On 18.08.2012 21:32, Daniel Blankenheim wrote:
Hey
my name is daniel, i am writing my bachelor thesis and wondering if you can
help me.
i am trying to generate a regression tree via rpart. to
reduce the error of the model i use cross validation, but instead
of reducing the cross validation error (xerror) is increasing the more splits
there are.
... which indicates overfitting. If y is independent of you x(s) the
best prediction is the overall mean, and that happens with 0 splits.
Anyway, this is somthing to ask your supervisor, since this list is
about R-help rather than help on statistical modelling.
Best,
Uwe Ligges
I dont understand what that means. does it mean that my model doesnt fit the
data- that there is no trend in the data? i am 100% sure that
there must be a trend or correlation in the data.
please help me:)
CP nsplit rel error xerror xstd
1 0.100022 0 1.00000 1.0192 0.14222
2 0.066716 2 0.79996 1.3107 0.18720
3 0.050471 3 0.73324 1.4127 0.21138
4 0.033758 4 0.68277 1.5197 0.22826
5 0.010376 5 0.64901 1.5360 0.23792
6 0.000010 6 0.63864 1.5419 0.24280
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and provide commented, minimal, self-contained, reproducible code.
