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A Shapley-based decomposition of the R-Square of a linear regression

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Author Info
Osnat Israeli ()
Abstract

This note suggests a new way of determining the exact contributions of the explanatory variables to the R-Square of a linear regression. The proposed methodology combines the so-called Shapley approach (Chantreuil and Trannoy, Inequality decomposition values: the trade-off between marginality and consistency. THEMA Discussion Paper, Université de Cergy-Pontoise, France 1999; Shorrocks, Decomposition Procedures for Distributional Analysis: A Unified Framework Based on the Shapley Value (mimeo), University of Essex, 1999) with the Fields (Res. Labor Econ., 22:1–38, 2003) decomposition. Copyright Springer Science+Business Media, Inc. 2007

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File URL: http://hdl.handle.net/10.1007/s10888-006-9036-6
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Publisher Info
Article provided by Springer in its journal The Journal of Economic Inequality.

Volume (Year): 5 (2007)
Issue (Month): 2 (August)
Pages: 199-212
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:kap:jecinq:v:5:y:2007:i:2:p:199-212

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Web page: http://springerlink.metapress.com/link.asp?id=111137

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Related research
Keywords: inequality decomposition; R-Square; Shapley value; C20; D63;

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Pyatt, Graham & Chen, Chau-nan & Fei, John, 1980. "The Distribution of Income by Factor Components," The Quarterly Journal of Economics, MIT Press, vol. 95(3), pages 451-73, November. [Downloadable!] (restricted)
  2. Bourguignon, Francois, 1979. "Decomposable Income Inequality Measures," Econometrica, Econometric Society, vol. 47(4), pages 901-20, July. [Downloadable!] (restricted)
  3. Fei, John C H & Rainis, Gustav & Kuo, Shirley W Y, 1978. "Growth and the Family Distribution of Income by Factor Components," The Quarterly Journal of Economics, MIT Press, vol. 92(1), pages 17-53, February. [Downloadable!] (restricted)
  4. Silber, Jacques, 1989. "Factor Components, Population Subgroups and the Computation of the Gini Index of Inequality," The Review of Economics and Statistics, MIT Press, vol. 71(1), pages 107-15, February. [Downloadable!] (restricted)
  5. Mercedes Sastre & Alain Trannoy, 2002. "Shapley inequality decomposition by factor components: Some methodological issues," Journal of Economics, Springer, vol. 9(1), pages 51-89, December. [Downloadable!] (restricted)
  6. Shorrocks, Anthony F, 1984. "Inequality Decomposition by Population Subgroups," Econometrica, Econometric Society, vol. 52(6), pages 1369-85, November. [Downloadable!] (restricted)
  7. F. Chantreuil & A. Trannoy, 1999. "Inequality decomposition values : the trade-off between marginality and consistency," THEMA Working Papers 99-24, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
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  8. Shorrocks, A F, 1982. "Inequality Decomposition by Factor Components," Econometrica, Econometric Society, vol. 50(1), pages 193-211, January. [Downloadable!] (restricted)
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  1. Jean-Marie Grether & Nicole Mathys & Jaime de Melo, 2009. "Scale, Technique and Composition Effects in Manufacturing SO2 Emissions," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 43(2), pages 257-274, June. [Downloadable!] (restricted)
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