Chunk #33 — The Methods — How Do Classification and Regression Trees Work? — Splitting and Stopping

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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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Advanced variable selection strategies, that have been developed for parametric models, employ model selection criteria such as the AIC and BIC, that include a penalization term for the number of parameters in the model. For a detailed discussion of approaches that account for the complexity of parametric models see Burnham and Anderson (2002) or Burnham and Anderson (2004).