https://doi.org/10.15609/annaeconstat2009.128.0203 • https://www.jstor.org/stable/10.15609/annaeconstat2009.128.0203 We propose a new method for constructing ...
The topic of variable importance in linear regression is reviewed, and a measure first justified theoretically by Pratt (1987) is examined in detail. Asymptotic variance estimates are used to ...