| 69135 |
Creator |
cf5ea4937ab1d71d9f4623b7a73de58a |
| 69135 |
Creator |
8a3bab4503e5bfc5d1fcc48bc27d991e |
| 69135 |
Date |
2019-12-23 |
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Is Part Of |
repository |
| 69135 |
Is Part Of |
p18759068 |
| 69135 |
abstract |
In applications of multiple regression, one of the most common goals is to measure
the relative importance of each predictor variable. If the predictors are uncorrelated,
quantification of relative importance is simple and unique. However, in practice,
predictor variables are typically correlated and there is no unique measure of a predictor
variable’s relative importance. Using a transformation to orthogonality, new measures
are constructed for evaluating the contribution of individual variables to a regression
sum of squares. The transformation yields an orthogonal approximation of the columns
of the predictor scores matrix and it maximizes the sum of the covariances between
the cross-product of individual regressors and the response variable and the cross-product
of the transformed orthogonal regressors and the response variable. The new measures
are compared with three previously proposed measures through examples and the properties
of the measures are examined. |
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authorList |
authors |
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issue |
4 |
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status |
published |
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status |
peerReviewed |
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uri |
http://data.open.ac.uk/oro/document/1062749 |
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uri |
http://data.open.ac.uk/oro/document/1062750 |
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uri |
http://data.open.ac.uk/oro/document/1062751 |
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uri |
http://data.open.ac.uk/oro/document/1062752 |
| 69135 |
uri |
http://data.open.ac.uk/oro/document/1062753 |
| 69135 |
uri |
http://data.open.ac.uk/oro/document/1062754 |
| 69135 |
uri |
http://data.open.ac.uk/oro/document/1063146 |
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volume |
14 |
| 69135 |
type |
AcademicArticle |
| 69135 |
type |
Article |
| 69135 |
label |
Shabuz, Zillur R. and Garthwaite, Paul H. (2019). Contribution of individual variables
to the regression sum of squares. Model Assisted Statistics and Applications, 14(4)
pp. 281–296. |
| 69135 |
Publisher |
ext-3280e628dc76c865d00e476a4a9d48da |
| 69135 |
Title |
Contribution of individual variables to the regression sum of squares |
| 69135 |
in dataset |
oro |