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Relative Importance for Linear Regression in R: The Package relaimpo

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  • Groemping, Ulrike

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.

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  • Groemping, Ulrike, 2006. "Relative Importance for Linear Regression in R: The Package relaimpo," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 17(i01).
    • Handle: RePEc:jss:jstsof:v:017:i01
    DOI: http://hdl.handle.net/10.18637/jss.v017.i01
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