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论约翰逊(2000年)评估变量重要性的相对权重法:重新分析

On Johnson's (2000) Relative Weights Method for Assessing Variable Importance: A Reanalysis.

作者信息

Thomas D Roland, Zumbo Bruno D, Kwan Ernest, Schweitzer Linda

机构信息

a Sprott School of Business , Carleton University.

b University of British Columbia.

出版信息

Multivariate Behav Res. 2014 Jul-Aug;49(4):329-38. doi: 10.1080/00273171.2014.905766.

Abstract

This article provides a reanalysis of J. W. Johnson's (2000) "relative weights" method for assessing variable importance in multiple regression. The primary conclusion of the reanalysis is that the derivation of the method is theoretically flawed and has no more validity than the discredited method of Green, Carroll, and DeSarbo (1978) on which it is based. By means of 2 examples, supplemented by other results from the literature, it is also shown that the method can result in materially distorted inferences when it is compared with another widely used importance metric, namely, general dominance (Azen & Budescu, 2003; Budescu, 1993). Our primary recommendation is that J. W. Johnson's (2000) relative weights method should no longer be used as a variable importance metric for multiple linear regression. In the final section of the article, 2 additional recommendations are made based on our analysis, examples, and discussion.

摘要

本文对J. W. 约翰逊(2000年)用于评估多元回归中变量重要性的“相对权重”方法进行了重新分析。重新分析的主要结论是,该方法的推导在理论上存在缺陷,并且并不比它所基于的已遭质疑的格林、卡罗尔和德萨尔博(1978年)的方法更具有效性。通过两个例子,并辅以文献中的其他结果,还表明当该方法与另一种广泛使用的重要性度量标准,即一般优势(阿曾和布德斯科,2003年;布德斯科,1993年)相比较时,可能会导致实质上扭曲的推断。我们的主要建议是,J. W. 约翰逊(2000年)的相对权重方法不应再用作多元线性回归的变量重要性度量标准。在本文的最后部分,基于我们的分析、例子和讨论,还提出了另外两条建议。

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