Using regression tree ensembles to model interaction effects: a graphical approach

Schiltz Fritz; Masci Chiara; Agasisti Tommaso; Horn Daniel

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Using regression tree ensembles to model interaction effects: a graphical approach

机译：使用回归树集成来建模交互效果：一种图形方法

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Multiplicative interaction terms are widely used in economics to identify heterogeneous effects and to tailor policy recommendations. The execution of these models is often flawed due to specification and interpretation errors. This article introduces regression trees and regression tree ensembles to model and visualize interaction effects. Tree-based methods include interactions by construction and in a nonlinear manner. Visualizing nonlinear interaction effects in a way that can be easily read overcomes common interpretation errors. We apply the proposed approach to two different datasets to illustrate its usefulness.

机译：乘数交互作用术语在经济学中被广泛使用，以识别异类效应并制定政策建议。由于规格和解释错误，这些模型的执行通常存在缺陷。本文介绍了回归树和回归树集成来建模和可视化交互效果。基于树的方法包括通过构造和非线性方式进行的交互。以一种易于阅读的方式可视化非线性相互作用效应可以克服常见的解释错误。我们将建议的方法应用于两个不同的数据集以说明其有效性。

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来源
《Applied Economics》 |2018年第60期|6341-6354|共14页
作者
Schiltz Fritz; Masci Chiara; Agasisti Tommaso; Horn Daniel;
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作者单位

Univ Leuven, Leuven Econ Educ Res, Leuven, Belgium;

Politecn Milan, Dept Math Modelling & Sci Comp, Milan, Italy;

Politecn Milan, Dept Management Econ & Ind Engn, Milan, Italy;

Hungarian Acad Sci, Ctr Econ & Reg Studies, Budapest, Hungary;

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收录信息美国《科学引文索引》(SCI);
原文格式 PDF
正文语种 eng
中图分类
关键词
heterogeneous effects; Regression trees; interaction effects; machine learning; education economics;

机译：异质效应;回归树;交互效应;机器学习;教育经济学;

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7. Using regression tree ensembles to model interaction effects: a graphical approach [O] . Fritz Schiltz, Chiara Masci, Tommaso Agasisti, 2018

机译：使用回归树集合模拟交互效果：图形方法

Using regression tree ensembles to model interaction effects: a graphical approach

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