Thursday, November 6, 2008

Regression trees

The aim of regression analysis is to produce a model that can predict or explain the values of a continuous variable (endogenous) from the values of a list of predictors (exogenous), continuous or discrete.

Multiple linear regression is certainly the most known, but other methods such as Regression Trees can perform this task. But, in this case, the predictive model has the appearance of a tree. We use a "if-then" conditions in order to predict the class value of an individual from its description.

Keywords: regression trees, CART
Components: Regression tree
Tutorial: en_Tanagra_Regression_Tree.pdf
Dataset: housign.arff
L. Breiman, J. Friedman, R. Olsen, C. Stone, « Classification and Regression Trees », Wadsworth International, 1984.
Statsoft Inc., "Classification and Regression Trees (C&RT)"