tt: Treelet transform with Stata

Publication: Research - peer-reviewJournal article

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The treelet transform is a recent data reduction technique from the field of machine learning. Sharing many similarities with principal component analysis, the treelet transform can reduce a multidimensional dataset to the projections on a small number of directions or components that account for much of the variation in the original data. However, in contrast to principal component analysis, the treelet transform produces sparse components. This can greatly simplify interpretation. I describe the tt Stata add-on for performing the treelet transform. The add-on includes a Mata implementation of the treelet transform algorithm alongside other functionality to aid in the practical application of the treelet transform. I demonstrate an example of a basic exploratory data analysis using the tt add-on.
Original languageEnglish
JournalStata Journal
Publication date2012
Volume12
Journal number1
Pages130-146
Number of pages17
ISSN1536-867X
StatePublished

ID: 63032010