Shapley Regression Vs. Relative Weights | Understanding The Differences
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 scores((Grömping, U. (2015). Variable importance in regression models, WIREs Comput Stat 7, 137-152.))((Lebreton, J.M., Ployhart, R.E., & Ladd, R.T. (2004). A Monte Carlo Comparison of Relative […]
