Re: [R] RuleFit & quantreg: partial dependence plots; showing an effect

2006-12-21 Thread Mark Difford
Elizabeth, SA. - Original Message From: roger koenker <[EMAIL PROTECTED]> To: Mark Difford <[EMAIL PROTECTED]> Cc: R-help list Sent: Wednesday, 20 December, 2006 3:57:02 PM Subject: Re: [R] RuleFit & quantreg: partial dependence plots; showing an effect They are entirely differen

Re: [R] RuleFit & quantreg: partial dependence plots; showing an effect

2006-12-20 Thread Ravi Varadhan
PROTECTED] Sent: Wednesday, December 20, 2006 10:59 AM To: Ravi Varadhan Cc: 'Mark Difford'; 'R-help list' Subject: Re: [R] RuleFit & quantreg: partial dependence plots; showing an effect On Dec 20, 2006, at 8:43 AM, Ravi Varadhan wrote: > Dear Roger, > > Is it possi

Re: [R] RuleFit & quantreg: partial dependence plots; showing an effect

2006-12-20 Thread roger koenker
L PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of roger koenker > Sent: Wednesday, December 20, 2006 8:57 AM > To: Mark Difford > Cc: R-help list > Subject: Re: [R] RuleFit & quantreg: partial dependence plots; > showing an > effect > > They are entirely different:

Re: [R] RuleFit & quantreg: partial dependence plots; showing an effect

2006-12-20 Thread Ravi Varadhan
Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of roger koenker Sent: Wednesday, December 20, 2006 8:57 AM To: Mark Difford Cc: R-help list Subject: Re: [R] RuleFit & quantreg: partial dependence plots; showing an effect They are entirely different: Rulefit is a fiendi

Re: [R] RuleFit & quantreg: partial dependence plots; showing an effect

2006-12-20 Thread roger koenker
They are entirely different: Rulefit is a fiendishly clever combination of decision tree formulation of models and L1-regularization intended to select parsimonious fits to very complicated responses yielding e.g. piecewise constant functions. Rulefit estimates the conditional mean of th

Re: [R] RuleFit & quantreg: partial dependence plots; showing an effect

2006-12-20 Thread Mark Difford
Dear List, I would greatly appreciate help on the following matter: The RuleFit program of Professor Friedman uses partial dependence plots to explore the effect of an explanatory variable on the response variable, after accounting for the average effects of the other variables. The plot method