.1
  • 21
    • 0036556133 scopus 로고    scopus 로고
    • Tests for Constancy of Model Parameters Over Time
    • Hjort, N. L., and Koning, A. (2002), "Tests for Constancy of Model Parameters Over Time," Nonparametric Statistics, 14, 113-132.
    • (2002) Nonparametric Statistics , vol.14 , pp. 113-132
    • Hjort, N.L.1    Koning, A.2
  • 23
    • 33750402207 scopus 로고    scopus 로고
    • Interactive Graphics for Visualizing Conditional Distributions
    • unpublished manuscript
    • Hofmann, H., and Theus, M. (2005), "Interactive Graphics for Visualizing Conditional Distributions," unpublished manuscript.
    • (2005)
    • Hofmann, H.1    Theus, M.2
  • 24
    • 46849099966 scopus 로고    scopus 로고
    • Hornik, K, Zeileis, A, Hothorn, T, and Buchta, C, 2006, RWe ka: An R Interface to We ka, R Package Version 0.2-2, available online at
    • Hornik, K., Zeileis, A., Hothorn, T., and Buchta, C. (2006), RWe ka: An R Interface to We ka, R Package Version 0.2-2, available online at http://CRAN.R-project.org/package=RWeka.
  • 27
    • 46849092546 scopus 로고    scopus 로고
    • Hothorn, T, Zeileis, A, and Hornik, K, 2007, party: A Laboratory for Recursive Part(y)itioning, R package version 0.9-90
    • Hothorn, T., Zeileis, A., and Hornik, K. (2007), party: A Laboratory for Recursive Part(y)itioning, R package version 0.9-90, http://CRAN.R-project.org/package=party.
  • 30
    • 0036556537 scopus 로고    scopus 로고
    • Regression Trees with Unbiased Variable Selection and Interaction Detection
    • Loh, W.-Y. (2002), "Regression Trees with Unbiased Variable Selection and Interaction Detection," Statistica Sinica, 12, 361-386.
    • (2002) Statistica Sinica , vol.12 , pp. 361-386
    • Loh, W.-Y.1
  • 31
    • 0031312210 scopus 로고    scopus 로고
    • Split Selection Methods for Classification Trees
    • Loh, W.-Y., and Shih, Y.-S. (1997), "Split Selection Methods for Classification Trees," Statistica Sinica, 7, 815-840.
    • (1997) Statistica Sinica , vol.7 , pp. 815-840
    • Loh, W.-Y.1    Shih, Y.-S.2
  • 32
    • 0017146303 scopus 로고
    • On Closed Testing Procedures with Special Reference to Ordered Analysis of Variance
    • Marcus, R., Peritz, E., and Gabriel, K. R. (1976), "On Closed Testing Procedures with Special Reference to Ordered Analysis of Variance," Biometrika, 63, 655-660.
    • (1976) Biometrika , vol.63 , pp. 655-660
    • Marcus, R.1    Peritz, E.2    Gabriel, K.R.3
  • 33
    • 0242288813 scopus 로고    scopus 로고
    • The Support Vector Machine Under Test
    • Meyer, D., Leisch, F., and Hornik, K. (2003), "The Support Vector Machine Under Test," Neurocomputing, 55, 169-186.
    • (2003) Neurocomputing , vol.55 , pp. 169-186
    • Meyer, D.1    Leisch, F.2    Hornik, K.3
  • 35
    • 0141704311 scopus 로고    scopus 로고
    • Estimating Regression Models with Unknown Break-Points
    • Muggeo, V. M. R. (2003), "Estimating Regression Models with Unknown Break-Points," Statistics in Medicine, 22, 3055-3071.
    • (2003) Statistics in Medicine , vol.22 , pp. 3055-3071
    • Muggeo, V.M.R.1
  • 37
    • 2942644884 scopus 로고    scopus 로고
    • Cutpoint Selection for Categorizing a Continuous Predictor
    • O'Brien, S. M. (2004), "Cutpoint Selection for Categorizing a Continuous Predictor," Biometrics, 60, 504-509.
    • (2004) Biometrics , vol.60 , pp. 504-509
    • O'Brien, S.M.1
  • 38
    • 0000173572 scopus 로고
    • The CUSUM Test with OLS Residuals
    • Ploberger, W., and Krämer, W. (1992), "The CUSUM Test with OLS Residuals," Econometrica, 60, 271-285.
    • (1992) Econometrica , vol.60 , pp. 271-285
    • Ploberger, W.1    Krämer, W.2
  • 39
    • 30044434365 scopus 로고    scopus 로고
    • Incremental Learning of Linear Model Trees
    • Potts, D., and Sammut, C. (2005), "Incremental Learning of Linear Model Trees," Machine Learning, 61, 5-48.
    • (2005) Machine Learning , vol.61 , pp. 5-48
    • Potts, D.1    Sammut, C.2
  • 42
    • 35748932852 scopus 로고    scopus 로고
    • R Foundation for Statistical Computing, Vienna, Austria
    • R Development Core Team (2007), R: A Language and Environment for Statistical Computing, R Foundation for Statistical Computing, Vienna, Austria, http://www.R-project.org/.
    • (2007) R: A Language and Environment for Statistical Computing
  • 44
    • 20444437254 scopus 로고    scopus 로고
    • Component Indentification and Estimation in Nonlinear High-dimension Regression Models by Structural Adaptation
    • Samarov, A., Spokoiny, V., and Vial, C. (2005), "Component Indentification and Estimation in Nonlinear High-dimension Regression Models by Structural Adaptation," Journal of the American Statistical Association, 100, 429-445.
    • (2005) Journal of the American Statistical Association , vol.100 , pp. 429-445
    • Samarov, A.1    Spokoiny, V.2    Vial, C.3
  • 45
    • 0041669603 scopus 로고    scopus 로고
    • Predictive Accuracy and Explained Variation
    • Schemper, M. (2003), "Predictive Accuracy and Explained Variation," Statistics in Medicine, 22, 2299-2308.
    • (2003) Statistics in Medicine , vol.22 , pp. 2299-2308
    • Schemper, M.1
  • 49
    • 0003516711 scopus 로고    scopus 로고
    • An Introduction to Recursive Partitioning using the rpart Routine,
    • Technical Report 61, Section of Biostatistics, Mayo Clinic, Rochester
    • Therneau, T. M., and Atkinson, E. J. (1997), "An Introduction to Recursive Partitioning using the rpart Routine," Technical Report 61, Section of Biostatistics, Mayo Clinic, Rochester, http://www.mayo.edu/hsr/ techrpt/61.pdf.
    • (1997)
    • Therneau, T.M.1    Atkinson, E.J.2
  • 51
    • 0001717058 scopus 로고    scopus 로고
    • Induction of Model Trees for Predicting Continuous Classes
    • University of Economics, Faculty of Informatics and Statistics, Prague
    • Wang, Y., and Witten, I. H. (1997), "Induction of Model Trees for Predicting Continuous Classes," in Proceedings of the European Conference on Machine Learning, University of Economics, Faculty of Informatics and Statistics, Prague.
    • (1997) Proceedings of the European Conference on Machine Learning
    • Wang, Y.1    Witten, I.H.2
  • 54
    • 29244485172 scopus 로고    scopus 로고
    • A Unified Approach to Structural Change Tests Based on ML Scores, F Statistics, and OLS Residuals
    • Zeileis, A. (2005), "A Unified Approach to Structural Change Tests Based on ML Scores, F Statistics, and OLS Residuals," Econometric Reviews, 24, 445-466.
    • (2005) Econometric Reviews , vol.24 , pp. 445-466
    • Zeileis, A.1
  • 55
    • 35348978702 scopus 로고    scopus 로고
    • Generalized M-fluctuation Tests for Parameter Instability
    • DOI: 10.1111/j.1467-9574.2007.00371.x
    • Zeileis, A., and Hornik, K. (2007), "Generalized M-fluctuation Tests for Parameter Instability," Statistica Neerlandica, 61, 488-508. DOI: 10.1111/j.1467-9574.2007.00371.x.
    • (2007) Statistica Neerlandica , vol.61 , pp. 488-508
    • Zeileis, A.1    Hornik, K.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.