relaimpo

MaRDI QIDQ20184swMATHCRANFDO

Authors Ulrike Groemping

Last update 4 October 2023

Copyright license GNU General Public License, version 2.0

Software version identifier 2.2-6, 0.1, 0.2, 0.3, 0.4, 0.5, 1.0-1, 1.0, 1.1-1, 1.1, 1.2-1, 1.2-2, 1.2, 2.0-2, 2.0, 2.1-1, 2.1-2, 2.1-4, 2.1, 2.2-2, 2.2-3, 2.2-4, 2.2-5, 2.2, 2.2-7

Official website http://cran.r-project.org/web/packages/relaimpo/

Source code repository https://github.com/cran/relaimpo

Description

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.

Cited in

(44)

• Testing conditional independence in supervised learning algorithms
• ModTools
• packDAMipd
• SHAFF
• rfPermute
• mgcViz
• RelimpPCR
• sensitivityCalibration
• Variance allocation and Shapley value
• Using random subspace method for prediction and variable importance assessment in linear regression
• LambertW
• Axiomatic arguments for decomposing goodness of fit according to Shapley and Owen values
• Similarities and differences when building trust: the role of cultures
• GUI-HDMR
• Appraisal of science and economic factors on total number of granted patents
• Disentangling relationships in symptom networks using matrix permutation methods
• Sensitivity analysis methods in the biomedical sciences
• Capital misallocation: cyclicality and sources
• Extensions of the absolute standardized hazard ratio and connections with measures of explained variation and variable importance
• Z-Tree
• A cooperative value in a multiplicative model
• Random subspace method for high-dimensional regression with the \texttt{R} package \texttt{regRSM}
• Sparsity oriented importance learning for high-dimensional linear regression
• care
• SensSB
• SBML-SAT
• multiPIM
• DyGloSA
• PeTTSy
• SobolGSA
• On Shapley Value for Measuring Importance of Dependent Inputs
• Hedging housing price risks: some empirical evidence from the US
• Simple and flexible Bayesian inferences for standardized regression coefficients
• Measures of predictor sensitivity for order-insensitive partitioning of multiple correlation
• Predictor relative importance and matching regression parameters
• foba
• Do not adjust coefficients in Shapley value regression
• A theory of dichotomous valuation with applications to variable selection
• Variable selection and importance in presence of high collinearity: an application to the prediction of lean body mass from multi-frequency bioelectrical impedance
• Generating Correlation Matrices With Specified Eigenvalues Using the Method of Alternating Projections
• Regression games
• The geometry of enhancement in multiple regression
• Information importance of predictors: concept, measures, Bayesian inference, and applications
• Fungible weights in multiple regression

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