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

G. V. Kass

Journal of the Royal Statistical Society Series C, 1975, vol. 24, issue 2, 178-189

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.

Date: 1975
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