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Shapley value calculations: Implementation and illustrations

Philippe Van Kerm

Belgian Stata Conference 2025 from Stata Users Group

Abstract: This talk will illustrate the use of the Shapley–Owen value in regression and various decomposition analyses. It will Rrst introduce the concept of the Shapley value and related measures. It will then describe its use in regression and different types of decomposition analyses. It will introduce a preRx command to facilitate implementation of calculations of the Shapley–Owen value in Stata.

Date: 2025-09-10
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