A Shapley-based decomposition of the R-Square of a linear regression
AbstractThis 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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Bibliographic InfoArticle provided by Springer in its journal The Journal of Economic Inequality.
Volume (Year): 5 (2007)
Issue (Month): 2 (August)
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Web page: http://springerlink.metapress.com/link.asp?id=111137
inequality decomposition; R-Square; Shapley value; C20; D63;
Find related papers by JEL classification:
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
- D63 - Microeconomics - - Welfare Economics - - - Equity, Justice, Inequality, and Other Normative Criteria and Measurement
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