Relative Importance for Linear Regression in R: The Package relaimpo

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ID: 3217
2006
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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.
Reference Key
gromping2006relativejournal Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors Gromping, Ulrike;
Journal journal of statistical software
Year 2006
DOI
10.18637/jss.v017.i01
URL
http://www.jstatsoft.org/v17/i01/paper
Keywords Keywords not found

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