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Coefficient-Wise Tree-Based Varying Coefficient Regression with vcrpart

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  • Bürgin, Reto
  • Ritschard, Gilbert

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.

Suggested Citation

  • Bürgin, Reto & Ritschard, Gilbert, 2017. "Coefficient-Wise Tree-Based Varying Coefficient Regression with vcrpart," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 80(i06).
    • Handle: RePEc:jss:jstsof:v:080:i06
    DOI: http://hdl.handle.net/10.18637/jss.v080.i06
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    References listed on IDEAS

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