On Tue, 27 Jul 2010, Matthew OKane wrote:
Hi,
Could anyone help me understand how the mincriterion threshold works in
ctree and cforest of the party package? I've seen examples which state that
to satisfy the p < 0.05 condition before splitting I should use mincriterion
= 0.95 while the documentation suggests I should use mincriterion =
qnorm(0.95) which would obviously feed the function a different value.
It depends on what the "testtype" is, which controls the criterion which
is computed. For "Bonferroni"/"MonteCarlo"/"Univariate" the criterion is
1-pvalue
while for "Teststatistic" it is a type of
z-statistic
In the former case (default in ctree), a mincriterion of 0.95 or 0.99 etc
is intuitive. In the latter case (default in cforest), a mincriterion of
qnorm(0.9) or qnorm(0.95) etc. is natural.
hth,
Z
Thanks in advance,
Matthew
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