relaimpo
swMATH8174CRANrelaimpoMaRDI QIDQ20184FDOQ20184
Relative Importance of Regressors in Linear Models
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
Source code repository: https://github.com/cran/relaimpo
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 (30)
- Information importance of predictors: concept, measures, Bayesian inference, and applications
- Extensions of the absolute standardized hazard ratio and connections with measures of explained variation and variable importance
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- Variable selection and importance in presence of high collinearity: an application to the prediction of lean body mass from multi-frequency bioelectrical impedance
- Variance allocation and Shapley value
- Generating Correlation Matrices With Specified Eigenvalues Using the Method of Alternating Projections
- Measures of predictor sensitivity for order-insensitive partitioning of multiple correlation
- Sparsity Oriented Importance Learning for High-Dimensional Linear Regression
- Predictor relative importance and matching regression parameters
- A cooperative value in a multiplicative model
- Disentangling relationships in symptom networks using matrix permutation methods
- Random subspace method for high-dimensional regression with the \texttt{R} package \texttt{regRSM}
- Fungible weights in multiple regression
- Similarities and differences when building trust: the role of cultures
- Sensitivity analysis methods in the biomedical sciences
- Do not adjust coefficients in Shapley value regression
- Using random subspace method for prediction and variable importance assessment in linear regression
- On Shapley Value for Measuring Importance of Dependent Inputs
- Simple and flexible Bayesian inferences for standardized regression coefficients
- Testing conditional independence in supervised learning algorithms
- ModTools
- packDAMipd
- RelimpPCR
- sensitivityCalibration
- The geometry of enhancement in multiple regression
- Capital misallocation: cyclicality and sources
- Hedging housing price risks: some empirical evidence from the US
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