Resum
Segmentation trees have been attracting a great deal of attention as model comparison tools, with research mainly motivated by the fact that segmentation trees allow identification of partitions of data characterised by different dependency structures. Few algorithms have been proposed by the statistical community that combine model estimation and segmentation trees, outside the MOdel-based recursive partitioning (MOB) procedure proposed by Zelies et al. (2008). In a new approach we generalize the pathmox algorithm developed by Lamberti et al. (2016) to the context of linear regression models, using a model comparison test to identify the most significant partitions (i.e., sub-groups) in data. Further developments of the proposed approach will involve extensions to other contexts such as quantile regression.
| Idioma original | Anglès |
|---|---|
| Títol de la publicació | ASA 2021 Statistics and Information Systems for Policy Evaluation |
| Lloc de publicació | Florence |
| Editor | Firenze University Press |
| Pàgines | 137-140 |
| Nombre de pàgines | 4 |
| Edició | 2021 |
| ISBN (electrònic) | 9788855184618 |
| DOIs | |
| Estat de la publicació | Publicada - 2021 |