Supplement 1. Source code for variable importance situations.
收藏资源简介:
File List Variable Importance Simulation.txt Variable Importance Simulation.sas hierpart.txt hierpart.sas Description "Variable Importance Simulation.sas" is a simulation to evaluate the relative importance of random variables using Akaike weights, standardized regression coefficients, partial and semi-partial correlation coefficients, and hierarchical partitioning. <em>Remember</em> to change the subdirectory where hierpart.sas is called from the include statement. The file "hierpart.sas" is a macro that executes hierarchical partitioning analysis as described by Chevan and Sutherland in American Statistician, 1991, Vol. 45, no. 2, pp. 90–96. This macro was written by Kim Murray Berger and Mary M. Conner based on a Dominance Analysis macro written by Razia Azen and Robert Ceurvorst (http://www.uwm.edu/~azen/damacro.html). Hierarchical Partitioning analysis quantifies the importance of each predictor as its average contribution to the model r-square, across all possible models. <em>Note</em>: This program is limited to at most 10 predictors!
文件列表:Variable Importance Simulation.txt、Variable Importance Simulation.sas、hierpart.txt、hierpart.sas 【描述】"Variable Importance Simulation.sas"是一项模拟研究,用于借助赤池权重(Akaike weights)、标准化回归系数、偏相关系数(partial correlation coefficients)与半偏相关系数(semi-partial correlation coefficients)以及层级划分法(hierarchical partitioning),评估随机变量的相对重要性。 <em>请注意</em>:需在INCLUDE语句中修改调用hierpart.sas的子目录路径。 文件"hierpart.sas"是一个宏程序,用于执行Chevan与Sutherland在1991年发表于《美国统计学家》(American Statistician)第45卷第2期第90-96页的文献中所述的层级划分分析。 该宏程序由Kim Murray Berger与Mary M. Conner基于Razia Azen和Robert Ceurvorst编写的支配分析(Dominance Analysis)宏程序改写而成,源码地址为:http://www.uwm.edu/~azen/damacro.html。 层级划分分析通过计算每个预测因子在所有可能模型中对模型决定系数R²的平均贡献,量化其重要性。 <em>注意</em>:本程序最多仅支持10个预测因子!



