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 ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
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