Do not adjust coefficients in Shapley value regression

Ulrike Grömping and Sabine Landau

Applied Stochastic Models in Business and Industry, 2010, vol. 26, issue 2, 194-202

Abstract: Shapley value regression consists of assessing relative importance and accordingly adjusting regression coefficients. It is argued that adjustment of coefficients is unnecessary and even misleading for practically relevant situations. Examples are given, and an alternative procedure is proposed for situations for which the coefficients are requested to have a certain sign. Copyright © 2009 John Wiley & Sons, Ltd.

Date: 2010
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