scientific article; zbMATH DE number 5489275

MaRDI QIDQ5503175zbMATH OpenFDO

Authors Stan Lipovetsky

Publication date 12 January 2009

zbMATH Keywords

multicollinearitymultiple linear regressionyield analysisrandom-coefficient regressionsample balanceHildreth-Houck model

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Cooperative games (91A12)

Recommendations

• Gaussian linear approximation for the estimation of the Shapley effects
• Rank estimation of regression coefficients using iterated reweighted least squares
• On the iteratively reweighted rank regression estimator
• Improving polynomial estimation of the Shapley value by stratified random sampling with optimum allocation
• Shapley value approach to determining the weights of a kind of combined forecasting model
• Do not adjust coefficients in Shapley value regression
• Variance reduction for estimation of Shapley effects and adaptation to unknown input distribution
• Computational aspects of the coarsening at random model and the Shapley value
• Estimation of high-order moment-independent importance measures for Shapley value analysis
• A new weight scheme for the Shapley value

Cited in

(5)

• Regression games
• Explaining predictive models using Shapley values and non-parametric vine copulas
• Causality Modeling and Statistical Generative Mechanisms
• SURF — STRUCTURAL UNDUPLICATED REACH AND FREQUENCY: LATENT CLASS TURF AND SHAPLEY VALUE ANALYSES
• Do not adjust coefficients in Shapley value regression

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