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Shapley regression has been gaining popularity in recent years and has been (re-)invented multiple times. However, relative weights, should be used instead.

Studies have shown that Shapley regression and Relative Weights provide surprisingly similar scores, despite being constructed in very different ways.

Shapley Regression, also known as Shapley Value Regression, is the leading method for driver analysis. It calculates the importance of different predictors in explaining an…

Shapley Value regression is a technique for working out the relative importance of predictor variables in linear regression. Read more here.