A Shapley-based decomposition of the R-Square of a linear regression
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More about this item
Keywordsinequality decomposition; R-Square; Shapley value; C20; D63;
- 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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