[R] variable importance in ACE
sxmishra at dukeengineering.com
Thu Sep 2 22:38:34 CEST 1999
I am trying to fit a model y~(x1,x2,...,xn) using ACE, and would like to know
the relative importance of these variables with respect to the overall goodness
of fit. One approach would be to run ACE multiple times, dropping one variable
at a time, to get the loss in R^2 corresponding to each of the variables, and
ranking them accordingly. Is there a more elegant solution to this problem?
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