I have a general question about how to interpret the plotcp() graph. The cross-validation "xerror" value typically follows a decreasing pattern, from approximately 1.0 at the root node, then it crosses the 1SE boundary, reaches a plateau, and decreases further when the tree gets very complex [e.g., Venables & Ripley, 4ed, p.260]. The preferred tree is the one before it crosses the 1SE boundary.
What happens if plotcp() shows an V-shape profile? For example, it goes down,
reaches the lowest point at a tree of size 6, then comes back up (see attached
pdf graph). It seems that the predictors (I have a few) do not help the
splits. Would it be reasonable to prune it at size 6? Or perhaps rpart() is
not suitable for this analysis?
Yuelin.
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