Variable importance in regression models

DOI10.1002/WICS.1346zbMATH Open1545.62053MaRDI QIDQ6604448

Ulrike Grömping

Publication date: 12 September 2024

Published in: Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

multiple regressionrelative importancehierarchical partitioningcorrelated regressors

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites Work

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• Comparing the Contributions of Groups of Predictors: Which Outcomes Vary With Hospital Rather Than Patient Characteristics
• Do not adjust coefficients in Shapley value regression
• Random forests
• Statistical inference for variable importance

Related Items (4)

Proportional marginal effects for global sensitivity analysis ⋮ Quantile-constrained Wasserstein projections for robust interpretability of numerical and machine learning models ⋮ Efficient Shapley performance attribution for least-squares regression ⋮ Corrigenda to: ``Variable importance in regression models

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