Laan, Mark van der - In: International Journal of Biostatistics 2 (2006) 1, pp. 1008-1008
derive, for each of the input variables, the variable importance from the obtained fit. In this article we propose a new … approach which involves for each variable separately 1) defining variable importance as a real valued parameter, 2) deriving … nonparametric) model, and 3) develop a corresponding double robust locally efficient estimator of this variable importance, obtained …