Chi-square automatic interaction detection: Difference between revisions

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{{Short description|Decision tree learning technique}}
'''Chi-square automatic interaction detection''' ('''CHAID''')<ref name=":1" /> is a [[Decision tree learning|decision tree]] technique based on adjusted significance testing ([[Bonferroni correction]], [[Holm-Bonferroni method|Holm-Bonferroni testing]]).<ref name="kass1980">{{Cite journal |last=Kass |first=G. V. |date=1980 |title=An Exploratory Technique for Investigating Large Quantities of Categorical Data |url=https://www.jstor.org/stable/2986296 |journal=Applied Statistics |volume=29 |issue=2 |pages=119–127 |doi=10.2307/2986296|jstor=2986296 }}</ref><ref name=":0">{{Cite journal |last1=Biggs |first1=David |last2=De Ville |first2=Barry |last3=Suen |first3=Ed |date=1991 |title=A method of choosing multiway partitions for classification and decision trees |url=https://www.tandfonline.com/doi/full/10.1080/02664769100000005 |journal=Journal of Applied Statistics |language=en |volume=18 |issue=1 |pages=49–62 |doi=10.1080/02664769100000005 |issn=0266-4763}}</ref><ref name=":1" /> is a [[Decision tree learning|decision tree]] technique based on adjusted significance testing ([[Bonferroni correction]], [[Holm-Bonferroni method|Holm-Bonferroni testing]]). The technique was developed in South Africa in 1975 and was published in 1980 by Gordon V. Kass, who had completed a PhD thesis on this topic. CHAID can be used for prediction (in a similar fashion to [[regression analysis]], this version of CHAID being originally known as XAID) as well as classification, and for detection of interaction between variables. CHAID is based on a formal extension of AID (Automatic Interaction Detection)<ref>{{Cite journal |last1=Morgan |first1=James N. |last2=Sonquist |first2=John A. |date=1963 |title=Problems in the Analysis of Survey Data, and a Proposal |url=http://www.tandfonline.com/doi/abs/10.1080/01621459.1963.10500855 |journal=Journal of the American Statistical Association |language=en |volume=58 |issue=302 |pages=415–434 |doi=10.1080/01621459.1963.10500855 |issn=0162-1459}}</ref> and THAID (THeta Automatic Interaction Detection)<ref>{{Cite journal |last1=Messenger |first1=Robert |last2=Mandell |first2=Lewis |date=1972 |title=A Modal Search Technique for Predictive Nominal Scale Multivariate Analysis |url=http://www.tandfonline.com/doi/abs/10.1080/01621459.1972.10481290 |journal=Journal of the American Statistical Association |language=en |volume=67 |issue=340 |pages=768–772 |doi=10.1080/01621459.1972.10481290 |issn=0162-1459}}</ref><ref>{{Cite book |last=Morgan |first=James N. |url=https://www.worldcat.org/oclc/666930 |title=THAID, a sequential analysis program for the analysis of nominal scale dependent variables |date=1973 |others=Robert C. Messenger |isbn=0-87944-137-2 |___location=Ann Arbor, Mich. |oclc=666930}}</ref> procedures of the 1960s and 1970s, which in turn were extensions of earlier research, including that performed by Belson in the UK in the 1950s.<ref>{{Cite journal |last=Belson |first=William A. |date=1959 |title=Matching and Prediction on the Principle of Biological Classification |url=https://www.jstor.org/stable/2985543 |journal=Applied Statistics |volume=8 |issue=2 |pages=65–75 |doi=10.2307/2985543|jstor=2985543 }}</ref> A history of earlier supervised tree methods together with a detailed description of the original CHAID algorithm and the exhaustive CHAID extension by Biggs, De Ville, and Suen,<ref name=":0" /> can be found in [[Gilbert Ritschard|Ritschard]].<ref name=":1">{{Cite journal |last=Ritschard |first=Gilbert |title=CHAID and Earlier Supervised Tree Methods |url=https://www.researchgate.net/publication/315476407 |journal=Contemporary Issues in Exploratory Data Mining in the Behavioral Sciences, McArdle, J.J. And G. Ritschard (Eds) |___location=New York |publisher=Routledge |publication-date=2013 |pages=48–74}}</ref>
 
==History==
In practice, CHAID is often used in the context of [[direct marketing]] to select groups of consumers to predict how their responses to some variables affect other variables, although other early applications were in the fields of medical and psychiatric research.
CHAID is based on a formal extension of AID (Automatic Interaction Detection)<ref name="morgan1963">{{Cite journal |last1=Morgan |first1=James N. |last2=Sonquist |first2=John A. |date=1963 |title=Problems in the Analysis of Survey Data, and a Proposal |url=http://www.tandfonline.com/doi/abs/10.1080/01621459.1963.10500855 |journal=Journal of the American Statistical Association |language=en |volume=58 |issue=302 |pages=415–434 |doi=10.1080/01621459.1963.10500855 |issn=0162-1459}}</ref> and THAID (THeta Automatic Interaction Detection)<ref name="messenger1972">{{Cite journal |last1=Messenger |first1=Robert |last2=Mandell |first2=Lewis |date=1972 |title=A Modal Search Technique for Predictive Nominal Scale Multivariate Analysis |url=http://www.tandfonline.com/doi/abs/10.1080/01621459.1972.10481290 |journal=Journal of the American Statistical Association |language=en |volume=67 |issue=340 |pages=768–772 |doi=10.1080/01621459.1972.10481290 |issn=0162-1459}}</ref><ref name="morgan1973">{{Cite book |last=Morgan |first=James N. |url=https://www.worldcat.org/oclc/666930 |title=THAID, a sequential analysis program for the analysis of nominal scale dependent variables |date=1973 |others=Robert C. Messenger |isbn=0-87944-137-2 |___location=Ann Arbor, Mich. |oclc=666930}}</ref> procedures of the 1960s and 1970s, which in turn were extensions of earlier research, including that performed by Belson in the UK in the 1950s.<ref>{{Cite journal |last=Belson |first=William A. |date=1959 |title=Matching and Prediction on the Principle of Biological Classification |url=https://www.jstor.org/stable/2985543 |journal=Applied Statistics |volume=8 |issue=2 |pages=65–75 |doi=10.2307/2985543|jstor=2985543 }}</ref>
 
In 1975, the CHAID technique itself was developed in South Africa. It was published in 1980 by Gordon V. Kass, who had completed a PhD thesis on the topic.<ref name="kass1980"/>
Like other decision trees, CHAID's advantages are that its output is highly visual and easy to interpret. Because it uses multiway splits by default, it needs rather large sample sizes to work effectively, since with small sample sizes the respondent groups can quickly become too small for reliable analysis.
 
A history of earlier supervised tree methods can be found in [[Gilbert Ritschard|Ritschard]], including a detailed description of the original CHAID algorithm and the exhaustive CHAID extension by Biggs, De Ville, and Suen.<ref name=":0" /><ref name=":1">{{Cite journal |last=Ritschard |first=Gilbert |title=CHAID and Earlier Supervised Tree Methods |url=https://www.researchgate.net/publication/315476407 |journal=Contemporary Issues in Exploratory Data Mining in the Behavioral Sciences, McArdle, J.J. And G. Ritschard (Eds) |___location=New York |publisher=Routledge |publication-date=2013 |pages=48–74}}</ref>
One important advantage of CHAID over alternatives such as multiple regression is that it is non-parametric.
 
== See also Properties==
CHAID can be used for prediction (in a similar fashion to [[regression analysis]], this version of CHAID being originally known as XAID) as well as classification, and for detection of interaction between variables.<ref name="morgan1963"/><ref name="messenger1972"/><ref name="morgan1973"/>
 
In practice, CHAID is often used in the context of [[direct marketing]] to select groups of consumers to predict how their responses to some variables affect other variables, although other early applications were in the fields of medical and psychiatric research.{{fact}}
 
Like other decision trees, CHAID's advantages are that its output is highly visual and easy to interpret. Because it uses multiway splits by default, it needs rather large sample sizes to work effectively, since with small sample sizes the respondent groups can quickly become too small for reliable analysis.{{fact}}
 
One important advantage of CHAID over alternatives such as multiple regression is that it is non-parametric.{{fact}}
 
==See also==
*[[Chi-squared distribution]]
*[[Bonferroni correction]]
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*[[Multiple comparisons]]
 
== References ==
{{reflist|1}}
 
==Further readingBibliography==
* Press, Laurence I.; Rogers, Miles S.; & Shure, Gerald H.; ''An interactive technique for the analysis of multivariate data'', Behavioral Science, Vol. 14 (1969), pp.&nbsp;364–370
* Hawkins, Douglas M.; and Kass, Gordon V.; ''Automatic Interaction Detection'', in Hawkins, Douglas M. (ed), ''Topics in Applied Multivariate Analysis'', Cambridge University Press, Cambridge, 1982, pp.&nbsp;269–302
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* Hawkins, Douglas M.; Young, S. S.; & Rosinko, A.; ''Analysis of a large structure-activity dataset using recursive partitioning'', Quantitative Structure-Activity Relationships, Vol. 16, (1997), pp.&nbsp;296–302
 
==SoftwareExternal lkinks==
* Luchman, J.N.; ''CHAID: Stata module to conduct chi-square automated interaction detection'', Available for free [https://ideas.repec.org/c/boc/bocode/s457752.html download], or type within Stata: ssc install chaid.
* Luchman, J.N.; ''CHAIDFOREST: Stata module to conduct random forest ensemble classification based on chi-square automated interaction detection (CHAID) as base learner'', Available for free [https://ideas.repec.org/c/boc/bocode/s457932.html download], or type within Stata: ssc install chaidforest.