CHAID-package: CHi-squared Automatical Interaction Detection

In CHAID: CHi-squared Automated Interaction Detection

Description

This package offers an implementation of CHAID, a type of decision tree technique for a nominal scaled dependent variable published in 1980 by Gordon V. Kass. CHAID stands for Chi-squared Automatic Interaction Detection and detects interactions between categorized variables of a data set, one of which is the dependent variable. The remaining variables may or may not be ordered. An algorithm for recursive partitioning is implemented, based on maximizing the significance of a chi-squared statistic for cross-tabulations between the dependent variable and the predictors at each partition. The data are partitioned into mutually exclusive, exhaustive subsets that best describe the dependent variable. Multiway splits are used by default.

Details

Package:	CHAID
License:	GPL-2

The CHAID-algorithm is subdivided in five different steps. Step 1 calculates the cross-tabulates for each dependent variable in turn and processing step 2 and step 3. In the first instance they include the search of two variable values which show the least significant differing sub-table. This quest includes permutation tests, if necessary. If the p-value exceeds the critical value, the categories are merged. This step 2 will be repeated. Secondly the most significant binary split should be found for each connected category with more than two components (step 3). The split is carried into execution, if the significance level is beyond a critical value. The algorithm returns to step 2. Step 4 computes the significance of each optimally combinded independent variable. Therefore the implementation adjusts the p-value: I.e. using the Bonferroni multipliers according to the characteristics of the predictor – ordered or nominal case (q.v. Kass 1980: 122). The highest significant variable causes the division of the data set, if the critical value is passed. In step 5 the algorithm jumps to step 1, for each partition of the data set, which has not been investigated. CHAID returns an object of class constparty, see package party.

The package was implemented by students participating in an advanced R programming course taught at the Department of Statistics (University of Munich), winter term 2008/2009.

Author(s)

The FoRt Student Project Team, with participants:

Philip Bleninger, Catharina Brockhaus, Martina Feilke, Veronika Fensterer, Armin Graf, Stefanie Grunow, Elizabeth Heller, Matthias Hunger, Torsten Hothorn, Monika Jelizarow, Sara Kleyer, Julia Kopf, Sarah Maierhofer, Lisa Moest, Holger Reulen, Adrian Richter, Gunther Schauberger, Julia Schiele, Micha Schneider, Judith Schwitulla, Stephanie Thiemichen, Xuelin Wang, Anett Wins

Maintainer: Torsten Hothorn <[e-mail]>

References

G. V. Kass (1980). An Exploratory Technique for Investigating Large Quantities of Categorical Data. Applied Statistics, 29(2), 119–127.

CHAID documentation built on May 2, 2019, 4:47 p.m.