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Significance Testing in Automatic Interaction Detection (A.I.D.)

G. V. Kass
Journal of the Royal Statistical Society. Series C (Applied Statistics)
Vol. 24, No. 2 (1975), pp. 178-189
Published by: Wiley for the Royal Statistical Society
DOI: 10.2307/2346565
Stable URL: http://www.jstor.org/stable/2346565
Page Count: 12
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Significance Testing in Automatic Interaction Detection (A.I.D.)
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Abstract

This paper initiates an investigation into the statistical significance of results obtained by analysing data through the Automatic Interaction Detection technique. A test statistic which is asymptotically independent of the sample size is examined and critical values are obtained for a special case. The asymptotic results are compared with the exact distribution for varying sample size in a specific example. A brief discussion on the application of the results to a particular case study concludes the paper.

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