The regression trunk approach (RTA) is an integration of regression trees and multiple linear regression analysis. In this paper RTA is used to discover treatment covariate interactions, in the regression of one continuous variable on a treatment variable withmultiple covariates. The performance of RTA is compared to the classical method of forward stepwise regression. The results of two simulation studies, in which the true interactions are modeled as threshold interactions, show that RTA detects the interactions in a higher number of cases (82.3% in the first simulation study, and 52.3% in the second) than stepwise regression (56.5% and 20.5%). In a real data example the final RTA model has a higher cross-validated variance-accounted-for (29.8%) than the stepwise regression model (12.5%). All of these results indicate that RTA is a promising alternative method for demonstrating differential effectiveness of treatments.
