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.
Keywords for this software
References in zbMATH (referenced in 9 articles )
Showing results 1 to 9 of 9.
- Teisseyre, Paweł; Kłopotek, Robert A.; Mielniczuk, Jan: Random subspace method for high-dimensional regression with the R package regRSM (2016)
- Ortmann, Karl Michael: A cooperative value in a multiplicative model (2013)
- Huettner, Frank; Sunder, Marco: Axiomatic arguments for decomposing goodness of fit according to Shapley and Owen values (2012)
- Pintér, Miklós: Regression games (2011)
- Waller, Niels G.: The geometry of enhancement in multiple regression (2011)
- Bornhorst, Fabian; Ichino, Andrea; Kirchkamp, Oliver; Schlag, Karl H.; Winter, Eyal: Similarities and differences when building trust: the role of cultures (2010)
- Grömping, Ulrike; Landau, Sabine: Do not adjust coefficients in Shapley value regression (2010)
- Retzer, J.J.; Soofi, E.S.; Soyer, R.: Information importance of predictors: concept, measures, Bayesian inference, and applications (2009)
- Waller, Niels G.: Fungible weights in multiple regression (2008)