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cross validation error estimate in CART?

By Nandintsetseg B | Nov 17, 2016 03:06AM CET

How to estimate cross validation error when I use CART? Thanks




By Paulin | Nov 17, 2016 05:14PM CET | XLSTAT Agent

Dear Nandintsetseg,

XLSTAT does not perform cross-validation within CART.
However, note that cross validation is used if data are insufficient for a validation sample.
With sufficient data, the simplest method is to divide the sample into learning and test sub-samples. The learning sample is used to grow the largest tree. The test sample is then used to estimate the rate at which cases are misclassified.
The misclassification error rate is calculated for the largest tree and also for every sub-tree.
The best sub-tree is the one with the lowest misclassification error.

Hope this helps

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