shapleyvalue {ShapleyValue}

ShapleyValueRegression – to calculate the relative importance of attributes in linear regression

Description

Shapley Value Regression for calculating the relative importance of independent variables in linear regression with avoiding the collinearity.

Arguments

y A coloumn or data set of the dependent variable

x A matrix or data set of the independent variables

Value

The structure of the output is a datatable, with two rows:the unstandardized and standardized relative importance of each attributes using shapley value regression method.

Examples

library(MASS)
library(tidyverse)
data <- Boston
y <- data$medv
x <- as.data.frame(data[,5:8])
shapleyvalue(y,x)