practicalSigni: Practical Significance Ranking of Regressors
Consider a possibly nonlinear nonparametric regression
with p regressors. We provide evaluations by 13 methods to rank
regressors by their practical significance or importance using
various methods, including machine learning tools. Comprehensive
methods are as follows.
m6=Generalized partial correlation coefficient or
GPCC by Vinod (2021)<doi:10.1007/s10614-021-10190-x> and
m7= a generalization of psychologists' effect size incorporating
nonlinearity and many variables.
m8= local linear partial (dy/dxi) using the 'np' package for kernel
m9= partial (dy/dxi) using the 'NNS' package.
m10= importance measure using the 'NNS' boost function.
m11= Shapley Value measure of importance (cooperative game theory).
m12 and m13= two versions of the random forest algorithm.
Please use the canonical form
to link to this page.