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The following plot of the corresponding regression tree:
The following plot of the corresponding regression tree:
 
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[[file:examsrm202357.png | 500px]]
[[file:examsrm202357.png | 500px]]
 
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Latest revision as of 20:20, 26 May 2023

You are given:

  • The following observed values of the response variable, R, and predictor variables X, Y, Z:
    R 4.75 4.67 4.67 4.56 4.53 3.91 3.90 3.90 3.89
    X M F M F M F F M M
    Y A A D D B C B D B
    Z 2 4 1 3 2 2 5 5 1
  • The following plot of the corresponding regression tree:

Calculate the Mean Response (MR) for each of the end nodes.

  • MR(T1) = 4.39, MR(T2) = 4.38, MR(T3) = 4.29, MR(T4) = 3.90
  • MR(T1) = 4.26, MR(T2) = 4.38,MR(T3) = 4.62, MR(T4) = 3.90
  • MR(T1) = 4.26, MR(T2) = 4.39,MR(T3) = 3.90, MR(T4) = 4.29
  • MR(T1) = 4.64, MR(T2) = 4.29,MR(T3) = 4.38, MR(T4) = 3.90
  • MR(T1) = 4.64, MR(T2) = 4.38,MR(T3) = 4.39, MR(T4) = 3.90

Copyright 2023. The Society of Actuaries, Schaumburg, Illinois. Reproduced with permission.