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 27 articles , 1 standard article )
Showing results 21 to 27 of 27.
- 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)
- Ulrike Grömping: Inference with Linear Equality and Inequality Constraints Using R: The Package ic.infer (2010) not zbMATH
- 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)
- Ulrike Groemping: Relative Importance for Linear Regression in R: The Package relaimpo (2006) not zbMATH