Achim Zeileis

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Recursive binary partitioning is a popular tool for regression analysis. Two fundamental problems of exhaustive search procedures usually applied to fit such models have been known for a long time: Overfitting and a selection bias towards covariates with many possible splits or missing values. While pruning procedures are able to solve the overfitting(More)
Variable importance measures for random forests have been receiving increased attention as a means of variable selection in many classification tasks in bioinformatics and related scientific fields, for instance to select a subset of genetic markers relevant for the prediction of a certain disease. We show that random forest variable importance measures are(More)
Random forests are becoming increasingly popular in many scientific fields because they can cope with "small n large p" problems, complex interactions and even highly correlated predictor variables. Their variable importance measures have recently been suggested as screening tools for, e.g., gene expression studies. However, these variable importance(More)
Conditioning on the observed data is an important and flexible design principle for statistical test procedures. Although generally applicable, permutation tests currently in use are limited to the treatment of special cases, such as contingency tables or K-sample problems. A new theoretical framework for permutation tests opens up the way to a unified and(More)
Recursive partitioning is embedded into the general and well-established class of parametric models that can be fitted using M-type estimators (including maximum likelihood). An algorithm for model-based recursive partitioning is suggested for which the basic steps are: (1) fit a parametric model to a data set, (2) test for parameter instability over a set(More)
This description of the R package coin is a (slightly) modified version of Hothorn, Hornik, van de Wiel, and Zeileis (2008a) published in the Journal of Statistical Software. The R package coin implements a unified approach to permutation tests providing a huge class of independence tests for nominal, ordered, numeric, and censored data as well as(More)
This paper introduces ideas and methods for testing for structural change in linear regression models and presents how these have been realized in an R package called strucchange. It features tests from the generalized fluctuation test framework as well as from the F test (Chow test) framework. Extending standard significance tests it contains methods to(More)