Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Authors: Ulrike Groemping
Title: Relative Importance for Linear Regression in R: The Package relaimpo
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.

Page views:: 34593. Submitted: 2006-01-03. Published: 2006-09-01.
Paper: Relative Importance for Linear Regression in R: The Package relaimpo     Download PDF (Downloads: 37032)
relaimpo_1.1-1_global.tar.gz: global version of relaimpo source files, licensed everywhere, also in the US Download (Downloads: 1948; 180KB)
relaimpo_1.1-1_nonUS.tar.gz: extended version of relaimpo including PMVD, licensed outside of the US only Download (Downloads: 1974; 181KB) v17i01.R: R code for examples in the paper Download (Downloads: 2050; 1KB)

DOI: 10.18637/jss.v017.i01

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.