Measures of predictor sensitivity for order-insensitive partitioning of multiple correlation
AbstractLindeman et al.  provide a unique solution to the relative importance of correlated predictors in multiple regression by averaging squared semi-partial correlations obtained for each predictor across all p ! orderings. In this paper, we propose a series of predictor sensitivity statistics that complement the variance decomposition procedure advanced by Lindeman et al . . First, we detail the logic of averaging over orderings as a technique of variance partitioning. Second, we assess predictors by conditional dominance analysis, a qualitative procedure designed to overcome defects in the Lindeman et al.  variance decomposition solution. Third, we introduce a suite of indices to assess the sensitivity of a predictor to model specification, advancing a series of sensitivity-adjusted contribution statistics that allow for more definite quantification of predictor relevance. Fourth, we describe the analytic efficiency of our proposed technique against the Budescu conditional dominance solution to the uneven contribution of predictors across all p ! orderings.
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Bibliographic InfoArticle provided by Taylor & Francis Journals in its journal Journal of Applied Statistics.
Volume (Year): 39 (2012)
Issue (Month): 1 (March)
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