Measures of predictor sensitivity for order-insensitive partitioning of multiple correlation

Zahran, Sammy, Long, Michael and Berry, Kenneth (2012) Measures of predictor sensitivity for order-insensitive partitioning of multiple correlation. Journal of Applied Statistics, 39 (1). pp. 39-51. ISSN 0266-4763

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Lindeman et al. [12] provide a unique solution to the relative importance of correlated predictors in multiple regression by averaging squared semi-partial correlations obtained for each predictor across all p! orderings. In this paper, we propose a series of predictor sensitivity statistics that complement the variance decomposition procedure advanced by Lindeman et al. [12]. First, we detail the logic of averaging over orderings as a technique of variance partitioning. Second, we assess predictors by conditional dominance analysis, a qualitative procedure designed to overcome defects in the Lindeman et al. [12] variance decomposition solution. Third, we introduce a suite of indices to assess the sensitivity of a predictor to model specification, advancing a series of sensitivity-adjusted contribution statistics that allow for more definite quantification of predictor relevance. Fourth, we describe the analytic efficiency of our proposed technique against the Budescu conditional dominance solution to the uneven contribution of predictors across all p! orderings.

Item Type: Article
Uncontrolled Keywords: multiple correlation, partitioning, relative importance, semi-partial, sensitivity
Subjects: G300 Statistics
Department: Faculties > Arts, Design and Social Sciences > Social Sciences
Depositing User: Becky Skoyles
Date Deposited: 20 Oct 2015 08:24
Last Modified: 12 Oct 2019 19:31

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