This was a nice paper illustrating and explaining CART (classification and regression trees).
Classification and Regression Trees (CART) in SAS® Enterprise Miner™ for
Applications in Public Health
"They (CARTs) are typically model free in their implementation.
Howbeit, a model based statistic is sometimes used for a splitting criterion.
The main idea of a classification tree
is a statistician’s version of the popular twenty questions game. Several
questions are asked with the aim of answering
a particular research question at hand. However, they are advantageous because
of their non -parametric and non- linear nature. They do not make any
distribution assumptions and treat the data generation process as unknown and
do not require a functional form for the predictors. They also do not assume additivity of the predictors which
allows them to identify complex interactions. Tree methods are probably one of
the most easily interpreted statistical techniques. They can be followed
with little or no understanding of Statistics and to a certain extent follow the decision
process that humans use to make decisions. In this regard, they are
conceptually simple yet present a powerful
analysis (Hastie et al 2009)."