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Author: | Soofi, E.S. Retzer, J.J. Yasai-Ardekani, M. |
Title: | A framework for measuring the importance of variables with applications to management research and decision models |
Journal: | Decision Sciences
2000 : SUMMER, VOL. 31:3, p. 595-625 |
Index terms: | DECISION MAKING MANAGEMENT RESEARCH STATISTICS |
Language: | eng |
Abstract: | This paper provides a synthesis of the relative importance measures scattered in the statistics, psychometrics, and management science literature. These measures are computed by averaging the partial contributions of each variable over all orderings of the explanatory variables. The authors define an Analysis of Importance (ANIMP) framework that reflects two desirable properties for the relative importance measures discussed in the literature: additive separability and order independence. |
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