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showentry
2005 Sep 09
1
"Chow Test" for classification and regression trees
Suppose one estimates a classification or regression tree (CART) for one group or one time period; and then estimates a CART for another group or time period. Is there a way to test for a structural change or break across the two groups or between the two time periods, in other words, is there an analogue of a Chow Test for CART? Has anyone ever seen anything like this or have any ideas how one