In the quest for economic significance: Assessing variable importance through mean value decomposition
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- H. E. T. Holgersson & T. Norman & S. Tavassoli, 2014. "In the quest for economic significance: assessing variable importance through mean value decomposition," Applied Economics Letters, Taylor & Francis Journals, vol. 21(8), pages 545-549, May.
- Holgersson, Thomas & Norman, Therese & Tavassoli, Sam, 2013. "In the quest for economic significance: Assessing variable importance through mean value decomposition," Working Paper Series in Economics and Institutions of Innovation 326, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
References listed on IDEAS
- Deirdre N. McCloskey & Stephen T. Ziliak, 1996. "The Standard Error of Regressions," Journal of Economic Literature, American Economic Association, vol. 34(1), pages 97-114, March.
- Luigi Fabbris, 1980. "Measures of predictor variable importance in multiple regression: An additional suggestion," Quality & Quantity: International Journal of Methodology, Springer, vol. 14(6), pages 787-792, December.
- Solon, Gary, 1992. "Intergenerational Income Mobility in the United States," American Economic Review, American Economic Association, vol. 82(3), pages 393-408, June.
- Zimmerman, David J, 1992. "Regression toward Mediocrity in Economic Stature," American Economic Review, American Economic Association, vol. 82(3), pages 409-429, June.
More about this item
KeywordsConditioning; Economic significance; Regression analysis; Mean Value Decomposition; Goodness-of-Fit;
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C54 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Quantitative Policy Modeling
- I32 - Health, Education, and Welfare - - Welfare, Well-Being, and Poverty - - - Measurement and Analysis of Poverty
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-12-15 (All new papers)
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