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2012 Axiomatic arguments for decomposing goodness of fit according to Shapley and Owen values
Frank Huettner, Marco Sunder
Electron. J. Statist. 6(none): 1239-1250 (2012). DOI: 10.1214/12-EJS710

Abstract

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.

Citation

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

Information

Published: 2012
First available in Project Euclid: 9 July 2012

zbMATH: 1295.62094
MathSciNet: MR2988446
Digital Object Identifier: 10.1214/12-EJS710

Subjects:
Primary: 62J05, 62P20, 91A12

Rights: Copyright © 2012 The Institute of Mathematical Statistics and the Bernoulli Society

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