relaimpo

swMATH8174CRANrelaimpoMaRDI QIDQ20184

Relative Importance of Regressors in Linear Models

Ulrike Groemping

Last update: 4 October 2023

Copyright license: GNU General Public License, version 2.0

Software version identifier: 2.2-6, 0.1, 0.2, 0.3, 0.4, 0.5, 1.0-1, 1.0, 1.1-1, 1.1, 1.2-1, 1.2-2, 1.2, 2.0-2, 2.0, 2.1-1, 2.1-2, 2.1-4, 2.1, 2.2-2, 2.2-3, 2.2-4, 2.2-5, 2.2, 2.2-7

Source code repository: https://github.com/cran/relaimpo

Description

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.

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