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Relative importance analysis table 4 Reasons to Compute Importance Using Relative Weights Rather than Shapley Regression
19 April 2017 | by Justin Yap

Shapley regression is a popular method for estimating the importance of predictor variables in linear regression. This method can deal with highly correlated predictor variables that are frequently encountered in real-world data. Shapley regression has been gaining popularity…

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Chart comparing Shapley with Relative Weights The Difference Between Shapley Regression and Relative Weights
19 April 2017 | by Justin Yap

Shapley regression and Relative Weights are two methods for estimating the importance of predictor variables in linear regression. Studies have shown that the two, despite being constructed in very different ways, provide surprisingly similar scores1Grömping, U. (2015). Variable importance in…

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