[R] [R-pkgs] relaimpo: CRAN package for relative importance in linear regression

From: Ulrike Grömping <groemping_at_tfh-berlin.de>
Date: Wed 05 Jul 2006 - 18:17:27 EST

Dear useRs,

the R-package relaimpo is now mature enough to be advertised on this list: Version 1.1 is now on CRAN.

relaimpo allows to assess relative importance of predictors in linear regression using different metrics, the most important of which is "lmg", which partitions R-squared based on averaging of orders of regressors (like hier.part). Since relaimpo makes use of the specifics of linear regression, it is much faster than hier.part and also offers bootstrap intervals for all metrics. (However, relaimpo does not replace hier.part, since hier.part covers more goodness-of-fit measures and also generalized linear regression.)

For non-US users (restriction due to a potential patent restriction on pmvd), relaimpo is also available in a non-US version that additionally includes the metric "pmvd", an alternative way of partitioning R-squared based on weighted averages over orders of regressors. This version can be downloaded from my website.

User feedback is very welcome!

Regards, Ulrike

Prof. Dr. Ulrike Grömping
Fachbereich II
TFH Berlin
Luxemburger Str. 10
13353 Berlin
mail: groemping@tfh-berlin.de
www: www.tfh-berlin.de/~groemp/  

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