Maximum Likelihood Regression Trees
Xiaogang Su, Morgan Wang, Juanjuan Fan · Journal of Computational and Graphical Statistics · 2004
We propose a method of constructing regression trees within the framework of maximum likelihood. It inherits the backward fitting idea of classification and regression trees (CART) but has more rigorous justification. Simulation studies show that it provides more accurate tree model selection compared to CART. The analysis of a baseball dataset is given as an illustration.