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REGTREE: RATS procedure to perform a CART (Classification and Regression Trees) analysis

Author

Listed:
  • Tom Doan

    (Estima)

Programming Language

RATS

Abstract

Performs a CART (Classification and Regression Trees) analysis. This is a nonparametric alternative to regression for analyzing the relationship between a dependent variable and a set of explanatory variables. CART works by splitting off the data into branches based upon the values of the independent variables. At each stage, it takes the branch which has the highest within group sum of squares for the dependent variable, and picks a split point which gives the greatest reduction in that sum. The calculations required to create a CART are simple (nothing more than sums of squares), but tedious, as each value of each explanatory variable is examined at each stage.

Suggested Citation

  • Tom Doan, "undated". "REGTREE: RATS procedure to perform a CART (Classification and Regression Trees) analysis," Statistical Software Components RTS00182, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:rts00182
    Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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    File URL: https://www.estima.com/procs_perl/regtree.src
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    More about this item

    Keywords

    CART analysis; RATS;

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