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Dropping the significance value may have the opposite of the effect that
you expect. Generally it takes a 'purer' separation of true events from others to attain 1% as opposed to a 5% Type 1 error 'significance'. A small proportion of true events in data makes it even harder (due to 'long-tail' distributions of errors). SAS/EM takes statistical significance seriously and won't produce results in some situations unless the user explicitly increases the acceptable level of Type 1 error. I would prefer a 'decision cost' basis for exploratory data analyses that do not pretend to conduct a hypothesis test, but I understand why SAS implements decision trees this way. Sig -----Original Message----- From: owner-sas-l@listserv.uga.edu [mailto wner-sas-l@listserv.uga.edu]On Behalf Of amw5gster@gmail.com Sent: Wednesday, November 29, 2006 11:50 AM To: sas-l@uga.edu Subject: Decision Tree refuses to grow Howdy, Silly question that's likely to show I'm overlooking something simple, but I'm stumped. I have a dset of approx 8M observations and I'm trying to grow an EMiner decision tree on a binary target variable. There are about 20 independent variables, mostly interval (dates), but some nominal, a few binary and one ordinal. The proportion of true events is about 12%. I have not set any prior probabilities, nor profit/cost values. The tree runs, but returns no splits. It just won't grow. I've tried dropping the signif value to .00001, using upwards of 11 maximum branches and my max depth to 10. I also tried having the tree build on as few as 2 IVs. I was able to build a tree when I took a sample of 100K records and forced the %age of true events in the sample to be 50%. Naturally I don't want to misrepresent the proportion, and I figured that 12% wasn't terribly rare for a d-tree. Am I outright doing something wrong or is this expected behavior? |
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