| Authors: | Ulrike Groemping |
| Title: | [download] (4706)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] (4706)Relative Importance for Linear Regression in R: The Package relaimpo (application/pdf, 416.8 KB) |
| Supplements: | [download] (736)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] (742)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) |
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| [download] (748)v17i01.R: R code for examples in the paper (application/x-zip-compressed, 1.5 KB) |
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| Resources: | BibTeX | OAI |
