References for an algorithm about Construction of Hierarchical Terms in Stepwise regression

martindemel

A customer asked f we have any reference paper for the way we implemented the construction of hierarchical terms in stepwise regression: 

https://www.jmp.com/support/help/en/16.1/index.shtml#page/jmp/construction-of-hierarchical-terms.shtml#

I could not found a relevant paper in the references section of the documentation. Do we have something @development? 

Thanks,

Martin

 

 

SamGardner

I don't think this approach has ever been written up in a research paper, nor in a textbook.  

It is fairly easy to show how the hierarchical terms are constructed:

• Launch Parttion and choose the response as the Y and the single categorical factor as the X
• Set the minimum split size to 1
• Do as many splits as allowed
• The resulting main branches and sub-branches in the tree correspond to the hierarchical categories used in stepwise

Illustrate How Stepwise Hierarchical Effects are Determined.jmp