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Ordinal data - Regression Trees & Proportional Odds

1 message · Liaw, Andy

#
I can't say anything about logistic models, but would like to say a few
things about trees.

AFAIK there's no implementation (or description) of tree algorithm that
handles ordinal response.  We have discussed this with Prof. Breiman some
time last year, and it is not straight forward at all (to us, at least).  

Regression trees are non-parametric models in the sense that the regression
functions they estimate can have arbitrary form.  However, the least squares
(or even least absolute value) splitting criterion implicitly assume
homoscedasticity.  As a matter of fact, the CART book (Breiman, Friedman,
Olshen & Stone, 1984) has discussion on the effect of heteroscedasticity on
regression trees.

HTH,
Andy