Determining relative importance in Stata using dominance analysis: domin and domme

被引：78
|
作者：
Luchman, Joseph N. [1 ]
机构：
[1] Fors Marsh Grp LLC, Arlington, VA 22201 USA
来源：
STATA JOURNAL | 2021年 / 21卷 / 02期
关键词：
st0645; domin; domme; dominance analysis; relative importance analysis; decomposition; Shapley value decomposition; PREDICTORS; REGRESSION; EXTENSION; WEIGHT; VARIABLES; MODELS;
D O I：
10.1177/1536867X211025837
中图分类号：
O1 [数学]; C [社会科学总论];
学科分类号：
03 ; 0303 ; 0701 ; 070101 ;
摘要：
Dominance analysis is a common method applied to statistical models to determine the importance of independent variables. In this article, I describe two community-contributed commands, domin and domme, that can be used to dominance-analyze both independent variables and parameter estimates in Stata estimation commands. I discuss how to compute dominance statistics, provide multiple examples of each command applied to data, and outline how to interpret the results from each data-analytic example. I conclude with computational considerations for users applying larger models.
引用
收藏
页码：510 / 538
页数：29
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