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seen Jun 2 '11 at 16:29
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Feb
8
comment Consequence of ignoring the order of a categorical variable with different levels in logistic regression
Yes, nested models are hierarchical in nature. In the case of a variable representing degree (i.e. degree of risk), you do not need a hierarchical model. Depending on how the risk index you're using is divided, you may even want to consider grouping the levels on the index (i.e. if it's 1-9 consider grouping as high [7-9], medium [4-6], and low [1-3]) as this may allow you to better represent the dominance effect where those in the reference group represent a substantially different outcome than those in the comparisons.
Jan
4
comment Does rpart use multivariate splits by default?
If you use "rsq.rpart(fit)", where fit is your rpart model, you can see that cp is calculated using the decrease in relative error.
Dec
30
comment Does rpart use multivariate splits by default?
So, I checked the rpart reference manual, and apparently I was incorrect. While one of the criterion for stopping in rpart is called "cp" this is short for "complexity parameter" and is merely the minimum amount r^2 must increase by in order to pursue a particular split. I have corrected my post above to reflect this. The lack of statistical tests in splitting rules is one of the reasons why I use the party package over the rpart package. With the party package the default method implements a Bonferroni corrected p-value as a stopping criterion (default p=0.05). For details see the vignette.