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Authors: Ulrike Groemping
Title: [download]
(2309)
Relative Importance for Linear Regression in R: The Package relaimpo
Reference: Vol. 17, Issue 1, Sep 2006
Submitted 2006-01-03, Accepted 2006-09-01
Type: Article
Abstract:

Relative importance is a topic that has seen a lot of interest in recent years, particularly in applied work. The R package relaimpo implements six different metrics for assessing relative importance of regressors in the linear model, two of which are recommended - averaging over orderings of regressors and a newly proposed metric (Feldman 2005) called pmvd. Apart from delivering the metrics themselves, relaimpo also provides (exploratory) bootstrap confidence intervals. This paper offers a brief tutorial introduction to the package. The methods and relaimpo's functionality are illustrated using the data set swiss that is generally available in R. The paper targets readers who have a basic understanding of multiple linear regression. For the background of more advanced aspects, references are provided.

Paper: [download]
(2309)
Relative Importance for Linear Regression in R: The Package relaimpo
(application/pdf, 416.8 KB)
Supplements: [download]
(157)
relaimpo_1.1-1_global.tar.gz: global version of relaimpo source files, licensed everywhere, also in the US
(application/x-gzip, 180.6 KB)
[download]
(163)
relaimpo_1.1-1_nonUS.tar.gz: extended version of relaimpo including PMVD, licensed outside of the US only
(application/x-gzip, 181.9 KB)
[download]
(152)
v17i01.R: R code for examples in the paper
(application/x-zip-compressed, 1.5 KB)
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