Information importance of predictors: concept, measures, Bayesian inference, and applications

DOI10.1016/J.CSDA.2008.03.010zbMath1453.62182OpenAlexW2003679080MaRDI QIDQ961433

Ehsan S. Soofi, Joseph J. Retzer, Refik Soyer

Publication date: 30 March 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2008.03.010

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Statistical aspects of information-theoretic topics (62B10)

Related Items (4)

Importance of Components for a System ⋮ Executives' perceived environmental uncertainty shortly after 9/11 ⋮ Evaluating predictors of dispersion: a comparison of dominance analysis and Bayesian model averaging ⋮ On covariate importance for regression models with multivariate response

Uses Software

• BUGS
• relaimpo

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Multivariate dynamic information
• Data mining based Bayesian networks for best classification
• A goodness-of-fit test for normality based on polynomial regression
• Posterior distribution for the multiple correlation coefficient with fixed regressors
• Information indices: Unification and applications.
• Prediction Variance and Information Worth of Observations in Time Series
• Information Theory and Statistical Mechanics
• Relative Importance by Averaging Over Orderings
• Capturing the Intangible Concept of Information
• Analysis of regression in game theory approach
• Bayes Factors
• Uncertainty, Information, and Sequential Experiments

This page was built for publication: Information importance of predictors: concept, measures, Bayesian inference, and applications