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Tree-based methods are a non-parametric modelling strategy that can be used in combination with generalized linear models or Cox proportional hazards models, mostly at an exploratory stage. Their popularity is mainly due to the simplicity of the technique along with the ease in which the resulting model can be interpreted. Variable selection bias from variables with many possible splits or missing values has been identified as one of the problems associated with tree-based methods. A number of unbiased recursive partitioning algorithms have been proposed that avoid this bias by using p -values in the splitting procedure of the algorithm. The final tree is obtained using direct stopping rules (pre-pruning strategy) or by growing a large tree first and pruning it afterwards (post-pruning). Some of the drawbacks of pre-pruned trees based on p -values in the presence of interaction effects and a large number of explanatory variables are discussed, and a simple alternative post-pruning solution is presented that allows the identification of such interactions. The proposed method includes a novel pruning algorithm that uses a false discovery rate (FDR) controlling procedure for the determination of splits corresponding to significant tests. The new approach is demonstrated with simulated and real-life examples.

The cost-complexity pruning generates nested subtrees and selects the best one. However, its computational cost is large since it uses holdout sample or cross-validation. On the other hand, the pruning algorithms based on posterior calculations such as BIC (MDL) and MEP are faster, but they sometimes produce too big or small trees to yield poor generalization errors. In this paper, we propose an alternative pruning procedure which combines the ideas of the cost-complexity pruning and posterior calculation. The proposed algorithm uses only training samples, so that its computational cost is almost same as the other posterior-based algorithms, and at the same time yields similar accuracies as the cost-complexity pruning. Moreover it can be used for comparing non-nested trees, which is necessary for the BUMPing procedure. The empirical results show that the proposed algorithm performs similarly as the cost-complexity pruning in standard situations and works better for BUMPing.