How many bits of information does an independent variable yield in a multiple regression?

DOI10.1016/0167-7152(87)90082-4zbMath0629.62008OpenAlexW2088536525MaRDI QIDQ1094015

Henri Theil

Publication date: 1987

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(87)90082-4

zbMATH Keywords

correlationmultiple regression

Mathematics Subject Classification ID

Linear inference, regression (62J99) Statistical aspects of information-theoretic topics (62B10)

Related Items (5)

Relations between two sets of variates: The bits of information provided by each variate in each set ⋮ Importance of Components for a System ⋮ The information tableau of a linear allocation model ⋮ On association in regression: the coefficient of determination revisited ⋮ Information indices: Unification and applications.

Cites Work

• Relative Importance by Averaging Over Orderings
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