We propose a method to compute confidence bounds around the predictions from chi-squared automatic interaction detection (CHAID). These bounds are useful for ex ante target selection as some clusters may or may not overlap. They are also useful for ex post evaluation of the predictive quality of CHAID. The method is illustrated using simulated data.

Additional Metadata
Keywords CHAID, bootstraps, confidence intervals, target selection
Persistent URL dx.doi.org/10.1016/j.is.2005.03.002, hdl.handle.net/1765/13391
Journal Information Systems: databases: their creation, management and utilization
Citation
van Diepen, M, & Franses, Ph.H.B.F. (2006). Evaluating chi-squared automatic interaction detection. Information Systems: databases: their creation, management and utilization, 31(8), 814–831. doi:10.1016/j.is.2005.03.002