Coefficient-Wise Tree-Based Varying Coefficient Regression with vcrpart

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Authors Reto Bürgin, Gilbert Ritschard
Journal/Conference Name Journal of Statistical Software
Paper Category
Paper 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.
Date of publication 2017
Code Programming Language R
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