A New Measure of Predictor Variable Importance in Multiple Regression

Ambiguity surrounds any importance measure in cases in which predictor variables are correlated. However, a new measure is proposed that has attractive properties, such as providing individual contributions that are both non-negative and sum to R2. The new measure is compared with four other commonly used measures and its advantages over each of them are pointed out

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Year of publication:	2016
Authors:	DeSarbo, Wayne S.
Other Persons:	Green, Paul E. (contributor) ; Carroll, J. (contributor)
Publisher:	[2016]: [S.l.] : SSRN
Subject:	Schätztheorie \| Estimation theory \| Messung \| Measurement \| Multiple Regression \| Multiple regression \| Regressionsanalyse \| Regression analysis \| Prognoseverfahren \| Forecasting model