Axiomatic arguments for decomposing goodness of fit according to Shapley and Owen values

DOI10.1214/12-EJS710zbMath1295.62094OpenAlexW1984743450MaRDI QIDQ1950857

Frank Huettner, Marco Sunder

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1341842804

zbMATH Keywords

Shapley valuevariance decompositionOwen valueGSOEPregression games

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Cooperative games (91A12)

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Uses Software

• Stata
• relaimpo

Cites Work

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• Regression games
• Monotonic solutions of cooperative games
• A value for cooperative games with levels structure of cooperation
• Axiomatizations of the Shapley value for cooperative games on antimatroids
• The proportional value for positive cooperative games
• Axiomatizations of the conjunctive permission value for games with permission structures
• A Shapley value for games with restricted coalitions
• Owen coalitional value without additivity axiom

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