Coefficient-wise tree-based varying coefficient regression with vcrpart

The tree-based tvcm algorithm and its implementation in the r package vcrpart are introduced for generalized linear models. the purpose of tvcm is to learn whether and how the coefficients of a regression model vary by moderating variables. a separate partition is built for each potentially varying coefficient,allowing the user to specify coefficient-specific sets of potential moderators,and allowing the algorithm to select moderators individually by coefficient. in addition to describing the algorithm,the tvcm is evaluated using a benchmark comparison and a simulation study and the r commands are demonstrated by means of empirical applications. © 2017,american statistical association. all rights reserved.