relaimpo

relaimpo: Relative importance of regressors in linear models. relaimpo provides several metrics for assessing relative importance in linear models. These can be printed, plotted and bootstrapped. The recommended metric is lmg, which provides a decomposition of the model explained variance into non-negative contributions. There is a version of this package available that additionally provides a new and also recommended metric called pmvd. If you are a non-US user, you can download this extended version from Ulrike Groempings web site.


References in zbMATH (referenced in 17 articles , 1 standard article )

Showing results 1 to 17 of 17.
Sorted by year (citations)

  1. Alam, M. Jahangir: Capital misallocation: cyclicality and sources (2020)
  2. Qian, George; Mahdi, Adam: Sensitivity analysis methods in the biomedical sciences (2020)
  3. Colini-Baldeschi, Riccardo; Scarsini, Marco; Vaccari, Stefano: Variance allocation and Shapley value (2018)
  4. Ye, Chenglong; Yang, Yi; Yang, Yuhong: Sparsity oriented importance learning for high-dimensional linear regression (2018)
  5. Owen, Art B.; Prieur, Clémentine: On Shapley value for measuring importance of dependent inputs (2017)
  6. Teisseyre, Paweł; Kłopotek, Robert A.; Mielniczuk, Jan: Random subspace method for high-dimensional regression with the \textttRpackage \textttregRSM (2016)
  7. Mielniczuk, Jan; Teisseyre, Paweł: Using random subspace method for prediction and variable importance assessment in linear regression (2014)
  8. Ortmann, Karl Michael: A cooperative value in a multiplicative model (2013)
  9. Huettner, Frank; Sunder, Marco: Axiomatic arguments for decomposing goodness of fit according to Shapley and Owen values (2012)
  10. Pintér, Miklós: Regression games (2011)
  11. Waller, Niels G.: The geometry of enhancement in multiple regression (2011)
  12. Bornhorst, Fabian; Ichino, Andrea; Kirchkamp, Oliver; Schlag, Karl H.; Winter, Eyal: Similarities and differences when building trust: the role of cultures (2010)
  13. Grömping, Ulrike; Landau, Sabine: Do not adjust coefficients in Shapley value regression (2010)
  14. Ulrike Grömping: Inference with Linear Equality and Inequality Constraints Using R: The Package ic.infer (2010) not zbMATH
  15. Retzer, J. J.; Soofi, E. S.; Soyer, R.: Information importance of predictors: concept, measures, Bayesian inference, and applications (2009)
  16. Waller, Niels G.: Fungible weights in multiple regression (2008)
  17. Ulrike Groemping: Relative Importance for Linear Regression in R: The Package relaimpo (2006) not zbMATH