Variable importance in regression models

DOI10.1002/WICS.1346MaRDI QIDQ6604448zbMATH OpenFDO

Authors Ulrike Grömping

Publication date 12 September 2024

Published in Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

multiple regressionrelative importancehierarchical partitioningcorrelated regressors

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites work

• scientific article; zbMATH DE number 3713012 (Why is no real title available?)
• scientific article; zbMATH DE number 777873 (Why is no real title available?)
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• Do not adjust coefficients in Shapley value regression
• High-dimensional regression and variable selection using CAR scores
• Information importance of predictors: concept, measures, Bayesian inference, and applications
• Random forests
• Relative Importance by Averaging Over Orderings
• Statistical inference for variable importance
• The proportional value for positive cooperative games

Cited in

(4)

• Proportional marginal effects for global sensitivity analysis
• Efficient Shapley performance attribution for least-squares regression
• Corrigenda to: ``Variable importance in regression models
• Quantile-constrained Wasserstein projections for robust interpretability of numerical and machine learning models

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