Coefficient-wise tree-based varying coefficient regression with vcrpart

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.

• Publication year

  2017

• Venue

  Journal of Statistical Software

• Publication date

  2017-08-29

• Fields of study

  Mathematics, Computer Science

• Identifiers
  DOI 10.18637/JSS.V080.I06
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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