{"paper":{"title":"Confidence intervals for tree-structured varying coefficients","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"stat.ME","authors_text":"Malte Monin, Matthias Schmid, Moritz Berger, Nikolai Spuck","submitted_at":"2024-06-28T12:53:13Z","abstract_excerpt":"The tree-structured varying coefficient model (TSVC) is a flexible regression approach that allows the effects of covariates to vary with the values of the effect modifiers. Relevant effect modifiers are identified inherently using recursive partitioning techniques. To quantify uncertainty in TSVC models, we propose a procedure to construct confidence intervals of the estimated partition-specific coefficients. This task constitutes a selective inference problem as the coefficients of a TSVC model result from data-driven model building. To account for this issue, we introduce a parametric boots"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2406.19887","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2406.19887/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}