Variable importance in regression models

DOI10.1002/WICS.1346zbMATH Open1545.62053MaRDI QIDQ6604448FDOQ6604448

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

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• Information importance of predictors: concept, measures, Bayesian inference, and applications
• Bayesian inference of predictors relative importance in linear regression model using dominance hierarchies
• Comparing the Contributions of Groups of Predictors: Which Outcomes Vary With Hospital Rather Than Patient Characteristics
• Statistical inference for variable importance

Cited In (4)

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

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