Chunk #39 — The Methods — How Do Classification and Regression Trees Work? — Prediction and Interpretation of Classification and Regression Trees

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An introduction to recursive partitioning: rationale, application, and characteristics of classification and regression trees, bagging, and random forests.

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Reporting the predicted class probabilities more closely resembles the output of logistic regression models and can also be employed for estimating treatment probabilities or propensity scores. Note, however, that no confidence intervals are available for the estimates, unless, e.g., bootstrapping is used in combination with refitting to assess the variability of the prediction.