[R] Regression trees with an ordinal response variable

Henric Nilsson (Public) nilsson.henric at gmail.com
Fri Feb 2 09:30:33 CET 2007


Den Fr, 2007-02-02, 06:03 skrev Stacey Buckelew:
> Hi,
>
> I am working on a regression tree in Rpart that uses a continuous response
> variable that is ordered.  I read a previous response by Pfr. Ripley to a
> inquiry regarding the ability of rpart to handle ordinal responses in
> 2003.  At that time rpart was unable to implement an algorithm to handle
> ordinal responses.  Has there been any effort to rectify this in recent
> years?

The `ctree' function in the `party' package is able to handle ordered
responses, but note that there are fundamental differences between the
former and `rpart'. Reading the package vignette and the relevant
references will help.

However, at the moment there seems to be a problem related to the ordinal
case (predicted probabilities > 1) and I've CC:ed the package's maintainer
(Torsten Hothorn).


HTH,
Henric

- - - - -

Torsten, consider the following:

> ### ordinal regression
> mammoct <- ctree(ME ~ ., data = mammoexp)
Warning message:
no admissible split found
> ### estimated class probabilities
> treeresponse(mammoct, newdata = mammoexp[1:5, ])
[[1]]
[1] 1.822115

[[2]]
[1] 1.265487

[[3]]
[1] 1.822115

[[4]]
[1] 1.560440

[[5]]
[1] 1.822115

> sessionInfo()
R version 2.4.1 Patched (2007-01-06 r40399)
i386-pc-mingw32

locale:
LC_COLLATE=Swedish_Sweden.1252;LC_CTYPE=Swedish_Sweden.1252;LC_MONETARY=Swedish_Sweden.1252;LC_NUMERIC=C;LC_TIME=Swedish_Sweden.1252

attached base packages:
 [1] "stats4"    "grid"      "splines"   "stats"     "graphics"  "grDevices"
 [7] "utils"     "datasets"  "methods"   "base"

other attached packages:
      party         vcd  colorspace        MASS strucchange    sandwich
    "0.9-8"     "1.0-2"      "0.95"    "7.2-31"     "1.3-1"     "2.0-1"
        zoo        coin     mvtnorm  modeltools    survival
    "1.2-2"     "0.5-2"     "0.7-5"    "0.2-10"      "2.30"
>






>
> Thanks!
>
> Stacey
>
>
>
> On Mon, 2 Jun 2003, Andreas Christmann wrote:
>> >>> 1. RE: Ordinal data - Regression Trees & Proportional Odds
>> (Liaw, Andy)
>>
>> > AFAIK there's no implementation (or description) of tree algorithm
>> > that handles ordinal response.
>> >
>>
>> Regression trees with an ordinal response variable can be computed with
>> SPSS Answer Tree 3.0.
> They *can* be handled by tree or rpart in R.
> I think Andy's point was that there is no consensus as to the right way to
> handle them: certainly using the codes of categories works and may often
> be reasonable, and treating ordinal responses as categorical is also very
> often perfectly adequate.
> Note that rpart is user-extensible, so it would be reasonably easy to
> write
> an extension for a proportional-odds logistic regression model, if that is
> thought appropriate (and it seems strange to me to impose such strong
> structure on the model with such a general `linear predictor': POLR
> models are often in my experience a poor reflection of real problems).
> --
> Brian D. Ripley,                  ripley at stats.ox.ac.uk
> Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
> University of Oxford,             Tel:  +44 1865 272861 (self)
> 1 South Parks Road,                     +44 1865 272860 (secr)
> Oxford OX1 3TG, UK                Fax:  +44 1865 272595
>
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>



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