The importance tag has no wiki summary.
0
votes
1answer
39 views
Relative importance weight with cforest
I am new in using RF. I want to use it to compute the relative importance of the features. I found the weight is very small ("party" package, cforest). Is there anyway to get these weights in a range ...
0
votes
1answer
57 views
Comparison of two regression models, relative importance of individual symptoms
We have a metric dependent variable (impairment, scale 0-40), and a larger number of symptoms of a mental disorder, each on a scale of 0 (nonexistant) - 3 (very severe).
We try to find out whether ...
3
votes
1answer
65 views
Variable importance randomForest negative values
I am asking myself if it is a good idea to remove those variables with a negative variable importance value ("%IncMSE") in a regression context. And if it gives me a better prediction? What do you ...
0
votes
0answers
80 views
Missing measure of variable importance for randomForest package in R [closed]
I have a problem with the importance measures given by the randomForest package in R.
I pass the parameter importance=TRUE to my ...
0
votes
0answers
52 views
Test of differences (e.g. Hotelling's T) for aggregated data
I have 14 regression predictors and want to test statistically whether they differ from each other in their explained variance of the dependent variable. I decompose explained variance using the R ...
2
votes
1answer
78 views
Longitudinal regression: problem with listwise deletion (relative importance estimation, R, package RelaImpo)
I have 3 measurement points, N=4000, N=2000, N=3000 (week 0, week 6, week 12).
My goal is to estimate the relative importance of 14 regressors on one dependent variable. Now I can do that separately ...
0
votes
1answer
47 views
Hotelling's T (or something similar) on results of Relative Importance Analysis (R, RelaImpo)
I am using the R package "RelaImpo" (Grömping, 2006) to analyze the relative importance of 16 regressors on one dependent variable (N=7000). The results show that regressors vary drastically from each ...
1
vote
1answer
271 views
mtry and unbalanced use of predictor variables in Random Forest
I am working on the Random Forest prediction, with the focus on the importance of predictor variables, and have a question regarding understanding of mtry and the actual usage of variables in the ...
4
votes
1answer
343 views
randomForest and variable importance bug?
I dont get the difference between the rfobject$importance and importance(rfobject) in the MeanDecreaseAccuracy column.
Example:
...
3
votes
0answers
100 views
Using ordinal regression to evaluate predictor “importance”?
We've got a construct-likert-scale with an internal (8 items) and an external dimension (6 item) and there is also a 5-point item y assessing the "subjective" perception (How skilled do you think you ...
3
votes
1answer
154 views
Optimal importance sampling with ratio estimator
This is probably a stupid question, but here goes: so we want to approximate the following expectation:
$$\mathbb{E}[h(x)] = \int h(x)\pi(x) dx$$
Where $h(x)$ is an arbitrary function and $\pi(x)$ is ...
2
votes
1answer
161 views
How to know which variables are more important in a process? [closed]
I have a process with 15 effective variables. I could record 9 variables to study its effect on process.
I am looking for an appropriate factor to estimate the value of effectiveness of each factor. I ...
5
votes
1answer
2k views
Variable importance from GLMNET
I am looking at using the lasso as a method for selecting features and fitting a predictive model with a binary target. Below is some code I was playing with to try out the method with regularized ...
3
votes
1answer
162 views
Importance sampling in mixed, discrete/continuous variables
Consider the following model
$$
X \sim |\mathcal{N}(X;0,1)|
$$
$$
Y|X \sim Q(Y;X)
$$
where I define $Q(Y=-x|X=x)$ with probability mass $\int_{-\infty}^{-x}\mathcal{N}(x;0,1)dx$, $Q(Y=+x|X=x)$ ...
9
votes
4answers
4k views
Maximum number of independent variables that can be entered into a multiple regression equation
What is the limit to the number of independent variables one may enter in a multiple regression equation? I have 10 predictors that I would like to examine in terms of their relative contribution to ...
2
votes
1answer
1k views
Measures of variable importance in random forests
I've been playing around with random forests for regression and am having difficulty working out exactly what the two measures of importance mean, and how they should be interpreted.
The ...
1
vote
0answers
112 views
“Importance” metric for discrete variable value
(I am far from an expert in the field of statistics, so I apologize beforehand if my question is irrelevant or my use of any terms is incorrect)
Let's suppose that we have a discrete variable $X$, ...
9
votes
4answers
905 views
Comparing importance of different sets of predictors
I was advising a research student with a particular problem, and I was keen to get the input of others on this site.
Context:
The researcher had three types of predictor variables. Each type ...
