Usage Note 24339: Is heteroscedasticity a problem for decision trees?
Yes, heteroscedasticity is a problem for decision trees in SAS® Enterprise Miner™. When residuals are heteroscedastic, the split worth values become distorted. This distortion results in suboptimal splits, and usually isolates a handful of high target-value cases, if any significant splits are found at all.
Operating System and Release Information
| SAS System | SAS Enterprise Miner | All | n/a | |
*
For software releases that are not yet generally available, the Fixed
Release is the software release in which the problem is planned to be
fixed.
| Type: | Usage Note |
| Priority: | low |
| Topic: | Analytics ==> Data Mining
|
| Date Modified: | 2012-09-24 13:33:40 |
| Date Created: | 2005-08-01 14:50:23 |
