References for an algorithm about Construction of Hierarchical Terms in Stepwise regressionA 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
Re: References for an algorithm about Construction of Hierarchical Terms in Stepwise regressionI 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
