# The arboretum procedure

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 : documentationdocumentation -> From cyber-crime to insider trading, digital investigators are increasingly being asked todocumentation -> EnCase Forensic Transform Your Investigationsdocumentation -> File Sharing Documentation Prepared by Alan Halter Created: 1/7/2016 Modified: 1/7/2016documentation -> Gaia Data Release 1 Documentation release 0 Partial Listing of R-Squares for Target Variable This section of the output ranks all model effects by their R-square values. The degrees of freedom (DF) associated with each effect is also listed. Effects that have an R-square value less than the MINR2 = cutoff value are not chosen for the model. These effects are labeled as "R2 < MINR2" in the table. The remaining significant variables are analyzed in a subsequent forward selection regression. There are four types of model effects: Class effects are estimated for each class variable and all possible two-factor interactions. The R-square statistic is calculated for each class effect using a one-way analysis of variance. Two-factor interaction effects are constructed by combining all possible levels of each class variable into one term. Because the NOINTER option was specified, the two-factor interactions are not used in the final forward stepwise regression. The degrees of freedom for a class effect is equal to: (the number of unique factor levels minus 1). For two-factor interactions, the degrees of freedom is equal to: (the number of levels in factor A multiplied by the number of levels in factor B minus 1). q    Group effects are created by reducing each class effect through an analysis of means. The degrees of freedom for each group effect is equal to the number of levels. q    VAR effects are estimated from interval variables as standard regression inputs. A simple linear regression is performed to determine the R2 statistic for interval inputs. The degrees of freedom is always equal to 1. q    AOV16 effects are calculated as a result of grouping numeric variables into a maximum of 16 equally spaced buckets. AOV16 effects may account for possible non-linearity in the target variable AMOUNT. The degrees of freedom are calculated as the number of groups. Because the NOAOV16 option was specified, the AOV16 variables are not used in the final forward stepwise regression. q    Note that the original input LEISURE has the largest R-square statistic with the target. Several AOV16 and group variables have large R-square values, but these effects are not used in the final forward stepwise regression.                       DMINE: Continuous Target                   R-Squares for Target variable: AMOUNT        Effect                                   DF          R2         --------------------------------------------------------        Var:   LEISURE                            1      0.4827        AOV16: APPAREL                           12      0.4762        Class: KITCHEN*STA                        8      0.4268        Group: KITCHEN*STATECOD                   9      0.4210        Class: KITCHEN*LUXURY                    16      0.4019        Var:   APPAREL                            1      0.4001        Group: KITCHEN*LUXURY                     5      0.3959        AOV16: DOMESTIC                          15      0.3869        Var:   DOMESTIC                           1      0.3652        AOV16: FREQUENT                          11      0.3418        Class: LUXURY*STATECOD                  101      0.3335        Group: LUXURY*STATECOD                    6      0.3284        Class: LUXURY*TMKTORD                     7      0.3212        Group: LUXURY*TMKTORD                     4      0.3177        Class: KITCHEN*DISHES                    42      0.3128        Class: MARITAL*KITCHEN                   17      0.3084        Group: KITCHEN*DISHES                     5      0.3066        Var:   FREQUENT                           1      0.3048        Class: TMKTORD*STATECOD                 110      0.3046        Group: MARITAL*KITCHEN                    5      0.3033        Group: TMKTORD*STATECOD                   8      0.2995        Class: KITCHEN*TMKTORD                   26      0.2921                        Group: KITCHEN*TMKTORD                    5      0.2870        AOV16: DPM12                             12      0.2770        Class: NTITLE*KITCHEN                    28      0.2717        Group: NTITLE*KITCHEN                     6      0.2690        Class: KITCHEN*RACE                      25      0.2594        Class: KITCHEN*EDLEVEL                   26      0.2572        Group: KITCHEN*RACE                       5      0.2568        Class: LUXURY*DISHES                     15      0.2547        Group: KITCHEN*EDLEVEL                    6      0.2533        Group: LUXURY*DISHES                      3      0.2504        Class: LUXURY*RACE                        8      0.2455        Group: LUXURY*RACE                        2      0.2447        Class: KITCHEN*ORIGIN                    35      0.2438        Class: LUXURY*ORIGIN                     11      0.2419        Class: NTITLE*LUXURY                      7      0.2419        Group: KITCHEN*ORIGIN                     6      0.2407        Group: NTITLE*LUXURY                      2      0.2406        Class: LUXURY*NUMCARS                     6      0.2394        Class: APRTMNT*LUXURY                     3      0.2389        Class: TELIND*LUXURY                      3      0.2386        Class: LUXURY*EDLEVEL                     7      0.2384        Additional effects are not listed                   R-Squares for Target variable: AMOUNT          Group: DISHES*NUMCARS                     7      0.0288        Class: SNGLMOM*DISHES                    13      0.0283        Group: SNGLMOM*DISHES                     5      0.0279        Class: DISHES                             9      0.0271        Group: DISHES                             4      0.0268        Var:   COATS                              1      0.0228        AOV16: FLATWARE                          10      0.0221        Var:   FLATWARE                           1      0.0196    R2 < MINR2        AOV16: RETURN                             2      0.0195    R2 < MINR2        Class: NTITLE*RACE                       17      0.0148    R2 < MINR2        Group: NTITLE*RACE                        6      0.0146    R2 < MINR2        Var:   RETURN                             1      0.0146    R2 < MINR2        AOV16: WCOAT                             10      0.0122    R2 < MINR2        Class: ORIGIN*EDLEVEL                    21      0.0118    R2 < MINR2        Class: RACE*EDLEVEL                      14      0.0116    R2 < MINR2        Group: ORIGIN*EDLEVEL                     8      0.0116    R2 < MINR2        Group: RACE*EDLEVEL                       5      0.0114    R2 < MINR2        Var:   WCOAT                              1      0.0107    R2 < MINR2        AOV16: CUSTDATE                          15      0.0106    R2 < MINR2        Class: RACE*HEAT                         14      0.0103    R2 < MINR2        Group: RACE*HEAT                          5      0.0102    R2 < MINR2        Class: ORIGIN*HEAT                       22      0.0093    R2 < MINR2 Dostları ilə paylaş:

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