I am learning decision tree and there is variable importance which measures the total drop in MSE thanks to that variable. I am wondering whether variable importance or something similar exists in linear/logistic regression?
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1$\begingroup$ topepo.github.io/caret/variable-importance.html $\endgroup$– SmallChessCommented Sep 7, 2017 at 5:11
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$\begingroup$ jstatsoft.org/article/view/v017i01 $\endgroup$– SmallChessCommented Sep 7, 2017 at 5:13
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