CHAID决策树

• 这是另一种决策树，我在做DRGs分组的时候用到了，记录下

• wiki简介

• CHAID：Chi-square automatic interaction detection

• 这个算法基于adjusted significance testing（Bonferroni testing）

• 同时，这个算法是AID和THAID的拓展，是G. V. Kass于1980年在《An Exploratory Technique for Investigating Large Quantities of Categorical Data》提出的

• Select the predictor that has the smallest adjusted p-value (i.e., most significant). If this
  adjusted p-value is less than or equal to a user-specified alpha-level
  alpha4, split the node using this predictor. Else, do not split and the
  node is considered as a terminal node

R代码

• 这里有两个R包
• party

library(party)
fit = ctree(formula, data, controls = ctree_control())

• CHAID
  • 只接受factor和ordered factor
  • 只能做分类树，不能做回归树。如果一定要用这个做，只能将连续性变量分类

library(partykit)
library(CHAID)
fit = chaid(formula, data = dat)

教程

• blog