IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to save this paper or follow this series

Decomposing R2 with the Owen value

  • Hüttner, Frank
  • Sunder, Marco
Registered author(s):

    We provide an axiomatization-based justification for applying the Owen value to decompose R2 in OLS models if prior knowledge can be used to form groups of regressor variables. The assumptions made by the axioms are not only plausible with respect to the variables but also clarify the meaning of the exogenous grouping of variables.

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

    File URL: http://econstor.eu/bitstream/10419/52301/1/670511404.pdf
    Download Restriction: no

    Paper provided by University of Leipzig, Faculty of Economics and Management Science in its series Working Papers with number 100.

    as
    in new window

    Length:
    Date of creation: 2011
    Date of revision:
    Handle: RePEc:zbw:leiwps:100
    Contact details of provider: Postal: Marschnerstraße 31, 04109 Leipzig
    Web page: http://www.wifa.uni-leipzig.de/en/dekanat.html

    More information through EDIRC

    References listed on IDEAS
    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.:

    as in new window
    1. Gert G. Wagner & Joachim R. Frick & Jürgen Schupp, 2007. "The German Socio-Economic Panel Study (SOEP): Scope, Evolution and Enhancements," SOEPpapers on Multidisciplinary Panel Data Research 1, DIW Berlin, The German Socio-Economic Panel (SOEP).
    2. Osnat Israeli, 2007. "A Shapley-based decomposition of the R-Square of a linear regression," Journal of Economic Inequality, Springer, vol. 5(2), pages 199-212, August.
    3. Silke Anger & Guido Heineck, 2010. "Cognitive abilities and earnings - first evidence for Germany," Applied Economics Letters, Taylor & Francis Journals, vol. 17(7), pages 699-702.
    4. Ulrike Groemping, . "Relative Importance for Linear Regression in R: The Package relaimpo," Journal of Statistical Software, American Statistical Association, vol. 17(i01).
    5. Hart, Sergiu & Mas-Colell, Andreu, 1989. "Potential, Value, and Consistency," Econometrica, Econometric Society, vol. 57(3), pages 589-614, May.
    6. repec:spr:compst:v:66:y:2007:i:2:p:255-261 is not listed on IDEAS
    7. Winter, Eyal, 1989. "A Value for Cooperative Games with Levels Structure of Cooperation," International Journal of Game Theory, Springer, vol. 18(2), pages 227-40.
    Full references (including those not matched with items on IDEAS)

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:zbw:leiwps:100. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (ZBW - German National Library of Economics)

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.