Abstract
One purpose of many regression studies is to compare the relative importance of the independent variables. Several different measures have been used to measure importance:t-values, standardized regression coefficients, elasticity, commonality analysis, increment inR 2, correlation coefficients, hierarchical partitioning etc. Some of these measures have the common feature of partitioningR 2 between the independent variables and assess their importance according to their contribution toR 2. This paper is an attempt to clarify the advantages and disadvantages with these different methods and find out if any useful information can be gained by a partitioning ofR 2.
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Bring, J. Variable importance by partitioningR 2 . Qual Quant 29, 173–189 (1995). https://doi.org/10.1007/BF01101897
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DOI: https://doi.org/10.1007/BF01101897