Type I Error Control for Tree Classification

Abstract

Binary tree classification has been useful for classifying the whole population based on the levels of outcome variable that is associated with chosen predictors. Often we start a classification with a large number of candidate predictors, and each predictor takes a number of different cutoff values. Because of these types of multiplicity, binary tree classification method is subject to severe type I error probability. Nonetheless, there have not been many publications to address this issue. In this paper, we propose a binary tree classification method to control the probability to accept a predictor below certain level, say 5%.