Relative Importance for Linear Regression in R : The Package relaimpo

作者：Ulrike Grömping · 发表于：Journal of Statistical Software · 年份：2006 · DOI：10.18637/jss.v017.i01 · 被引用次数：2217 · 研究领域：Statistical Methods and Inference、Data Analysis with R、Advanced Statistical Methods and Models

Relative importance is a topic that has seen a lot of interest in recent years, particularly in applied work. The R package relaimpo implements six different metrics for assessing relative importance of regressors in the linear model, two of which are recommended - averaging over orderings of regressors and a newly proposed metric (Feldman 2005) called pmvd. Apart from delivering the metrics themselves, relaimpo also provides (exploratory) bootstrap confidence intervals. This paper offers a brief tutorial introduction to the package. The methods and relaimpo's functionality are illustrated using the data set swiss that is generally available in R. The paper targets readers who have a basic understanding of multiple linear regression. For the background of more advanced aspects, references are provided.