Cited by 2,615Advanced Statistical Methods and ModelsData Analysis with RStatistical Methods and Applications

Relative Importance for Linear Regression in R : The Package relaimpo

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Grömping, Ulrike·2006·Journal of Statistical Software

Abstract

Relative importance is a topic that has seen a lot of interest in recent years, particularly in applied work. The R package relaimpo implements six different metrics for assessing relative importance of regressors in the linear model, two of which are recommended - averaging over orderings of regressors and a newly proposed metric (Feldman 2005) called pmvd. Apart from delivering the metrics themselves, relaimpo also provides (exploratory) bootstrap confidence intervals. This paper offers a brief tutorial introduction to the package. The methods and relaimpo's functionality are illustrated using the data set swiss that is generally available in R. The paper targets readers who have a basic understanding of multiple linear regression. For the background of more advanced aspects, references are provided.

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Crossref · 10.18637/jss.v017.i01

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  • Bootstrap tests comparing the relative importance of the intention-offloading/nonoffloading task against the other three measures yielded an effect at p < .1 in each case.

    “Furthermore, bootstrap tests (Grömping, 2006) to directly compare the relative importance of the intention-offloading/nonoffloading task against the other three measures (using a default of 1000 bootstrap runs) yielded an effect at p < .1 in each case.”

    From Strategic offloading of delayed intentions into the external environment (2015) · cites this paper as Grömping, 2006

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Authors
Grömping, U.
Corresponding author
Grömping, Ulrike
Venue
Journal of Statistical Software
Published
2006
Volume
17
Issue
1
ISSN
1548-7660 (ISSN-L)
OpenAlex
W1795468129
Cited by
2,615
References
0
Citations by year
2026: 147 · 2025: 207 · 2024: 242 · 2023: 274 · 2022: 250 · 2021: 284 · 2020: 254 · 2019: 213 · 2018: 174 · 2017: 129 · 2016: 133 · 2015: 72 · 2014: 78 · 2013: 45 · 2012: 41
FWCI
6.60
Type
journal article
Language
en
Open access
Licence
cc-by
Locations
  • Journal of Statistical Software (publishedVersion, cc-by)
  • RePEc: Research Papers in Economics (submittedVersion)
  • DOAJ (DOAJ: Directory of Open Access Journals) (submittedVersion, cc-by-sa)
Topics
  • Physical Sciences › Mathematics › Statistics and Probability › Advanced Statistical Methods and Models
  • Physical Sciences › Computer Science › Artificial Intelligence › Data Analysis with R
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Applications
Keywords
relative importance, multiple linear regression, bootstrap confidence intervals

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