relaimpo-package {relaimpo}R Documentation

Package to calculate relative importance metrics for linear models

Description

relaimpo calculates several relative importance metrics for the linear model. The recommended metrics are lmg (R^2 partitioned by averaging over orders, like in Lindemann, Merenda and Gold (1980, p.119ff)) and pmvd (a newly proposed metric by Feldman (2005), non-US version only). For completeness, several other metrics are also on offer. Other packages with related topics: hier.part, relimp.

Details

relaimpo calculates the metrics and also offers the possibility of bootstrapping them and of displaying results in print and graphically.

Acknowlegment

This package uses as an internal function the function nchoosek from vsn, authored by Wolfgang Huber, available under LGPL.

Warning

lmg and pmvd are computer-intensive. Although they are calculated based on the covariance matrix, which saves substantial computing time in comparison to carrying out actual regressions, these methods still take quite long for problems with many regressors. Obviously, this is particularly relevant in combination with bootstrapping.

Note

There are two versions of this package. The version on CRAN is globally licensed under GPL version 2 (or later). There is an extended version with the interesting additional metric pmvd that is licensed according to GPL version 2 under the geographical restriction "outside of the US" because of potential issues with US patent 6,640,204. This version can be obtained from Ulrike Groempings website (cf. references section). Whenever you load the package, a display tells you, which version you are loading.

Author(s)

Ulrike Groemping, TFH Berlin

References

Chevan, A. and Sutherland, M. (1991) Hierarchical Partitioning. The American Statistician 45, 90–96.

Feldman, B. (2005) Relative Importance and Value. Manuscript (Version 1, March 8 2005), downloadable at http://www.qwafafew.org/?q=filestore/download/268

Lindeman, R.H., Merenda, P.F. and Gold, R.Z. (1980) Introduction to Bivariate and Multivariate Analysis, Glenview IL: Scott, Foresman.

Go to http://www.tfh-berlin.de/~groemp for further information and references.

See Also

See Also calc.relimp, booteval.relimp, classesmethods.relaimpo, package hier.part


[Package relaimpo version 0.5 Index]