A Third Stage in Regression Tree Growing: Searching for Statistical Reliability
This paper suggests the introduction of a third stage in regresssion tree growing approach. To this aim, a statistical testing procedure based on the F statistics, is proposed. In particular, the testing procedure is applied to the CART sequence of pruned subtrees, resulting in a single final tree structured prediction rule, which is statistically reliable and might not coincide with any tree in the sequence itself.
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