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In Excel's data mining tools there is a "Key Influencers" tool which will look at a dataset which is perhaps customers and whether or not they converted to a given goal (e.g. a flag that equals 1). It then tells you the most influential factors in reaching that goal,( e.g. Gender=Male and Age=30-45). What would be equivalent algorithm in R to achieve a similar outcome.

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What approach does the excel command use? That might be useful to know. – charles Aug 20 '14 at 15:53
My guess is it's really something pretty ad hoc, like finding those variables having a correlation with the outcome variable greater than some threshold such as 0.5. It seems like trying to duplicate something Excel does in R is kind of an empty cause: it's so easy to do something much better. – rvl Aug 20 '14 at 17:44

The algorithm used in the "Analyse Key Influencers" tool in excel is a variation on the Naive Bayesian algorithm for classification. The explanation from Microsoft may be found here:

The naive Bayes algorithm has been implemented in several packages, though most notably the e1071 package by David Meyer. It can be found on CRAN and a decent tutorial on implementing the algorithm may be found here:

I would caution you to ensure that your predictor variables are independent and to avoid multicollinearity in your models, as the algorithm ignores dependencies and is thus "naive" or "stupid".

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If Naive Bayes was an option then logistic regression is a better one, with weaker requirements and no pesky conditional independence assumption. – conjugateprior Aug 20 '14 at 18:42
Multicollinearity is still a problem with logistic regression! – Brash Equilibrium Aug 20 '14 at 19:31

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