relaimpo (Q20184)
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Relative Importance of Regressors in Linear Models
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | relaimpo |
Relative Importance of Regressors in Linear Models |
Statements
4 October 2023
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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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