Reply to 'A Comment on a New Measure of Predictor Variable Importance in Multiple Regression'

In lieu of Abstract, here is the first paragraph: Jackson provides a clear statement of a basic (and noncontroversial) limitation of all "importance" measures in multiple regression-namely, there is no unambiguous measure of importance in the case of correlated predictor variables. Darlington (1968) presented this same caveat more than a decade ago and some of our own publications have emphasized it as well (Green and Tull, 1978; Green with Carroll, 1978). Amemiya (1976) came to this same conclusion in his econometric investigation of regressor selection

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