Electronic Journal of Statistics

Axiomatic arguments for decomposing goodness of fit according to Shapley and Owen values

Frank Huettner and Marco Sunder

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We advocate the decomposition of goodness of fit into contributions of (groups of) regressor variables according to the Shapley value or—if regressors are exogenously grouped—the Owen value because of the attractive axioms associated with these values. A wage regression model with German data illustrates the method.

Article information

Electron. J. Statist., Volume 6 (2012), 1239-1250.

First available in Project Euclid: 9 July 2012

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 62J05: Linear regression 62P20: Applications to economics [See also 91Bxx] 91A12: Cooperative games

Shapley value Owen value variance decomposition regression games GSOEP


Huettner, Frank; Sunder, Marco. Axiomatic arguments for decomposing goodness of fit according to Shapley and Owen values. Electron. J. Statist. 6 (2012), 1239--1250. doi:10.1214/12-EJS710. https://projecteuclid.org/euclid.ejs/1341842804

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