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ERIC Number: EJ782461
Record Type: Journal
Publication Date: 2007
Pages: 31
Abstractor: Author
Reference Count: 30
ISSN: ISSN-1076-9986
Point Estimates and Confidence Intervals for Variable Importance in Multiple Linear Regression
Thomas, D. Roland; Zhu, PengCheng; Decady, Yves J.
Journal of Educational and Behavioral Statistics, v32 n1 p61-91 2007
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 construct individual and simultaneous confidence intervals for these importance measures. A simulation study of their coverage properties is reported, and an example is provided. (Contains 6 tables and 4 figures.)
SAGE Publications. 2455 Teller Road, Thousand Oaks, CA 91320. Tel: 800-818-7243; Tel: 805-499-9774; Fax: 800-583-2665; e-mail:; Web site:
Publication Type: Journal Articles; Reports - Evaluative
Education Level: N/A
Audience: N/A
Language: English
Sponsor: N/A
Authoring Institution: N/A