差异(会计)
估计员
分解
计量经济学
集合(抽象数据类型)
计算机科学
钥匙(锁)
预测误差的方差分解
统计
线性回归
线性模型
数学
经济
程序设计语言
生态学
会计
生物
计算机安全
标识
DOI:10.1198/000313007x188252
摘要
Assigning shares of “relative importance” to each of a set of regressors is one of the key goals of researchers applying linear regression, particularly in sciences that work with observational data. Although the topic is quite old, advances in computational capabilities have led to increased applications of computer-intensive methods like averaging over orderings that enable a reasonable decomposition of the model variance. This article serves two purposes: to reconcile the large and somewhat fragmented body of recent literature on relative importance and to investigate the theoretical and empirical properties of the key competitors for decomposition of model variance.
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