R help - Jul 2010 - Cforest mincriterion

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.

Thanks in advance,
Matthew

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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
>
> 	[[alternative HTML version deleted]]
>
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