Monte Carlo Calibration of Distributions of Partition Statistics

JMP white paper on a tablet

In recursive partitioning (decision trees) a search is made for each factor as to how to best make a split. Because of this searching over many possibilities, the p-values for the split itself do not have the claimed distribution. Most often a p-value multiplicity correction is made using the Bonferroni adjustment. It turns out that this strongly overcorrects, and thus we investigated fitting the distribution to obtain better p-values.

*
*
*
*
  Per favore iscrivetemi a JMP Newswire, la newsletter mensile per gli utenti JMP.
  Sì, potete inviarmi email occasionalmente su prodotti e servizi JMP.

JMP è una divisione di SAS Institute Inc. e le informazioni dell'utente verranno gestite in conformità con l'Informativa sulla privacy SAS.

 
 

Back to Top