Relative Importance for Linear Regression in R: The Package relaimpo

Ulrike Groemping

Journal of Statistical Software, 2006, vol. 017, issue i01

Abstract: 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.

Date: 2006-09-01
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Citations: View citations in EconPapers (24)

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Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:017:i01

DOI: 10.18637/jss.v017.i01

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