Forms values for nodes of a regression tree (R.W. Payne).
Options
Y = variate |
Values of the response variate for the new data set |
---|---|
TREE = tree |
Tree for which predictions and accuracy values are to be formed |
REPLACE = string token |
Whether to replace the values stored in the tree (yes , no ); default no |
PREDICTION = pointer |
New predictions for the nodes of the tree |
ACCURACY = pointer |
New accuracy values for the nodes of the tree |
NOBSERVATIONS = pointer |
New numbers of observarions for the nodes of the tree |
Parameter
X = variates |
Values of the x-variates for the new data set |
---|
Description
When pruning a regression tree, it is best to use “accuracy” figures that are derived from a different set or sets of data from that which was used to construct the tree. BRVALUES
allows these to be calculated, together with predictions for the nodes of the tree.
The TREE
option specifies the tree for which the values are to be formed. The Y
option specifies the values of the response variate for the observations in the new data set, and the X
parameter defines their values for the x-variates as used to construct the tree. You can set option REPLACE=yes
to use the new values to replace those already stored in the tree. Alternatively, you can use the PREDICTION
parameter to save the predictions, in a pointer. This has an element for each node of the tree (and with the same suffix as that node) pointing to a scalar storing the prediction for the node. Similarly, the ACCURACY
parameter saves the accuracies, and the NOBSERVATIONS
parameter saves the numbers of observations at each node. You can use these later to replace the prediction and accuracy values in the original tree by
CALCULATE Tree[]['accuracy'] = ACCURACY[]
& Tree[]['prediction'] = PREDICTION[]
& Tree[]['nobservations'] = NOBSERVATIONS[]
Alternatively, you may want to combine them first with other estimates, for example to form bootstrapped estimates.
Options: Y
, TREE
, REPLACE
, PREDICTION
, ACCURACY
, NOBSERVATIONS
.
Parameter: X
Method
BRVALUES
uses the standard Genstat tree functions to obtain the necessary information about the tree.
Action with RESTRICT
BRVALUES
takes account of any restrictions on the Y
or X
variates.
See also
Procedures: BREGRESSION
, BRDISPLAY
, BRKEEP
, BRPREDICT
, BPRUNE
.
Commands for: Regression analysis, Multivariate and cluster analysis.
Example
CAPTION 'BRVALUES example',!t('Water usage data (Draper & Smith 1981,',\ 'Applied Regression Analysis, Wiley, New York).'); STYLE=meta,plain READ temp,product,opdays,employ,water 58.8 7.107 21 129 3.067 65.2 6.373 22 141 2.828 70.9 6.796 22 153 2.891 77.4 9.208 20 166 2.994 79.3 14.792 25 193 3.082 81.0 14.564 23 189 3.898 71.9 11.964 20 175 3.502 63.9 13.526 23 186 3.060 54.5 12.656 20 190 3.211 39.5 14.119 20 187 3.286 44.5 16.691 22 195 3.542 43.6 14.571 19 206 3.125 56.0 13.619 22 198 3.022 64.7 14.575 22 192 2.922 73.0 14.556 21 191 3.950 78.9 18.573 21 200 4.488 79.4 15.618 22 200 3.295 : "form the regression tree" BREGRESSION [PRINT=indented; Y=water; TREE=tree]\ employ,opdays,product,temp "read a new set of values" READ [SETNVALUES=yes] temp,product,opdays,employ,water 79.8 15.689 22 201 3.310 80.0 14.929 25 195 3.111 39.7 14.208 20 188 3.307 81.6 14.672 23 190 3.927 65.3 14.707 22 194 2.949 64.5 13.653 23 188 3.089 71.9 11.965 20 175 3.502 43.7 14.595 19 206 3.130 79.6 15.656 22 200 3.303 43.6 14.580 19 206 3.127 64.0 13.548 23 186 3.065 44.8 16.811 22 196 3.567 56.5 13.740 22 200 3.049 79.6 14.846 25 194 3.093 73.1 14.574 21 191 3.955 77.5 9.218 20 166 2.997 65.5 6.404 22 142 2.842 71.1 6.818 22 153 2.900 79.1 18.627 21 201 4.501 73.2 14.597 21 192 3.961 44.6 16.724 22 195 3.549 56.1 13.633 22 198 3.025 78.0 9.282 20 167 3.018 59.1 7.139 21 130 3.081 54.7 12.695 20 191 3.221 : "form new predictions and accuracy values" BRVALUES [Y=water; TREE=tree; REPLACE=yes] employ,opdays,product,temp "prune the tree" BPRUNE [PRINT=table,graph] tree; NEWTREES=pruned "use tree 10 - renumber nodes" BCUT [RENUMBER=yes] pruned[10]; NEWTREE=tree "display the tree" BRDISPLAY [PRINT=indented,graph] tree