A Study on the Bias Reduction in Split Variable Selection in CART
Hyo-Im Song, Eun-Tae Song, Moon Sup Song · Communications for Statistical Applications and Methods · 2004
In this short communication we discuss the bias problems of CART in split variable selection and suggest a method to reduce the variable selection bias. Penalties proportional to the number of categories or distinct values are applied to the splitting criteria of CART. The results of empirical comparisons show that the proposed modification of CART reduces the bias in variable selection.