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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 at 15:53
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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 at 17:44

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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:

http://msdn.microsoft.com/en-us/library/dn282341.aspx

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:

http://en.wikibooks.org/wiki/Data_Mining_Algorithms_In_R/Classification/Na%C3%AFve_Bayes

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 at 18:42
    
Multicollinearity is still a problem with logistic regression! –  Brash Equilibrium Aug 20 at 19:31

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