Predictor relative importance and matching regression parameters

DOI10.1080/02664763.2014.994480OpenAlexW2054785361MaRDI QIDQ5130220

W. Michael Conklin, Stan Lipovetsky

Publication date: 4 November 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2014.994480

zbMATH Keywords

multicollinearitypredictor importanceJohnson relative weightsorthonormal approximationShapley value regression

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• relaimpo

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Enhanced ridge regressions
• Customer satisfaction analysis: identification of key drivers.
• Singular value decomposition in additive, multiplicative, and logistic forms
• Information indices: Unification and applications.
• Linear regression with special coefficient features attained via parameterization in exponential, logistic, and multinomial-logit forms
• On a theorem stated by Eckart and Young
• Analysis of regression in game theory approach
• Dual‐ and triple‐mode matrix approximation and regression modelling

This page was built for publication: Predictor relative importance and matching regression parameters