Mixed-effects random forest for clustered data

This paper presents an extension of the random forest (RF) method to the case of clustered data. The proposed 'mixed-effects random forest' (MERF) is implemented using a standard RF algorithm within the framework of the expectation-maximization algorithm. Simulation results show that the p...

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Bibliographic Details

Published in:	Journal of statistical computation and simulation Vol. 84; no. 6; pp. 1313 - 1328
Main Authors:	Hajjem, Ahlem, Bellavance, François, Larocque, Denis
Format:	Journal Article
Language:	English
Published:	Abingdon Taylor & Francis 03.06.2014 Taylor & Francis Ltd
Subjects:	Algorithms clustered data Clustering Computation Computer simulation Forests mixed effects Offices random forest Randomized algorithms Regression analysis regression tree Revenues Simulation
ISSN:	0094-9655, 1563-5163
Online Access:	Get full text
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