Azen Razia, Budescu David V
Department of Educational Psychology, University of Wisconsin-Milwaukee, 53201, USA.
Psychol Methods. 2003 Jun;8(2):129-48. doi: 10.1037/1082-989x.8.2.129.
A general method is presented for comparing the relative importance of predictors in multiple regression. Dominance analysis (D. V. Budescu, 1993), a procedure that is based on an examination of the R2 values for all possible subset models, is refined and extended by introducing several quantitative measures of dominance that differ in the strictness of the dominance definition. These are shown to be intuitive, meaningful, and informative measures that can address a variety of research questions pertaining to predictor importance. The bootstrap is used to assess the stability of dominance results across repeated sampling, and it is shown that these methods provide the researcher with more insights into the pattern of importance in a set of predictors than were previously available.
本文提出了一种比较多元回归中预测变量相对重要性的通用方法。优势分析（D. V. 布德斯科，1993年）是一种基于检查所有可能子集模型的R2值的程序，通过引入几种在优势定义严格程度上有所不同的优势定量度量进行了改进和扩展。这些度量被证明是直观、有意义且信息丰富的，可以解决与预测变量重要性相关的各种研究问题。使用自助法评估重复抽样中优势结果的稳定性，结果表明这些方法为研究人员提供了比以前更多的关于一组预测变量重要性模式的见解。
